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Stochastic volatility option pricing

I'm looking for someone to implement the following pieces in python:

Rough volatility path generator:

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HAR-RV volatility path generator:

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Pricing American Options and European equity options using those (RF and dividend rates).

Greeks derivations (delta,gamma,vega,theta)

Implied volatility and parameter estimation from prices for american and european options.

Most of the implementations already exist in some scattered form on github. I'm looking for a holistic delivery under one code base and style guide with detailed comments and explanation on the choices made. Bonus points if you can just implement a new "process" in Quantlib and reuse the Monte Carlo pricing engines there to work off of the new paths.

Happy to clarify if you have any particular questions on the requirements as they are pretty high level. Keep in mind previous practical experience with quantitative finance or applied math is a must.

References and ideas:

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Kemahiran: Python, Matematik, Statistik, Julia Development, Kajian Kewangan

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Tentang Majikan:
( 0 ulasan ) Toronto, Canada

ID Projek: #21514921

7 pekerja bebas membida secara purata $572 untuk pekerjaan ini

susanna2018

Hi, Sir!! i am a python expert and full-stack developer with full time. -):-):-) i want to help you with my python skills :-):-):-) “””” Specially Data Science , Data Analysis “””” i use sklearn , Tensorflow, k Lagi

$750 USD dalam 7 hari
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williams115

Hi there - My name is Phong. I’ve read your brief and I am very interested in this project because I have good knowledge and rich practical experience in these fields. I am highly qualified for this project and would l Lagi

$500 USD dalam 7 hari
(37 Ulasan)
5.8
CRBW

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$250 USD dalam 2 hari
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2.3
kptechlead

Hi, glad to bid on your project. I’m an expert on Data Science, Machine Learning, and Artificial intelligence etc... I m a Doctorate in Engineering , I have read your description, i have a 18+ years of experience on Lagi

$650 USD dalam 7 hari
(2 Ulasan)
2.3
manu83tudo

-previous experience in such topics; -eager to discuss a lot in this chat stream; -degree stats / maths;

$490 USD dalam sehari
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TechnoWritesAcad

Hello I am MS in Computer Science with an emphasis area of Data Science. I have done my research from the USA. Yes, it will be 100% original, unique, and plagiarism free without any error. I am looking forward to get Lagi

$250 USD dalam 7 hari
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1.6
friendag

I am derivative trader.. playing through BS for Greeks. Let me know if you wish to discuss it further. C++/Python experienced.

$1111 USD dalam 15 hari
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