assignmentutor-lab™ 为您的留学生涯保驾护航 在代写量化风险管理Quantitative Risk Management方面已经树立了自己的口碑, 保证靠谱, 高质且原创的统计Statistics代写服务。我们的专家在代写量化风险管理Quantitative Risk Management代写方面经验极为丰富，各种代写量化风险管理Quantitative Risk Management相关的作业也就用不着说。

• Statistical Inference 统计推断
• Statistical Computing 统计计算
• Advanced Probability Theory 高等概率论
• Advanced Mathematical Statistics 高等数理统计学
• (Generalized) Linear Models 广义线性模型
• Statistical Machine Learning 统计机器学习
• Longitudinal Data Analysis 纵向数据分析
• Foundations of Data Science 数据科学基础
assignmentutor™您的专属作业导师

## 金融代写|量化风险管理代写Quantitative Risk Management代考|JUMP-DIFFUSION MODEL

In the GARCH model, volatility changes gradually over time. In financial markets we do observe this sort of behavior, but we also see extreme events that seem to come out of nowhere. For example, on February 27, 2007, in the midst of otherwise calm markets, there were rumors that the Chinese central bank might raise interest rates. There was also some bad economic news in the United States. These two events contributed to what, by some measures, was a $-8$ standard deviation move in U.S. equity markets. A move of this many standard deviations would be extremely rare for most standard parametric distributions.
One popular way to generate this type of extreme return is to add a so-called jump term to our standard time-series model. This can be done by adding a second disturbance term, as follows
$$r_{t}=\alpha+\varepsilon_{t}+\left[I_{t}\right] u_{t}$$
Here, $r_{t}$ is the market return at time $t, \alpha$ is a constant drift term, and $\varepsilon_{t}$ is a mean zero diffusion term. As specified, our jump term has two components: $\left[I_{t}\right]$, an indicator variable that is either zero or one, and $u_{t}$, an additional disturbance term. Because it has a jump and a diffusion term, this time series model is referred to as a jump-diffusion model.

The jump-diffusion model is really just a mixture model. To get the type of behavior we want-moderate volatility punctuated by rare extreme events-we can set the standard deviation of $\varepsilon_{t}$ to relatively modest levels. We then specify the probability of $\left[I_{t}\right]$ equaling one at some relatively low level, and set the standard deviation of $u_{t}$ at a relatively high level. If we believe that extreme negative returns are more likely than extreme positive returns, we can also make the distribution of $u_{t}$ asymmetrical. $u_{t}$ does not have to have a mean of zero. GARCH and jump-diffusion are not mutually exclusive. By combining GARCH and jump-diffusion, we can model and understand a wide range of market environments and dynamics.

## 金融代写|量化风险管理代写Quantitative Risk Management代考|DOLLAR STANDARD DEVIATION

In risk management, when we talk about the standard deviation of a security, we are almost always talking about the standard deviation of the returns for that security. While this is almost always the case, there will be times when we want to express standard deviation and other risk parameters in terms of dollars (or euros, yen, etc.).

## 有限元方法代写

assignmentutor™作为专业的留学生服务机构，多年来已为美国、英国、加拿大、澳洲等留学热门地的学生提供专业的学术服务，包括但不限于Essay代写，Assignment代写，Dissertation代写，Report代写，小组作业代写，Proposal代写，Paper代写，Presentation代写，计算机作业代写，论文修改和润色，网课代做，exam代考等等。写作范围涵盖高中，本科，研究生等海外留学全阶段，辐射金融，经济学，会计学，审计学，管理学等全球99%专业科目。写作团队既有专业英语母语作者，也有海外名校硕博留学生，每位写作老师都拥有过硬的语言能力，专业的学科背景和学术写作经验。我们承诺100%原创，100%专业，100%准时，100%满意。

## MATLAB代写

MATLAB 是一种用于技术计算的高性能语言。它将计算、可视化和编程集成在一个易于使用的环境中，其中问题和解决方案以熟悉的数学符号表示。典型用途包括：数学和计算算法开发建模、仿真和原型制作数据分析、探索和可视化科学和工程图形应用程序开发，包括图形用户界面构建MATLAB 是一个交互式系统，其基本数据元素是一个不需要维度的数组。这使您可以解决许多技术计算问题，尤其是那些具有矩阵和向量公式的问题，而只需用 C 或 Fortran 等标量非交互式语言编写程序所需的时间的一小部分。MATLAB 名称代表矩阵实验室。MATLAB 最初的编写目的是提供对由 LINPACK 和 EISPACK 项目开发的矩阵软件的轻松访问，这两个项目共同代表了矩阵计算软件的最新技术。MATLAB 经过多年的发展，得到了许多用户的投入。在大学环境中，它是数学、工程和科学入门和高级课程的标准教学工具。在工业领域，MATLAB 是高效研究、开发和分析的首选工具。MATLAB 具有一系列称为工具箱的特定于应用程序的解决方案。对于大多数 MATLAB 用户来说非常重要，工具箱允许您学习应用专业技术。工具箱是 MATLAB 函数（M 文件）的综合集合，可扩展 MATLAB 环境以解决特定类别的问题。可用工具箱的领域包括信号处理、控制系统、神经网络、模糊逻辑、小波、仿真等。