Build Option Pricing Software
£250-750 GBP
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)
Project ID: #11282492
About the project
9 freelancers are bidding on average £1026 for this job
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
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
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