Find Jobs
Hire Freelancers

Monte Carlo simulation for Excel for risk analysis - repost

$250-750 USD

Closed
Posted almost 11 years ago

$250-750 USD

Paid on delivery
We are a Power Retailer operating on a deregulated energy market, and we need to develop a tool for evaluation of risk exposure on the existing and / or forecasted portfolio using Monte Carlo simulation for Excel.. The tool has to allow us to: - define risk scenarios, such as hedging contracts, books, demand curves, price indexes, selling contracts - define the algorithm variables - etc The target is the Hedging Strategy Optimisation, i.e. determine the mix of derivative contracts to achieve an optimal risk / return outcome: • Mark-to-market • Profit & Loss • Margin calls • Exposure calculations • VaR • CVar • PaR etc. In other words, given different scenarios and variables, we’d like to perform a simulation to determine the possible outcomes, and how likely are they to occur.
Project ID: 4712383

About the project

13 proposals
Remote project
Active 11 yrs ago

Looking to make some money?

Benefits of bidding on Freelancer

Set your budget and timeframe
Get paid for your work
Outline your proposal
It's free to sign up and bid on jobs
13 freelancers are bidding on average $759 USD for this job
User Avatar
hi, i am an electrical engineer and i am proficient in Matlab and simulink. i can help you with this project.
$1,800 USD in 45 days
4.9 (32 reviews)
6.2
6.2
User Avatar
hi check msg plz
$833 USD in 20 days
4.9 (29 reviews)
5.1
5.1
User Avatar
Can you please share or message a document or flow diagram for this project?
$250 USD in 5 days
4.9 (6 reviews)
3.6
3.6
User Avatar
Hi, I think I can help you in this project. I have done several projects involving MC methods, among others in risk forecasting (we can discuss that). Besides, I hold a MSc in Finance. Regards, Oriol.
$277 USD in 5 days
5.0 (5 reviews)
3.5
3.5
User Avatar
Interested in this project.
$1,666 USD in 30 days
5.0 (1 review)
3.5
3.5
User Avatar
Good afternoon! I am a statistical and analytical consultant with years of experience developing solutions. I'd love to chat with you more about your project and what you want it to look like!
$500 USD in 3 days
5.0 (2 reviews)
3.1
3.1
User Avatar
Dear Sir or Madam, I have a great deal of experience in simulation using different types of software. Could you kindly check your PM for more details?
$833 USD in 20 days
5.0 (2 reviews)
3.0
3.0
User Avatar
I am pretty much interested on this
$250 USD in 1 day
0.0 (0 reviews)
0.0
0.0
User Avatar
Hi ferbelgui, I have experience with financial market - Forex technical analyzes, including portfolio optimisation and risk management. I think can help you for this project.
$740 USD in 10 days
0.0 (0 reviews)
0.0
0.0
User Avatar
I can do this job.
$580 USD in 3 days
0.0 (0 reviews)
0.0
0.0
User Avatar
Hi, I am new to the website and that is the reason for no feedback/ rating. However, I guarantee that the work will be completed in time.
$555 USD in 10 days
0.0 (0 reviews)
0.0
0.0
User Avatar
I have experience using montecarlo simulation. I have examples of prior simulations
$750 USD in 5 days
0.0 (0 reviews)
0.0
0.0
User Avatar
Dear Sir, I'm 15 year experienced Electronics Engineer whose working area is directly related to your project. I have designed several system which is related to your project. I have high level experience about hardware design, analog design, embedded system, microcontroller, power electronics, system simulation, digital motor control. Examples related to your project are attached. It shows my ability to make your project. If you investigate example, you will see that I have strong background similar to your projects. Project lists which I have made until now is attached also. We can determine budget by discussing details of your project. I’m open to work with amount which you can pay. Any questions, you can ask me. The way which will be used to implement is such as: - My profile is below. It shows every issues related to your project. Please evaluate it carefully. If you do it, you will see that I'm ideal candidate who can make your project without any problem. I will wait for being started contract. Regards. Metin Dear Sir, We are Reserach and Development company whose working area are : -Digital Motor Control -Analog Design -Electronic Design -Power Electronics -PCB design -Embedded system -Matlab -Simulation of hardware For each concept descriptions are as follows: Digital Motor Control: -3-phase induction motor vector control drive -Flux estimation algoritm generation -DSP(TMS320) implementation on motor drive -Low speed application -Torque and speed loop generation -Control algoritms Analog design -Low power distribution -Noissless special opamp based analog circuits -Analog filters -Orcad simulation of several circuits Electronic Design -RF transmitter and receiver -Bluetooh reader and transmitter -Magnetic reader Power Electronics -Implementation motor drive -AC/DC converter -DC-DC converter -Battery charger -Solar inverter -Renewable Energy simulations -Uninterruptle power supplies PCB design -Schematic design by Altium -PCB design by Altium -Power board design -SMPS board design Embedded system -PIC18,PIC24,PIC30 and dsPIC applications -Ardino -MSP430 -Atmel -DSP(Texas Instruments) -Renesas Matlab -Power Electronics simulation -Motor drive -Wind Energy -Solar Energy -Control applications Simulation of Hardware -Orcad Simulation(TI,National, Linear Tech, Maxim libraries) -LTI -National -Matlab Very important Note: References attached. Please look excel file to see projects which we made until now! Metin
$555 USD in 3 days
0.0 (3 reviews)
0.0
0.0

About the client

Flag of SPAIN
Paterna, Spain
5.0
5
Payment method verified
Member since May 18, 2012

Client Verification

Thanks! We’ve emailed you a link to claim your free credit.
Something went wrong while sending your email. Please try again.
Registered Users Total Jobs Posted
Freelancer ® is a registered Trademark of Freelancer Technology Pty Limited (ACN 142 189 759)
Copyright © 2024 Freelancer Technology Pty Limited (ACN 142 189 759)
Loading preview
Permission granted for Geolocation.
Your login session has expired and you have been logged out. Please log in again.