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Black Scholes Futures Options Pricer

$30-250 USD

Awarded
Posted over 10 years ago

$30-250 USD

Paid on delivery
I would like a spreadsheet that takes as an input an at-the-money volatility, and relative delta points to the left (10 delta put, 25 delta put, and 33 delta put) and to the right (33 delta call, 25 delta call, and 10 delta call), a future price, an expiration date, an interest rate curve, and return any option price and first and second order greeks. It should use a cubic spline interpolation for all strikes volatility from the 7 point surface I input.
Project ID: 4848907

About the project

Remote project
Active 11 yrs ago

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Flag of UNITED STATES
Cliffside Park, United States
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Member since Aug 21, 2013

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