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Monte Carlo simulation for Excel for risk analysis

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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About the Employer:
( 5 reviews ) Paterna, Spain

Project ID: #1642771

20 freelancers are bidding on average $2396 for this job

MikroStar

hi, i can help.

$2100 USD in 120 days
(28 Reviews)
6.1
WebDesignall

Hi We can help you we are math graduated with master degree in financial Math, we can provide you with the best solution, please check PM for more details Best regards

$3000 USD in 20 days
(30 Reviews)
6.0
raiseq

Good in finance and modeling

$3000 USD in 45 days
(20 Reviews)
5.8
bchandra1955

Professional simulation domain expert here, I have 34 years of experience and I have worked on more then 100 projects till date.

$2475 USD in 60 days
(22 Reviews)
4.7
hmramezani

I can handle it for you. Plz cjeck your PM for more info.

$2200 USD in 40 days
(6 Reviews)
4.6
srinichal

I look forward to deliver the project

$2600 USD in 18 days
(4 Reviews)
4.5
danielvargas

Industrial engineer working with advanced applied statistics, data mining, modeling and simulation since 2002. Please check PMB.

$1800 USD in 10 days
(3 Reviews)
3.6
kumarkmb

Hi, I am interested in working for your projects. Please see PM for details.

$2000 USD in 15 days
(1 Review)
2.6
Raghavanps

See private message

$2000 USD in 30 days
(2 Reviews)
1.0
cmwconsultingpl

No one with similar experience is able to offer lower price.

$2500 USD in 28 days
(0 Reviews)
0.0
KasiaL

I am a great authority in this field, specialized in market risks, using excel for analysing. Let's start

$2000 USD in 14 days
(0 Reviews)
0.0
jennifergibbs

Good Morning! My name is Adam Graham, and I am a senior strategist and small business development consultant with G2 Group. G2 group is a small business marketing and development company with offices in Jacksonville FL More

$2500 USD in 30 days
(0 Reviews)
2.2
gurjeet01

Hi, I am graduated from Indian Institute of Technology New Delhi in 2007, in "Industrial and Production Engineering" which is considered to be among the best institutes in Asia and world imparting technical educ More

$2500 USD in 30 days
(0 Reviews)
0.0
antoonio

Hello, I can make modeling, analysis and optimization of the statistical data. Check my PM. Regards

$5000 USD in 60 days
(0 Reviews)
0.0
paklancer

Hi, Please see the PMB

$2000 USD in 30 days
(0 Reviews)
0.0
RLT

Dear Sir, I'm Electronics engineering and 15 year experience I have. I had worked 13 year at Reserch Institue in Turkey. I have generated several codes until. Languages which I know listed below. -C++ -Visual C++ - More

$1500 USD in 30 days
(0 Reviews)
0.0
Kinjalmahajan

Hi, I would like to work on this project. Regards

$1850 USD in 9 days
(0 Reviews)
1.0
Mulukkano

Hi Sir, I can develop Excel VBA tools for you. I am very strong at Programming and Mathematics. Thank you very much. Best Regards, Sayed Mulkhan F

$2700 USD in 20 days
(0 Reviews)
0.0
Wonderer

Hi We've done complex projects in Excel in the past. Can show you examples. Thanks Valery

$2999 USD in 30 days
(0 Reviews)
0.0
Seepre

I will submit the project within 20 days and 100% accuracy.

$1500 USD in 20 days
(0 Reviews)
0.0