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Basic Black-Scholes Equity Option Pricer for European Indices
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Finance & Management > Other - Finance & Mgmt

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The client has made the following changes to the job.

Description
Date

Bidding period ended early.

Nov 17, 2011

Job awarded.

Nov 15, 2011
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Job Description

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  • Posted: Mon, Nov 14, 2011
  • Time Left: Closed
  • Location: Anywhere
  • Client prefers freelancers from:
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  • Start: Immediately
  • Budget: $1,000 - $5,000
  • Fixed Price Job
  • Elance Escrow Protection
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I need a basic (single Excel spreadsheet or equivalent) pricing model that computes the implied vol & greeks from the price, delta, and option parameters.

I have a few books that have models to produce the price from the other parameters - but in my case I already have a price & delta.

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Job ID: 27079598
 
Proposals
Avg $ | High $ | Low $ — Show Pricing
  • Submit Date (Latest)

 United Kingdom
I have worked as a consultant for the financial industry in the UK for more than 10 years on a broad range of topics related to risk and capital,...
5
  |  
 0.0   |  $0 Earnings   |  0 Jobs
Bid ID: 27115805  |  Submitted: Nov 16, 2011 07:51 ET 
Proposal SEALED

Ellen S.      
Ellen S.'s identity has been verified.  Learn More
 United States  |  
Winner
I have over 10 years of financial modeling, trading and data analysis experience both on the buy side and the sell side. As a previous Chartered...
3
  |  
 0.0   |  Private   |  0 Jobs   |  2 verified credential(s)
Bid ID: 27098618  |  Submitted: Nov 15, 2011 10:58 ET 
Delivery
Within 3 days
$1,000.00

 United States  |  
Graduated from UIUC with MS in Financial Engineering BE in CS from India Worked as a quant developer in a prop option house-2.5 years Front desk...
1
  |  
 0.0   |  $0 Earnings   |  0 Jobs
Bid ID: 27098506  |  Submitted: Nov 15, 2011 10:51 ET 
Proposal SEALED

 United States  |  
I am a valuation specialist providing expertise in private equity investment valuation and modelling for investment, GAAP and tax purposes. I have...
1
  |  
 0.0   |  Private   |  0 Jobs
Bid ID: 27096322  |  Submitted: Nov 15, 2011 08:39 ET 
Proposal SEALED

 United States  |  
Robert Volpe found his passion in helping organizations develop sustainable strategies that drive business growth. Through decades of hands-on and...
1
  |  
 0.0   |  Private   |  0 Jobs
Bid ID: 27082291  |  Submitted: Nov 14, 2011 14:45 ET 
Proposal SEALED

 United States  |  
Our mission is to make a difference to the success of our clients to make them more successful, more productive and better positioned to reach...
1
  |  
 4.9   |  Private   |  2 Jobs
Bid ID: 27081900  |  Submitted: Nov 14, 2011 14:25 ET 
Proposal SEALED

 United States  |  
Scraping , data extraction, SQL queries, MSSQL, Oracle, database, data conversion. Complex web and API scraping, Excel, CSV, PDF, Foxpro. Data...
1
  |  
 5.0   |  $100 Earnings   |  0 Jobs
Bid ID: 27080082  |  Submitted: Nov 14, 2011 12:51 ET 
Proposal SEALED
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