Volatility Forecasting Candidate number: Abstract This paper constructs a hedged portfolio with a long positon in S&P 500 index and a short position in FTSE 100 index. To calculate the time-varying hedge ratio, we use four methods, rolling window, EWMA, GARCH model and B-S model. Firstly, we explain the methods we used, including the assumptions, formulas and implications. Also, we implement the methods in the Excel to get the value of hedge ratios. Finally, we show the advantages and
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type of business your MNC is and the products and services it provides. 2. Create a matrix that compares three (3) emerging market countries across the following seven (7) elements: 1. economic system 2. political environment 3. legal and regulatory environment 4. technological environment 5. ethical system 6. social responsibility indicators 7. cultural dimensions 3. Evaluate each country in the matrix as to its suitability for your MNC. More Details hidden... Activity mode aims to provide
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the estimated, and thus forecasted, co-variance matrix. The paper examined four types of most widely adopted variations of GARCH model and exhibited how they could obtain very different results based on the same observations. This fact exhibited the substantial model risk when applying these GARCH models and it is naturally going to impact whatever application of the GARCH models, such as portfolio optimization where the forecasted co-variance matrix plays a very important role. Based on the finding
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focus on documenting the requirements of this project. As well as developing the scope statement for this project. By document the requirements based on the information provided and assumptions that we have made, including a requirements traceability matrix. Secondly, we will a list of questions to ask the company’s CIO, Ben, who is the project sponsor. Lastly, we will describe the potential deliverables and product characteristics through research. Requirements Project requirements provide an obvious
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Portfolio S.D 9.46% Calculation of Covariance (Do Not Alter Formula) Correlation Matrix US Equity Foreign Equity Bonds REITs Commodities US Equity 1 0.62 0.25 0.56 -0.02 Foreign Equity 0.62 1 0.06 0.4 0.01 Bonds 0.25 0.06 1 0.16 -0.07 REITs 0.56 0.4 0.16 1 -0.01 Commodities -0.02 0.01 -0.07 -0.01 1 Covariance Matrix US Equity Foreign Equity Bonds REITs Commodities US Equity 0.0231 0.0136 0.0042 0.0115 -0.0006 Foreign Equity
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MATH 4450 - HOME WORK 6 (1) Let V be an n-dimensional vector space over the field K and B be a basis for V . Let Bil(V × V, K) be the set of all bilinear maps on V × V to K. (a) Prove that there is an isomorphism Bil(V × V, K) → Matn×n (K). We proved this in class when V = Rn and B is the standard basis. As I mentioned then, the same proof goes through (almost) verbatim. So this exercise is intended to make sure that you understand the various concepts involved. So first define the map and then show
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Case Study 2: Green Computing Research Project- Part 2 Requirements Traceability Matrix Project Name: Green Computing Research Project Project Manager: Requirement No. | Name | Category | Source | Status | 1 | Data Center | Building | | | 2 | PC computers and laptops | Hardware | | | 3 | Recycling | Building | | | 4 | Virtualization and Cloud Computing | Hardware | | | 5 | Solar Computing | Energy Source | | | 6 | Electricity output | Energy Source | | | 7 |
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Document the requirements and develop a scope statement. Write a two to three (2-3) page paper in which you: 1. Document the requirements based on the information provided and assumptions that you have made, including a requirements traceability matrix. 2. Include a list of questions to ask the sponsor about the project scope. Include at least six (6) questions for full credit. 3. Develop a scope statement for the project. More Details Included... Activity mode aims to provide quality study
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symmetric Matrix x is (2x1) is the position vector As seen in the demonstration the stationary point is x*=00 Stationary point as per definition is Hx*+c=0. Therefore we can conclude that the function is of the form, fx= 12xTHx Now we know that the contours are ellipses. Therefore H is of the form, H=a00b Where a≠b. The Eigen Vectors as seen from the demonstration is 10 and 01. We can also infer that, a=λ1 b=λ2 The aspect ratio relation as defined for ellipses is, e=λ1λ2 The H matrix can
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layer of bone, has continuous extracellular matrix w/no gaps, makes up wall of diaphysis, dense, made of tightly packed tissue Cancellous (spongy) bone: made of osteocytes and extracellular matrix, thin layers, many branching bony plates called “trabeculae”, gets nutrients by diffusing into canaliculi that lead to the surfaces of these thin, bony plates, located within trabeculae Hyaline cartilage: very fine collagenous fibers in extracellular matrix, looks somewhat like white glass, are “models”
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