The goal of the project is to solve a PDE using Matlab. The main equation is presented in the '[url removed, login to view]', equation (1). The numerical procedure of solving this problem should follow the details in Appendix D in '[url removed, login to view]', page 37. The simulation of c_hat and pi should be plot which is a replication of the figure in '[url removed, login to view]'.
A Skype training after deliver should be considered if we ask for.
Milestones and % payment:
1. Solve for function F using Matlab following the methodology in Appendix D, '[url removed, login to view]'. Check with reduced-form solution (section 3.1 in '[url removed, login to view]') when rho_yS==1. (10%)
2. Change value of rho_yS==0, and solve for function F, c_hat and pi again in Matlab. Simulate variables and provide the graph of those three series which is a replication of the figure in the notes. (10%)
3. Deliver all the source file and Matlab code with sufficient explanation or comments. (70%)
4. Training (10%)
We have a time constraint on this project. The program is preferred to be finished within 3 days.
I have a PhD in Mathematics, as well as a Master's degree in financial mathematics. I have solved similar PDEs using various finite difference schemes before. My CV is available on request. Regards, James
13 freelancers are bidding on average $195 for this job
PhD and MBA. Strong knowledhe in PDE functions and large experience in comple simulations. I will be glad to help you. Please send a message back to establish the details.
i have five years of experience in the field of MATLAB simulation and coding. i have written many coding for our product design working in the ECU development company