I'm looking for a MATLAB expert who can help me solve some Matlab problems: I need to calculate hedge ratios when hedging interest rate with interest futures. Knowledge in Finance preferred. 1. bootstrapping using historical end-of-month US treasury yields from May 1990 through December 2011/ if might help if you have access to CRSP Fama-Bliss zero rate file. 2. Build hedging portfolio with US T-bond and T-note futures/ bond portfolio. 3. Obtain beta parameters from Nelson-Siegel model and Diebold/Li, Calculate the sensitivity of beta factors. 4. Solve hedging equations. I will provide you with additional equations. Please make sure that you can finish the job within 2 weeks and don't bid unless you feel you are comfortable with the topic. Thank you!