OnlineNursingOwl
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Mathematics · Studypool

need someone who good at Quantitative Finance and Matlab, need to produce derivatives pricing models.

Overview

Implementation and testing of the implied volatility surface and

numerical pricing of European options

This project is a real case study, which goes through the various steps necessary to produce

derivatives pricing models. It entails of the definition of a problem, the mathematical modeling

choice, the implementation of a numerical framework and the calibration to market data. I

already carried out the mathematical modelling part for you.

The project requirements is below on the first document