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Project on Modelling Financial Data
Download financial data (stock prices, exchange rates, interest rates, etc.) from internet to form a dataset. The suggested sample size is 800-1200. Carry out the following investigation and write a report of your work. The report should be around 6 pages, and figures and tables are given as appendix. The format of your report should be in word or latex file.
1. Discuss the stationarity of your time series data. Transform the data into log-returns. Make time plots.
2. Study the distribution of the returns. Calculate Value at Risk at different confidence levels.
3. Fit a reasonable time series model to your data and check the fitted model.
4. Build a model to describe the volatility of the log-returns.
5. Summarize your analysis and explain any possible implication of your results.
Land is already owned. The price of a new is windmill is $150,000. A minimum of fifty windmills are needed to achieve desired efficiency compared to the current coal burning method.
Consider three bonds with 6.6% coupon rates, all selling at face value. The short-term bond has a maturity of 4 years, the intermediate-term bond has maturity 8 years, and the long-term bond has maturity 30 years.
For the last tab, make any adjustments to any part of the forecast and free cash flows projection, including adjusting any of the input values, to optimize the IRR and NPV of the boat. However, your adjustments or changes must be logical and possible..
inferring financial information using component percentages - a consumer products company reported a 5.4 percent
Why do venture capitalists make quick decisions on the infeasibility of some business plans? When a business plan is not quickly determined to be infeasible, what happens next and why?
Explain why auditors may be less inclined to object to subjective asset write-downs compared to asset overstatements.
what are some examples of restrictive covenants that might be specified in a bonds
WorldCom reclassified $3.85 billion of operating expenses as capital expenditures. Explain the effect this reclassification would have on WorldCom’s cash flows.
A company has capital of $200 million. It has an EROIC of 9%, forecasted constant growth of 5%, and a WACC of 10%. What is its value of operations? What is its intrinsic MVA?
Shannon's currently boasts a customer base of 1,750 customers that frequent the brewhouse on average twice per month and spend $30 per visit.
To calculate an estimate of GE's price based on a comparable P/E ratio, multiplythe industry average P/E ratio by GE's EPS.
The income statement for the current year displays an interest paid amount of $8,200. What is the amount of the net new borrowing for the current year?
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