Calibrate sx5e returns to a student''s-t distribution in

Calibrate sx5e returns to a student''s-t distribution in exce

Reference no: EM131086897

Calibrate SX5E Returns to a Student's-t distribution in Excel

Download SX5E historical prices from 1987 to the present (using Bloomberg or Thomson Reuters if possible).
Calibrate the two parameters υ and λ via the explicit moment-matching formulas.
Choose µ = 0 (the returns should have been mean adjusted at this stage).
Choose the discretized x-space carefully.
Graph both empirical and theoretical distributions using a log graph.
Use the Excel function GAMMALN (), which is the natural log of Γ(p)

Reference no: EM131086897

Questions Cloud

Evaluating the creditworthiness of the organization : Evaluating the creditworthiness of the organization. Determining a company's ability to pay its debts when they are due. Showing the relationship of net income to changes in cash. Revealing commitments that may restrict future courses of action.

It ethics and responsible conduct : Many mobile devices and apps track and report location and activity information of the users. Please respond to the following in not more than 250 words:

Draw a relay wiring diagram for a circuit : Draw a relay wiring diagram for a circuit that implements the simple logic diagram shown in Figure 12.35. The circuit should be in the style of Figure 12.1(a).

Structure of typical sql environment : 1. Describe the components and structure of a typical SQL environment? 2. Explain the use of derived tables.

Calibrate sx5e returns to a student''s-t distribution in exce : Download SX5E historical prices from 1987 to the present (using Bloomberg or Thomson Reuters if possible). Calibrate the two parameters υ and λ via the explicit moment-matching formulas.

Question regarding the java programming : Discuss GUI components, explain how to handle key and mouse events, and state how they relate to GUI programming in Java. What are the advantages of using an applet over a GUI?

Draw a ladder logic diagram to control this process : A PLC has eight inputs and eight outputs as shown in Figure 12.17(a). Draw a wiring diagram for this PLC that will be used as the controller for the situation of Exercise 4.

Use both the random variable approach and the density method : Download S&P 500 historical prices from 1950 to the present (using Bloomberg or Thomson Reuters if possible). Calibrate the two parameters σ1and q via the method of moments.

Trailer record which has sentinel value : In the end we also want to print out the total number of students who have passed. If the input data of all students is terminated by a trailer record which has sentinel value of 999999 for Roll no, write an algorithm to do this taskL-N-`I4

User Account

All Pages