Brownian Motion Process for Stock Returns

Budget $30 - $250 USD
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1. Inputs are ?, S0 and ?. Inputs ? and ? are annualized
2. Time interval is t =1/252
3. Create 10000 21 day paths.
4. For the 21 day return, find themean, stdev, and kurt (these should be close to the
inputs, with kurt = 3 for BrownianMotion).
5. For the 21 day return, find the 99% and 99.9% Var and Cvar (i.e. pick a frozen

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Ben is one of the best easy language programmers I've used and I've used many! He grasped the objective quickly, asked the right questions to do the job and then set about his work. When he finally delivered the code not only was it showing exactly what I wanted, he had taken the brief a step further (without prompting) and delivered a final product that was far superior to anything I expected. Look no further for you tradeststion programming requirments. I will definitely be using Ben again.
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I specialise in financial application programming, specifically using software packages Tradestation, VB6/VBA and Excel/Access.

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