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

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Tietoa työnantajasta:
( 1 arvostelu ) London, United Kingdom

Projektin tunnus: #4259616

Myönnetty käyttäjälle:


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)

4 freelanceria on tarjonnut keskimäärin %project_bid_stats_avg_sub_26% %project_currencyDetails_sign_sub_27% tähän työhön


Hi. Sure can do this, here is example of very similar work done by me before: Regards.

£80 GBP 3 päivässä
(14 arvostelua)

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)

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)