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Local Volatility Model

If you have in the past created a Local volatility model that derives local volatility using implied volatility and it is working please let me know the following:

1. What are the inputs into the model.

2. How is the model operated.

3. What is the accuracy of the model.

Since you have already created the model and are there is NO ADDITIONAL WORK involved I am not willing to pay more than $75 AUD for it.

Compétences : Finance, Marchés Financiers, Analyses financières

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Concernant l'employeur :
( 1 commentaire ) Sydney, Australia

Nº du projet : #32258901

5 freelances font une offre moyenne de 89 $ pour ce travail

(50 Commentaires)
6.8
topacademics

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6.1
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