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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++.

Færdigheder: C++ Programmering, Finans

Se mere: monte, basket, pricing setting, monte carlo option, excel vba asian option, asian option excel, vba code asian option, implement monte carlo, spreadsheet track option stocks, print basket option joomla, option pricing, average pricing

Om arbejdsgiveren:
( 0 bedømmelser ) United Kingdom

Projekt-ID: #5995124

5 freelancere byder i gennemsnit £93 for dette job

hbxfnzwpf

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, Mere

£111 GBP in 3 dage
(24 bedømmelser)
5.2
OriolAM

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 Mere

£111 GBP in 4 dage
(11 bedømmelser)
4.4
andrewchoKing

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
(4 bedømmelser)
3.0
chungtranduc89

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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gianglv

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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poliop05

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saurabhrohit

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 [url removed, login to view] Mere

£20 GBP in 3 dage
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