Matlab program to price simple swaps/cap/floors

$30-250 USD

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lebih dari 9 tahun yang lalu

$30-250 USD

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We need ASAP Matlab scripts to price four examples of swaps and cap/floors. Need to use the Financial Toolbox. This is intended for demonstration to students how to price interest rate derivatives in Matlab, so nothing fancy is needed!! Just some closed-form model (like Black's model), standard deviation as volatility, etc. The most complicated of the four is this one: swap effective-02/19/08; end-02/19/20; pay- 6%-(3.2%*xx) where xx=n/N and n= number of days that 1.9%<Libor3M<6% ; receive libor3M; quarterly payment and rest Other example include plain vanilla and simple interest rate collars. We will give the Libor 3M, 6M, 9M, 12M data, swap rates for 3M Libor of 1 year, 2 year etc. data. Thank you for your interest!

Finance

Matlab and Mathematica

ID Projek: 6724205

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7 pekerja bebas membida secara purata $182 USD untuk pekerjaan ini

@anujgargiitk

Hi, we are a group of mathematical modelers with 9 international publications all in the field of mathematical modeling using Matlab. One of us is an ex analyst of JP Morgan and can certainly help you with the project. Kindly visit my profile for more details on my past projects. If you have any query do let me know. Best regards Anuj Garg

$245 USD dalam 3 hari

5.0

(9 ulasan)

5.1

@JonnaNueros121

Expert in Matlab, Econometric and statistical modeling of pretty much everything you can think of. These include expertise on protocol development, research study designs, sample size calculations, data management, and data analysis using various statistical software’s (i.e. STATA, Eviews, R & SPSS), statistical interpretation and report writing. Currently involved in official approval of internal econometric models that banks are using.

$200 USD dalam 3 hari

5.0

(9 ulasan)

4.3

@abhishekpri

Snapshot About Me: I am a Financial and Statistical Research Analyst. As a analyst my spectrum of work includes valuation of any financial products (stocks, debt securities etc), corporate project and prepare a report based on analysis. I also do Statistical Analysis using spreadsheet and multiple Statistical concepts.I also help finance, mathematics and statistics students in completing their assignment. In short I am a complete package for any one who has a job related with Finance and Statistics. Professionally I have approximately 5 years of experience as Quantitative Developer, Corporate Finance Manager, Research Associate for Equity and Fixed Income Securities and Consultant for some of the Global Investment Banks and Consulting firms. Academically I am pursuing MBA in Finance and Strategy. Besides that I am MS in Finance and Statistics with Distinction. CFA level-2 candidate, CAIA Level-2 candidate, GARP certified FRM candidate, Microsoft certified Excel Specialist.

$180 USD dalam 3 hari

4.7

(9 ulasan)

3.3

@geologistt

Hi! It would be an honor to take up this project. We are a team of academic experts having expertise in different areas including electronics, Matlab and Xilinx. Please share further details. We will be waiting for your cordial response thanks :)

$206 USD dalam 7 hari

5.0

(1 ulasan)

1.9

@jeromepetit

A proposal has not yet been provided

$200 USD dalam 3 hari

0.0

(0 ulasan)

0.0

@iWillSolutions

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$75 USD dalam 3 hari

0.0

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0.0

@DianaPelaez

I have worked as a derivatives teacher at the moment I work as a model validator and code models to price derivatives. I am a financial engineer with a master degree in maths.

$170 USD dalam 4 hari