Calculate theoretical option prices with IV smile and smooth out mispriced options

Suljettu Julkaistu 3 vuotta sitten Maksettu toimituksen yhteydessä
Suljettu Maksettu toimituksen yhteydessä

I'm looking for help with calculating theoretical option prices that include IV smile, and smoothing out existing option chains. This may require using recent pricing models that are utilized by quants and market makers, not basic Black Scholes. Please see attached example screenshots showing invalid option prices (due to indvidual bids & asks) that need to be smoothed out.

The goal is to estimate marketable option prices that market makers may be willing to accept, or that could be hedged properly if I were an MM.

I program in C# and will need code written in C#, VB or VB/Excel, so that I can convert it to C#.

Rahoitus Matematiikka C# -ohjelmointi Trading Datatiede

Projektin tunnus: #28924121

Tietoa projektista

9 ehdotusta Etäprojekti Aktiivinen 3 vuotta sitten

9 freelanceria on tarjonnut keskimäärin $323 tähän työhön

topacademictutor

Calculate theoretical option prices with IV smile and smooth out mispriced options I have 12 years of experience in the Writing Industry and I can provide you “SUPREME QUALITY WORK” within your “GIVEN DEADLINE” with “P Lisää

$200 USD 1 päivässä
(20 arvostelua)
4.4
PremiumSolution

Calculate theoretical option prices with IV smile and smooth out mispriced options I assure you quality work as per your given deadline. I can provide you with a guarantee of plagiarism free work. I am producing qualit Lisää

$200 USD 1 päivässä
(6 arvostelua)
3.4
chnsci

Greetings, I think here you are looking for someone to calculate theoretical option prices with IV smile and smooth out mispriced options. I have seen the attached files and understood your project description. I a Lisää

$320 USD 7 päivässä
(2 arvostelua)
2.0
dakdgdl

Hi, I have done a similar type of work called LLC (Labour Cost Control) with complex calculations. I can work on this project. I'm an MCP with certified for C#, ASP.NET, ASP.NET MVC, Web API and Azure. Also I'm a ce Lisää

$475 USD 10 päivässä
(0 arvostelua)
0.0
HShrm

I have worked for a fintech company earlier and will be glad to take up this project. The bid and delivery timeline is only indicative. I will be happy to share further details privately.

$400 USD 20 päivässä
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TheLKteam

Dear Prospective Client, I've been developing advanced algorithms using Python and Matlab for several years and would like to work on your project. I assure you that you will be impressed by the quality of my work a Lisää

$450 USD 7 päivässä
(0 arvostelua)
0.0
QuantAlpha

Few questions, how do you want to fetch and display the data, querying from IB? It's written in Java, so a small Java app might be the best solution, would be native to IB and work fast. If you already code in C#, unde Lisää

$200 USD 14 päivässä
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0.0