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Customized Excel Based Financial Market Calculator

My project involves creating an excel based Derivative Pricing Calculator and portfolio management tool.

Aside form pricing, i want to be able to create a number of custom portfolios and output graphical representation of the 'greek's, i.e. gamma, vega, theta, delta etc easily copied and pasted into word, powerpoint or to PDF.

Pre-Deal Analysis

- enter any number of individual option/futures legs into a 'trade scratchpad'

- price up the strategy , showing net delta, gamma, vega etc

- user defined graphical representation of that strategy as a 2d or 3d image through time and price axis

Deal Capture/Position Risk Reporting and PnL

- Post trade, confirm by manual input (or csv file?) a database of trades and using Derivative Pricer, show overall portfolio exposure as a 2d or 3d graphical image, with 'greeks'

Experience in financial markets not necessary, but a huge help. Success in this project could lead to a a second project of similar spec for an online environment.

Compétences : Excel, Marchés Financiers, Visual Basic

Voir plus : excel based calculator management, visual basic online tool, trade pricing, pricing calculator excel, online visual basic help, online help visual basic, online help excel, market net, help financial, create image online, excel risk, excel derivative, online markets, net market, excel exposure, visual lead, visual basic form excel, risk management tool, pricing excel, price excel, market strategy, market risk, financial markets, excel powerpoint word, excel help online

Concernant l'employeur :
( 4 commentaires ) Sydney, Australia

N° du projet : #1655431

Décerné à :

pzfreelancer

Hi, may I assume your options are vanillas and the spreadsheet is of RAD type. I have years of experience as quant/trader. No code needed from your end - I have my own libraries.

250 $ USD en 10 jours
(2 Commentaires)
3.7

9 freelance ont fait une offre moyenne de 217 $ pour ce travail

srinichal

Let us discuss more details

250 $ USD en 8 jours
(30 Commentaires)
5.5
Nhcuong

Dear Sir/Madam, i'm programmer for years, especially with VBA for office product. I'm good in math also.Although I dont have much experience in this stock/investment field but ready to learn and i am sure that i can qu Plus

200 $ USD en 10 jours
(27 Commentaires)
4.9
rohitpithisaria

Hi.. I would like to apply for the job.

250 $ USD en 10 jours
(5 Commentaires)
3.1
shagoon2u

Experts are ready to start immediately.

250 $ USD en 3 jours
(3 Commentaires)
2.9
swilder

I have done many projects like this. I can do it quickly and easily.

200 $ USD en 7 jours
(1 Commentaire)
2.0
forsameer

Hi, Please check your private message for more details. We are quant traders specializing in option volatility trading. Our own excel based system calculates option greeks based upon Black Scholes option pricing Plus

250 $ USD en 8 jours
(1 Commentaire)
1.2
FaisalShafi

I'm qualified member of a professional accounting body as well as I've vast experience of accounts, finance, audit, taxation, and excel. I hope I may manage this assignment effectively. At my current job I've to an Plus

100 $ USD en 7 jours
(0 Commentaires)
0.0
Kinjalmahajan

Hi, I would like to work on this project. Regards

199 $ USD en 7 jours
(0 Commentaires)
1.0