Minggu, 28 Desember 2014

Kami siap membantu anda mengerjakan tesis dan disertasi S3. Kami berpengalaman lebih dari 8 tahun dalam mengerjakan tesis/disertasi universitas luar negeri. Hubungi WAWAN 081294635021




DINAMIKA RISET WILL HELP YOU TO FINISH YOUR THESIS/DISSERTATION, CONTACT PERSON WAWAN 081294635021 
 Kami siap membantu anda mengerjakan tesis dan disertasi S3. Kami berpengalaman lebih dari 8 tahun dalam mengerjakan tesis/disertasi universitas luar negeri.
 email: jasapaper@gmail.com
Below are some topics which important for your thesis/dissertation:
Naked and covered positions
A stop-loss strategy
Delta hedging
Theta
Gamma
Relationship between delta, theta, and gamma
Vega
Rho
The realities of hedging
Scenario analysis
Extension of formulas
Portfolio insurance
Stock market volatility
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said

Taylor series expansions and hedge parameters
Volatility smiles
Why the volatility smile is the same for calls and puts
Foreign currency options
Equity options
Alternative ways of characterizing the volatility smile
The volatility term structure and volatility surfaces
Greek letters
The role of the model
When a single large jump is anticipated
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said

Determining implied risk-neutral distributions from
volatility smiles
Basic numerical procedures
Binomial trees
Using the binomial tree for options on indices, currencies, and futures contracts
Binomial model for a dividend-paying stock
Alternative procedures for constructing trees
Time-dependent parameters
Monte Carlo simulation
Variance reduction procedures
Finite difference methods
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said

Value at risk
The VaR measure
Historical simulation
Model-building approach

DINAMIKA RISET WILL HELP YOU TO FINISH YOUR THESIS/DISSERTATION, CONTACT PERSON WAWAN 081294635021 
 Kami siap membantu anda mengerjakan tesis dan disertasi S3. Kami berpengalaman lebih dari 8 tahun dalam mengerjakan tesis/disertasi universitas luar negeri.
 email: jasapaper@gmail.com
Below are some topics which important for your thesis/dissertation:
Linear model
Quadratic model
Monte Carlo simulation
Comparison of approaches
Stress testing and back testing
Principal components analysis
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said

Estimating volatilities and correlations
Estimating volatility
The exponentially weighted moving average model
The GARCH model
Choosing between the models
Maximum likelihood methods
Using GARCH to forecast future volatility
Correlations
Application of EWMA to four-index example
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said

Credit risk
Credit ratings
Historical default probabilities
Recovery rates
Estimating default probabilities from bond prices
Comparison of default probability estimates
Using equity prices to estimate default probabilities
Credit risk in derivatives transactions
Credit risk mitigation
Default correlation
Credit VaR
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said

Credit derivatives
Credit default swaps
Valuation of credit default swaps
Credit indices
The use of fed coupons
CDS forwards and options
Basket credit default swaps
Total return swaps
Collateralized debt obligations
Role of correlation in a basket CDS and CDO
Valuation of a synthetic CDO
Alternatives to the standard market model
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said

DINAMIKA RISET WILL HELP YOU TO FINISH YOUR THESIS/DISSERTATION, CONTACT PERSON WAWAN 081294635021 
 Kami siap membantu anda mengerjakan tesis dan disertasi S3. Kami berpengalaman lebih dari 8 tahun dalam mengerjakan tesis/disertasi universitas luar negeri.
 email: jasapaper@gmail.com
Below are some topics which important for your thesis/dissertation:
Exotic options
Packages
Nonstandard American options
Gap options
Forward start options
Cliquet options
Compound options
Chooser options
Barrier options
Binary options
Lookback options
Shout options
Asian options
Options to exchange one asset for another
Options involving several assets
Volatility and variance swaps
Static options replication
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said
Models and numerical procedures
Alternatives to Black-Scholes-Merton
Stochastic volatility models
The IVF model
Convertible bonds
Path-dependent derivatives
Barrier options
Options on two correlated assets
Monte Carlo simulation and American options
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said

Martingales and measures
The market price of risk
Several state variables
Martingales
Alternative choices for the numeraire
Extension to several factors
Black's model revisited
Option to exchange one asset for another
Change of numeraire
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said


