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University Assignment on Quantitative Finance QCFinance

$10-30 USD

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Publicado hace casi 10 años

$10-30 USD

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Answer the below questions in 500 words each and use mathematical proof where required. Explain MLE and its application in quant finance problems. Explain different between OLD and MLE and take the case of Regression and logistic regression to explain both methodology Prove scaling of standard deviation sd=sd(t)^.5 What is the difference between clean and dirty price for a treasury security, refer some links online. Explain the difference between modified and ‘Macaulay duration’, derive one from the other. Calculate duration using annual and continuously compounded rates. Explain why GBM or the models used in Equity cannot be used for interest rate modeling. Give example and explanation of interest rate models. What interest rate models are used for short and long term. If you have two biased coin one gives 50% and 70%. You pick one and gets 60%, which coin have you picked. Can you solve this using MLE. Which yield to rate in duration – what will happen if you use annual vs compounded rate for MacD/(1+y)
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5 freelancers están ofertando un promedio de $28 USD por este trabajo
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Hello, Expert here, I am a Statistician, I would be happy to assist you in this project. Hear from you soon best Fouad
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HI Brother, I am Data Scientist working in Multinational Company. My work is to see the hidden pattern in the large and complex data sets and predictive analytics, Data mining,Machine Learning and also uses the statistical techniques on those datasets to see what data behaves in past. By seeing the past what will be the behavior the that data set in future. I am also working on "kaggle" competitions currently .I am also writing the column on All Analytics and my rank on All analytics in Statistician. I am also working on the Time Series analysis using ARIMA, SARIMA models and also working on econometric analsysi using Linear, Nonlinear, Logistic, Probit models, hypothesis testing and Cox regression for the survival analysis and also survey analysis etc. I am also the writer of the various research papers and one of them is relating medical data you can sight my paper at IEEEXPLORE. I am also using R, SPSS Statistics, Spss Modler, Stata, SAS, MATLAB, WEKA, Statistica and Pyhthon for Data Analysis for Machine Learning, Data Mining and Data Science. Thanks Regards, Muhammad Shoaib. Data Scientist
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Hi Stats and quant Fin are my strengths and I have modeled the interest rate models like Vasicek in past. Would be comfortable to complete it using examples in Excel. Looking for a positive feedback..... Yes and do correct OLD to OLS in your problem statement
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Hi, I have a good command in Quantitative Finance. I have gone through the list of required questions, I can provide the quality answer to these questions within the given time period. I will be happy if given a chance to prove my capabilities. I assure you the Quality and Originality of my work. Regards,
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