Comments Off

‘Matlab Expert for hedging with commodity futures (Task I) – broken to segments for kmittal’ by Scheller

Posted by | January 19, 2013 | Newest Projects

I want to implement minimum-VaR and minimum Variance Hedging strategies using commodity futures. please see attachment for min-VaR. Econometric models to be used are: OLS, Normal Mixture (static), Normal Mixture GARCH, Bivariate GARCH, Markov Regime Switching… (Budget: $250-$750 USD, Jobs: Algorithm, Financial Markets, Matlab & Mathematica)

Go to Source

53 total views, 1 today

Tags: , , , , , , , , , , , , , , ,