# 网课考试代考，quiz & exam代考 ，网课代上代修

1、Quiz/Exam安全性

2、Quiz/Exam代考临时加价

3、Quiz/Exam代考未通过拖欠退款
Quiz/Exam代考还有这样一种情况就是留学生找到了代考实力不够强硬的机构或者个人，这样的后果就是有代考不通过的风险，毕竟下到初中高中上到研究生各个阶段的网课难易程度不一，有些机构没有金刚钻还偏要揽瓷器活儿，最后给客户挂单了。挂单之后，理应全额退款甚至赔款给客户，但是有些机构就开始打迂回战了，客户要求退款却各种托词，消耗客户的耐心。

# 物理代写物理代考物理代写Physics基础物理学代写

1. a) A jet of water coming out of a tap always breaks up into a series of drops. It has been
observed experimentally that these drops vibrate. Use dimensional analysis to predict
how the frequency of vibration of the water drops will depend on their density, radius
and surface tension. f6g
b) An ideal polarising filter is oriented such that incident horizontally polarised light
is transmitted 100% and vertically polarised light is all absorbed. (These directions
relate to the electric field).
(i) When light of amplitude E0 = 200 Vm􀀀1 and linearly polarised at 45% to the
vertical is incident, what polarisation and what amplitude is transmitted? f4g
(ii) When circularly polarised light of the same amplitude is incident, what polarisation
and what fraction of the incident amplitude is transmitted? f3g
c) An outdoor sound system comprises two identical loudspeakers distance d = 5 m
apart as sketched in the diagram below. As part of a test they are both fed the same
pure note, of same amplitude A0 and phase, corresponding to a sound wavelength
l = 0:6 m (and same frequency w).
L
y
d

P
y = 0
S1
S2
(i) The speakers S1 and S2 emit waves
y1 = A0 cos (kx1􀀀wt) ;
y2 = A0 cos (kx2􀀀wt) ;
respectively, where k is the wavenumber and x1 and x2 are distances measured
from S1 and S2. Show that the total wave at P is given by
y (x; t) = 2A0 cos (kX 􀀀Wt)cos(kD) ;
and define X;W and D. f4g
(ii) Show that for y << L the sound amplitude at point, P, in the diagram is expected to be proportional to cos pdy lL f4g: (iii) An observer stands L = 20 m away, at y = 0. They move along the positive y-direction. At what value of y(> 0) will they first hear a maximum amplitude.
f4g

# 金融类R语言数据分析加急报告

The objective of the coursework is to allow you a first hand appreciation of some of
the key issues in measuring risk. There are two parts, one involving analysis of a
portfolio having a single risk factor, the other involving analysis of a portfolio having
two risk factors.

1. Select, and acquire historical data for, a traded financial asset. This might, for
instance, be a commodity, a security, or a stock market index. Suppose that
you had invested 1 million pounds in this asset at the date given by the earliest
(a) Explain your choice of sample size.
(b) Using the data up to, but not including, 15th July 2021, calculate the simple
daily returns for your asset [use simple returns throughout this coursework].
Examine and describe the key statistical features of your sample of returns.
(c) Calculate VaR and ES for 15th July 2021 using a one day holding period, and
a confidence level of 90%, using the following methods:
i. Basic Historical Simulation
ii. Age-weighted Historical Simulation
iii. Hull-White
iv. Parametric, using the Normal distribution, without volatility adjustment
v. Parametric, using the Normal distribution, with volatility adjustment
vi. Parametric, using what you believe to be an appropriate distribution,
vii. Parametric, using what you believe to be an appropriate distribution,
You should present your results in a single table, and briefly provide a commentary
on the similarities and differences.
(d) Explain why it would be problematic to have used log returns to calculate
VaR and ES for any of the parametric methods in the previous question.
2. Acquire data for another asset and suppose that at at the start of the time series
you invested 1 million pounds in this asset as well. You now have a portfolio
which at the start of the data series was worth 2 million pounds. Suppose initially
that your portfolio is not actively managed, so that your holdings of each asset
remain unchanged.
(a) Using the data up to, but not including, 15th July 2021, calculate the simple
daily returns for each of the individual assets which constitute your portfolio.
Examine and describe the key statistical features of your sample of returns.
(b) Calculate VaR and ES for 15th July 2021 using a one day holding period, and
a confidence level of 95%, using each of the following methods
i. Basic Historical Simulation
ii. Age-weighted Historical Simulation
iii. Hull-White
iv. Parametric, using the Normal distribution, without volatility adjustment
v. Parametric, using the Normal distribution, with volatility adjustment
vi. Parametric, using what you believe to be an appropriate distribution,