Financial instrument odds calculation

€12-18 EUR / hour

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3 yıldan fazla önce

€12-18 EUR / hour

I would like to have a script that converts two static bid and ask prices of an instrument (let's say for example EUR/USD) into odds. It would use a model such as Black Scholes and convert the two prices to odds for a certain timeframe. It doesn't have to be very precise and the goal is not to make money out of it in the financial market. If for example EUR/USD bid and ask prices are 1.1880 and 1.1881 then I would like to have these prices transformed to odds based on a pricing model (such as Black Scholes) for a target of 100 pips or so such as 1.1780 or 1.1980 for a time period of 1 hour or 1 day. Variables would be: bid ask target time

Engineering Mathematics

Data Analysis

Financial Analysis

Proje No: 28290418

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4 teklif

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@allmed2013

Hello, I am an engineer with two masters degree in applied mathematics : 1) Mathematical engineering 2) Statistics and Modeling for finance. I have worked on many projects from risk management to Pricing derivatives. Some of the projects I have worked on: 1) Pricing Credit Deriviatives : FTDs (under Gaussian Copula Model); CDO (under Krekel and Gaussian Copula Model), CDS (intensity models) 2) Pricing illiquid interest rates deriviatives under multi-factor models calibrated with Kalman-Filter 3) Approximation of American options under Kou's Model 4)Markowitz Portfolio Optimization under specific constraints 5) Volatility Prediction using Garch models (ru-Garch) and many more. I would be pleased to discuss more your project with you, so there will be no risk of confusion. Cheers !!

€18 EUR 40 gün içinde

5,0

(7 değerlendirme)

4,9

4 freelancer bu proje için ortalama €14 EUR/ saat teklif veriyor

@hasinmeir

Hi. you can see my portfolio. I have rich experience in stock market, forex. I made many project before so I suppose I can do it. I will wait for your repsonse. thanks.

€12 EUR 60 gün içinde

0,0

(0 değerlendirme)

0,0

@DHEERUAGRAWAL

I have knowledge of equity, finance and investment. I have done a project on equity research and I know how to analyse balance sheet, income statement and cash flow statement of a company. I have recently completed CFA Institute Investment Foundations Program which gives the strong foundational knowledge about investment industry and also ethical aspect of working in the industry. While doing the investing hands on projects on Coursera, it gives me immense pleasure to analyse companies and different sectors using financial ratios.

€12 EUR 40 gün içinde

0,0

(0 değerlendirme)

0,0

@sanchit005

Hi there, I read your project and being a Currency Trader, I have also used Black Scholes Model for identifying the spread & the opportunity for booking in USDINR,GBPINR, GBPUSD & EURINR. Would pleased to help you out in the same too... Let me know, if you are still looking for one. Regards Sanchit

€15 EUR 40 gün içinde