Build Option Pricing Software

Closed Posted 7 years ago Paid on delivery
Closed Paid on delivery

I am looking for someone with OPTION THEORY UNDERSTANDING - Do not apply if you do not understand the basics of Financial Options.

I am looking for someone to build an options pricing GUI which pulls in 2 sets of volatility surfaces with two different models, and spits out two different sets of theoretical values (available on two seperate tabs).

Will give a big array of theoretical values on each tab. When left click on any option, it will then calculate adding that particular option (in a strategy calculator), and a right click allows you to subtract that particular option in a strategy calculator. The 'pricer/strategy calculator' window shows each of the individual prices (both sets of theoretical values) and the net price (both sets of theoretical values), and the greeks (both models).

Essentially pulling an existing set of volatility surfaces from text files, creating two sets of option values, and then using the mouse, can easily create strategies of those options values, and simultaneously see both sets of values when clicking either one.

I have attached an example set of theoretical values (lefthand side column are strikes, and top row states the months of expiry of the options), and the middle has all the theoretical option prices (4 values per block; call price, put price, call/put delta, blank)

C# Programming C++ Programming Financial Markets Java Software Architecture

Project ID: #11282492

About the project

9 proposals Remote project Active 7 years ago

9 freelancers are bidding on average £1026 for this job

esalem

Hello, I am VB, VBA, C#, WPF, Java, Delphi, PHP, ASP.NET, CAD and GIS developer, I developed many desktop applications and custom tools, macros and Add-Ins. For reference see my profile. I am ready to discuss and More

£2631 GBP in 45 days
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7.7
ngscoder

Hi I am UK based freelancer with 10+ years of experience working in various business domains including Finance and know exactly, what you are trying to achieve. I am interested to work on this project. Please get More

£1111 GBP in 10 days
(101 Reviews)
7.0
webbookstudio

Hello, my name is Olya. I got acquainted with Your description of the task, ready to create Your Option Pricing Software as soon as You need. However, I shall discuss about the requirements and functionalities in deta More

£600 GBP in 20 days
(6 Reviews)
6.1
prashushinde9

Hello, I understood the initial scope of this project. Although i want to discuss further this job in order to prepare the final concept for this project. After Complete discussion over the call or in chat, i wi More

£773 GBP in 20 days
(21 Reviews)
6.2
Shopify

I want to discuss this project with you further, let me know the best suitable time for you to schedule the meeting, Feel free to message me at any time, i used to be online 14 hrs in a day on this website so probably More

£773 GBP in 20 days
(9 Reviews)
5.8
tekbrains1

Hello Sir, Myself Charandeep Singh having 4 years of Bachelor's Degree in Computer Science and Engineering and more than 14 years of experience as a Software Programmer. My skype id is deep_singh78 ####AREAS O More

£1027 GBP in 30 days
(1 Review)
0.0