Customized Excel Based Financial Market Calculator
$30-250 USD
En cours
Publié il y a presque 12 ans
$30-250 USD
Payé lors de la livraison
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.
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
4,5 (2 commentaires)
3,7
3,7
9 freelances proposent en moyenne $217 USD pour ce travail
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 model
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 analyze data on Excel with so many aspects as well as I helped my brother many times in developing excel books to prepare assignments of like ratio analysis, financial management different topics, cost accounting, etc.