DINAMIKA RISET WILL HELP YOU TO FINISH YOUR THESIS/DISSERTATION, CONTACT PERSON WAWAN 081294635021 
 Kami siap membantu anda mengerjakan tesis dan disertasi S3. Kami berpengalaman lebih dari 8 tahun dalam mengerjakan tesis/disertasi universitas luar negeri.
 email: jasapaper@gmail.com
Below are some topics which important for your thesis/dissertation:
Interest rate derivativesThe standard market models
Bond options
Interest rate caps and floors
European swap options
Generalizations
Hedging interest rate derivatives
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said

Convety, timing, and quanto adjustments
Convety adjustments
Timing adjustments
Quantos
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said

Proof of the convety adjustment formula
Interest rate derivativesmodels of the short rate
Background
Equilibrium models
No-arbitrage models
Options on bonds
Volatility structures
Interest rate trees
A general tree-building procedure
Calibration
Hedging using a one-factor model
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said

Interest rate derivativesHJM and LMM
The Heath, Jarrow, and Morton model
The LIBOR market model
Agency mortgage-backed securities
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said

Swaps Revisited
Variations on the vanilla deal
Compounding swaps
Currency swaps
More complex swaps
Equity swaps
Swaps with embedded options
Other swaps
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said

DINAMIKA RISET WILL HELP YOU TO FINISH YOUR THESIS/DISSERTATION, CONTACT PERSON WAWAN 081294635021 
 Kami siap membantu anda mengerjakan tesis dan disertasi S3. Kami berpengalaman lebih dari 8 tahun dalam mengerjakan tesis/disertasi universitas luar negeri.
 email: jasapaper@gmail.com
Below are some topics which important for your thesis/dissertation:
Energy and commodity derivatives
Agricultural commodities
Metals
Energy products
Modeling commodity prices
Weather derivatives
Insurance derivatives
Pricing weather and insurance derivatives
How an energy producer can hedge risks
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said

Real options
Capital investment appraisal
Extension of the risk-neutral valuation framework
Estimating the market price of risk
Application to the valuation of a business
Evaluating options in an investment opportunity
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said

Derivatives mishaps and what we can learn from them
Lessons for all users of derivatives
Lessons for financial institutions
Lessons for nonfinancial corporations   
DerivaGem software
Major exchanges trading futures and options
Table for N(x) when x
Table for N(x) when x ?,
Author inde
Subject inde
BUSINESS SNAPSHOTS
The Lehman Bankruptcy
Hedge Funds
SocGen's Big Loss in
The Unanticipated Delivery of a Futures Contract
Long-Term Capital Management's Big Loss
Systemic Risk
Hedging By Gold Mining Companies
MetallgesellschaftHedging Gone Awry
What is the Risk-Free Rate?
Orange County's Yield Curve Plays
Liquidity and the - Financial Crisis
Kidder Peabody's Embarrassing Mistake
A Systems Error?
The CME Nikkei Futures Contract
Index Arbitrage in October
Day Counts Can Be Deceptive
The Wild Card Play
Asset-Liability Management by Banks
Extract from Hypothetical Swap Confirmation
The Hammersmith and Fulham Story
Basel I, Basel II, and Basel III
Gucci Group's Large Dividend
Tax Planning Using Options
Put-Call Parity and Capital Structure
Losing Money with Box Spreads
How to Make Money from Trading Straddles
Mutual Fund Returns Can be Misleading
What Causes Volatility?
Warrants, Employee Stock Options, and Dilution
Can We Guarantee that Stocks Will Beat Bonds in the Long Run?
Dynamic Hedging in Practice
Was Portfolio Insurance to Blame for the Crash of ?
Making Money from Foreign Currency Options
Crashophobia
Calculating Pi with Monte Carlo Simulation
Checking Black-Scholes-Merton in Excel
How Bank Regulators Use VaR
Downgrade Triggers and Enron's Bankruptcy
Who Bears the Credit Risk?
The CDS Market
Is the CDS Market a Fair Game?
Is Delta Hedging Easier or More Difficult for Exotics?
Put-Call Parity for Caps and Floors
Swaptions and Bond Options
Siegel's Paradox
IOs and POs
Hypothetical Confirmation for Nonstandard Swap
Hypothetical Confirmation for Compounding Swap
Hypothetical Confirmation for Equity Swap
Procter and Gamble's Bizarre Deal
Valuing Amazon.com
Big Losses by Financial Institutions
Big Losses by Nonfinancial Organizations
Convety Adjustments to Eurodollar Futures
Properties of the Lognormal Distribution
Warrant Valuation When Value of Equity plus Warrants Is Lognormal
Exact Procedure for Valuing American Calls on Stocks Paying a Single Dividend
Calculation of the Cumulative Probability in a Bivariate Normal Distribution
Differential Equation for Price of a Derivative on a Stock Paying a Known Dividend Yield
Differential Equation for Price of a Derivative on a Futures Price
Analytic Approximation for Valuing American Options
Generalized Tree-Building Procedure
The Cornish—Fisher Expansion to Estimate VaR
Manipulation of Credit Transition Matrices
Calculation of Cumulative Noncentral Chi-Square Distribution
Efficient Procedure for Valuing American-Style Lookback Options
The Hull—White Two-Factor Model
Valuing Options on Coupon-Bearing Bonds in a One-Factor Interest Rate Model
Construction of an Interest Rate Tree with Nonconstant Time Steps and Non-constant Parameters
The Process for the Short Rate in an HJM Term Structure Model
Valuation of a Compounding Swap
Valuation of an Equity Swap
Changing the Market Price of Risk for Variables That Are Not the Prices of Traded Securities
Hermite Polynomials and Their Use for Integration
Valuation of a Variance Swap
The Black, Derman, Toy Model
Proof that Forward and Futures Prices are Equal When Interest Rates Are Constant
A Cash-Flow Mapping Procedure
A Binomial Measure of Credit Correlation
Calculation of Moments for Valuing Asian Options
Calculation of Moments for Valuing Basket Options
Proof of Extensions to Ito's Lemma
The Return of a Security Dependent on Multiple Sources of Uncertainty

