Käynnissä

Matlab Coding - Barrier Options

Project Description:

Short matlab task, need coding done urgently. All related to pricing stock options.

Matlab codes needed:

1. Binomial Tree Method (Cox, Ross & Rubenstein) for,

European Option

European Barrier option (Down and Out)

European Barrier Option (Up and out)

2. Monte Carlo Methods

European Option

European Barrier option (Down and Out)

European Barrier Option (Up and out)

3. Least square Monte carlo methods

European Option

European Barrier option (Down and Out)

European Barrier Option (Up and out)

4. Explicit Finite Difference Scheme

European Option

European Barrier option (Down and out)

European Barrier Option (Up and out)

For both Call and Put options! Should be a simple task for someone with good matlab knowledge and also of financial mathematics.

Codes available online for european options very easily ... the barriers are what need implementing. Down out option meaning the price cannot fallow below the barrier at any given point in the simulation otherwise it becomes worthless and vice versa for up and out.

Taidot: Matlab ja Mathematica

Näytä lisää: barrier option matlab, barrier options matlab, barrier option pricing matlab, barrier matlab, matlab option, option matlab coding, matlab pricing barrier options, matlab barrier option, barrier option binomial matlab, matlab barrier, call matlab, barrier matlab codes, simulation matlab option, barrier method matlab, matlab barrier option pricing, barrier binomial option matlab, barrier option matlab binomial, price barrier option matlab, square barrier matlab, matlab finite difference, matlab european options, option barrier matlab, option matlab, finite difference matlab, finite it

About the Employer:
( 1 review ) London, United Kingdom

Projektin tunnus: #4259616

Myönnetty käyttäjälle:

phoenix12932

haha! Now THERE is a rare skill combination needed. Matlab and Financial economics. Lucky for you, i have both of em, good sir. Recently cleared my "Modelling Financial Economics" module from the Society of Actuaries, Lisää

35 £ GBP 7 päivässä
(2 arvostelua)
2.0

4 freelanceria on tarjonnut keskimäärin 68 £ tähän työhön

VolKa

Hi. Sure can do this, here is example of very similar work done by me before: http://www.freelancer.com/projects/Excel-Matlab-Mathematica/Black-scholes-binomial-tree-trinomial.html Regards.

80 £ GBP 3 päivässä
(14 arvostelua)
4.0
JosephCorey

I am an expert in Matlab and have experience with time series analysis, and mathematics for finance. I just received my masters degree in neuroscience. I would be glad to do this for you.

125 £ GBP 2 päivässä
(1 arvostelu)
2.7
mohammadrazzak

I have been working with Matlab to model thermodynamic phase transformation, monte carlo and also numerous analytical modeling. I am also involved in financial market as a binary option and regular forex trader. I thin Lisää

30 £ GBP 5 päivässä
(0 arvostelua)
0.0