C++ Asian basket option

Consider the issue of the Monte Carlo pricing of an Asian option on the (average of the) best (on average) of three assets, in a Black-Scholes setting. The returns of the three stocks are assumed to be correlated. You should implement the Monte Carlo pricing of this basket option in C++.

Evner: C++ Programmering, Finans

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Om arbejdsgiveren:
( 0 bedømmelser ) United Kingdom

Projekt ID: #5995124

5 freelancere byder i gennemsnit £93 på dette job


I am very proficient in c, c++. I have 15 years c++ developing experience now, and I have worked for 5 years. My work is online game developing, and mainly focus on server side, the lauguage is c++ under linux os. So, Flere

£111 GBP in 3 dage
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Hi, I am interested in the project. I hold a MSc in Finance from the Barcelona GSE and a Bachelor in Economics, and I am very skilled at Quantitative Finance and programming. For any questions please contact me. Regard Flere

£111 GBP in 4 dage
(11 bedømmelser)

Hello. I am C++ developer and have a experience of program develop. If you award me, I will not let you down. Thank you for your replay.

£105 GBP in 2 dage
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Hi, i work on similar project using Excel recently. Hence I am willing to bid and work on this project. Please feel free to let me know more detail about your project. We shall further discuss about it. Thank you.

£150 GBP in 3 dage
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I'm fluent in C++ programming and have extensive knowledge of mathematics and finance. I believe I would deliver the product in time with best quality.

£75 GBP in 2 dage
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£20 GBP in 2 dage
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Hello, I have good knowledge and experience of 9 years in "C" & "C++" in software industry. This is my first bid as freelancer and would like you to consider me. Also I have appeared in C & C++ exam on Flere

£20 GBP in 3 dage
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