homework about financial risk management

Get quality term paper help at Unemployedprofessor.net. Use our paper writing services to score better and meet your deadlines. It is simple and straightforward. Whatever paper you need—we will help you write it!


Order a Similar Paper Order a Different Paper

Task 1

Go to Yahoo Finance and download historical data for SPY ETF over the last two years, starting from 2017 to today. Compute the daily return using the adjusted close price column. This should result in a new time series (column).

Task 2

Using the daily returns of the SPY ETF, calibrate a Geometric Brownian Motion process. Report the corresponding mu and sigma.

Task 3

Given the calibrated model, simulate the SPY price path over the next three months, i.e. 256/4=64 trading days. Provide a couple of plots to demonstrate this.

Writerbay.net

Our affordable academic writing services save you time, which is your most valuable asset. Share your time with your loved ones as our Unemployedprofessor.net experts deliver unique, and custom-written paper for you.

Get a 15% discount on your order using the following coupon code SAVE15


Order a Similar Paper Order a Different Paper