DINAMIKA RISET WILL HELP YOU TO FINISH YOUR THESIS/DISSERTATION, CONTACT PERSON WAWAN 081294635021 
 Kami siap membantu anda mengerjakan tesis dan disertasi S3. Kami berpengalaman lebih dari 8 tahun dalam mengerjakan tesis/disertasi universitas luar negeri.
 email: jasapaper@gmail.com
Overview
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said
Objectives of risk modelling
Review of model design
Design objectives
Common errors
Excel features
Formats
Number formats
Lines and borders
Colour and patterns
Specific colour for inputs and results
Data validation
Controls — combo boxes and buttons
Conditional formatting
Use of functions and types of functions
Add-ins for more functions
Text and updated labels
Recording a version number, author, etc
Using names
Pasting a names table
Comment cells
Graphics
Dynamic graphs to plot individual series
Data tables
Mastering Risk Modelling
Scenarios
Spreadsheet auditing
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said
Risk and uncertainty
Risk
Uncertainty
Response to risk
Methods
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said
Project finance
Requirements
Advantages
Risks
Risk analysis
Risk mitigation
Financial model
Inputs
Sensitivity and cost of capital
Construction, borrowing and output
Accounting schedules
Management analysis and summaries
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said
Simulation
Building blocks
Procedure
Real estate example
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said
Financial analysis
Process
Environment
Industry
Financial statements
Profit and loss
Balance sheet
Operating efficiency
Profitability
Financial structure
Core ratios
Market ratios
Trend analysis
Cash flow
Forecasts
Financial analysis
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said
Credit risk
Cash flow
Cover ratios
Sustainability
Beaver's model
Bathory model
Z scores
Springate analysis
Logit analysis
H-Factor model
Ratings agency
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said
Valuation
Inputs
Cash flow
Capital structure
Valuation and returns
Sensitivity analysis
Management
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said
Bonds
Bond prices
Interest rates
Yield
Duration and maturity
Convety
Comparison
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said
Options
Options
Options example
Options hedging strategy
Black—Scholes
Simulation options pricing
Binomial model
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said
Real options
Project
Option to delay
Option to abandon
Option to expand
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said
Equities
Historic data
Returns
Simulation
Portfolio
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said
Risk adjusted returns
Economic capital
Risk-adjusted return on capital (RAROC)
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said
Value at risk
Single asset model
Two assets
Three asset portfolio
Credit value at risk
Portfolio approach
Overview of components
Single asset
Two-bond portfolio
Simulation

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