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Computational Finance Assignment help, Computational Finance Homework help


We are an Online service provider for Computational Finance assignments & homework problems. Our online experts provide Computational Finance Assignment help & Computational Finance homework help.

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Online Computational Finance experts help with above mentioned topics:​

  • Computing asset returns
  • Univariate random variables
  • distributions
  • Characteristics of distributions
  • the normal distribution
  • linear function of random variables
  • quantiles of a distribution
  • Value-at-Risk
  • Bivariate distributions
  • Covariance
  • correlation
  • autocorrelation
  • linear combinations of random variables
  • Time Series concepts
  • Covariance stationarity
  • autocorrelations
  • Matrix algebra
  • Descriptive statistics
  • histograms
  • sample means
  • variances
  • covariances
  • autocorrelations
  • expected return model
  • Monte Carlo simulation
  • standard errors of estimates
  • confidence intervals
  • bootstrapping standard errors
  • confidence intervals
  • hypothesis testing
  • Maximum likelihood estimation
  • review of unconstrained optimization methods
  • portfolio theory
  • Portfolio theory with matrix algebra
  • constrained optimization methods
  • Markowitz algorithm
  • Markowitz Algorithm
  • matrix algebra
  • Statistical Analysis
  • Efficient Portfolios
  • Risk budgeting
  • Eulers theorem
  • asset contributions volatility
  • beta as a measure of portfolio risk
  • Single Index Model
  • Estimation using simple linear regression
  • Simulation Methods in Finance
  • Stochastic Differential Equations
  • SDEs drift
  • diffusion
  • SDEs
  • Financial Products Markets
  • financial markets
  • Equities
  • indices
  • foreign exchange
  • commodities
  • Options contracts
  • strategies for speculation
  • hedging
  • Black-Scholes framework
  • Black-Scholes PDE
  • simple European calls and puts
  • put-call parity
  • pricing commodity
  • currency options
  • Discontinuous payoffs -
  • Binary
  • Digital options
  • Greeks
  • theta
  • delta
  • gamma
  • vega
  • optimal exercise strategy
  • smooth pasting condition
  • Volatility considerations
  • implied volatility
  • local vol and volatility surfaces
  • Computational Finance
  • Solving the pricing
  • PDEs numerically
  • Explicit Finite
  • Difference Scheme
  • Monte Carlo technique
  • Fixed-Income Products
  • products
  • yield
  • duration & convexity
  • yield curves
  • forward rates
  • zero coupon bonds
  • Stochastic interest rate models
  • bond pricing PDE
  • popular models
  • Vasicek
  • CIR
  • Hull White solutions
  • bond pricing equation
  • Calibration
  • yield curve
  • matching theoretical
  • market prices
  • time dependent one factor
  • models