Matlab Coding - Barrier Options

IN PROGRESS
Bids
4
Avg Bid (GBP)
£68
Project Budget (GBP)
£20 - £30

Project Description:
Project Description:
Short matlab task, need coding done urgently. All related to pricing stock options.

Matlab codes needed:

1. Binomial Tree Method (Cox, Ross & Rubenstein) for,

European Option
European Barrier option (Down and Out)
European Barrier Option (Up and out)

2. Monte Carlo Methods

European Option
European Barrier option (Down and Out)
European Barrier Option (Up and out)

3. Least square Monte carlo methods
European Option
European Barrier option (Down and Out)
European Barrier Option (Up and out)

4. Explicit Finite Difference Scheme
European Option
European Barrier option (Down and out)
European Barrier Option (Up and out)

For both Call and Put options! Should be a simple task for someone with good matlab knowledge and also of financial mathematics.

Codes available online for european options very easily ... the barriers are what need implementing. Down out option meaning the price cannot fallow below the barrier at any given point in the simulation otherwise it becomes worthless and vice versa for up and out.

Skills required:
Matlab & Mathematica
About the employer:
Verified
Public Clarification Board
Bids are hidden by the project creator. Log in as the employer to view bids or to bid on this project.
You will not be able to bid on this project if you are not qualified in one of the job categories. To see your qualifications click here.


£ 80
in 3 days
Hire JosephCorey
£ 125
in 2 days
Hire phoenix12932
£ 35
in 7 days
£ 30
in 5 days