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Mathematica Option Pricing Model

The task is to develop a complete Mathematica notebook containing all of the functions and functionality described in the attached paper - in essence to reproduce the paper as a Mathematica notebook, including all of the graphical output. The notebook should be created using Mathematica v9 and take full advantage of the new continuous time processes and C compilation and CUDA function capabilities, where appropriate. The notebook should contain functions for pricing call and put options, as well as futures. The notebook should demonstrate calibration of the model to a set of current futures and options closing prices, obtained from the CBOE wed site ([url removed, login to view]). The notebook should make appropriate use of the Manipulate function to demonstrate how model parameters affect option price, Geeks and volatility skew.

Færdigheder: Finans, Matematik, Matlab and Mathematica

Se mere: futures options mathematica, mathematica option pricing, new pricing, Cboe, mathematica price, pricing model, new model, new matlab, finance task, finance matlab, cuda, cuda matlab, calibration, mathematica function, matlab call, matlab function call, volatility finance, full time option, option matlab, matlab option, call matlab, volatility calibration matlab, model task, paper model, call matlab function

Om arbejdsgiveren:
( 0 bedømmelser ) Chicago, United States

Projekt-ID: #4085883

7 freelancere byder i gennemsnit $1357 for dette job

MikroStar

hi, i can help.

$3000 USD in 75 dage
(33 bedømmelser)
6.1
samitXI

i am interested and fit your requirement . i am honest, dedicated,self-motivated, result oriented and time bound person. i deliver what you need.

$1000 USD in 15 dage
(50 bedømmelser)
5.7
spiritofhimalya

Hello, I can help you to implement the model (algorithm) in the papers. Please check your pm. thanks

$500 USD in 14 dage
(6 bedømmelser)
3.1
nmlemus

Hello and Happy New Year. I read the paper and I can do the job in a few days but I know Matlab better than Mathematica. I don´t know if you are interesting in Matlab to. If not I can do the job in Mathematica, but i Mere

$500 USD in 10 dage
(1 bedømmelse)
2.0
betaenergy

Dear Sir, We are Reserach and Development company whose working area are : -Digital Motor Control -Analog Design -Electronic Design -Power Electronics -PCB design -Embedded system -Matlab -Simulation of ha Mere

$600 USD in 12 dage
(3 bedømmelser)
0.0
Loicn

Hello, I have extensive knowledge of Mathematica and experience converting academic research papers into Mathematica notebooks. I am confident i can do this project in a two week period. Plus i have the mathematics b Mere

$1000 USD in 15 dage
(0 bedømmelser)
0.0
JanuaryDog

I have been pricing options and derivatives for years and will be happy to cooperate on this project. Thanks.

$1000 USD in 14 dage
(0 bedømmelser)
0.0
engrsalman

Respected Sir I am an electrical engineer and can currently doing research as a research assistance in high performance computing and networking lab in Al Khawarzimi institute of Computer science. I can do your job wi Mere

$2500 USD in 30 dage
(0 bedømmelser)
0.0