Monte Carlo simulation for Excel for risk analysis - repost


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.

Skills: Excel, Finance, Financial Markets, Matlab and Mathematica, Statistics

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Project ID: #4712383

13 freelancers are bidding on average $759 for this job


hi, i am an electrical engineer and i am proficient in Matlab and simulink. i can help you with this project.

$1800 USD in 45 days
(32 Reviews)

hi check msg plz

$833 USD in 20 days
(29 Reviews)

Can you please share or message a document or flow diagram for this project?

$250 USD in 5 days
(6 Reviews)

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 Reviews)

Interested in this project.

$1666 USD in 30 days
(1 Review)

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
(2 Reviews)

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
(2 Reviews)

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 Reviews)

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 hard More

$555 USD in 3 days
(3 Reviews)

Commodities Technology at Bank. Familiar with energy markets, Australian Power. Developed risk monitoring tools.Scenario engines using Monte Carlo simulation in Excel/Matlab. Hedging Optimization of Bond Portfolio to More

$833 USD in 30 days
(0 Reviews)

I can do this job.

$580 USD in 3 days
(0 Reviews)

I have experience using montecarlo simulation. I have examples of prior simulations

$750 USD in 5 days
(0 Reviews)

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 Reviews)

I am pretty much interested on this

$250 USD in 1 day
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