Option Pricing Excel VBA Software

Closed

Produce Excel VBA Software to price European and American Options (through the Binomial Method) and Exotic Asian (through Monte-Carlo Simulation GBM).

VBA Code that receives as input:

-annual risk free rate of return

-annual volatility

-time to maturity

-initial price of stock

-strike price

-desired number of simulations for the future stock price

-whether option is put or a call

And outputs:

-the price of option via simulation or chasing back along the binary tree

-Worksheet has been attached with historical prices for the past ten years

-Computation of stock return and annual volatility of stock (through vba) returns using historical prices

-Implementation of european and american (call and put options) pricing in excel vba using binomial tree method

-implementation of exotic asian option using monte carlo method GBM

User Interface:-

-Userform for American/European Option Pricing(Binomial Model)

-Strick price to be the users choice

-All the user to choose the number of period(n) for the option

-type of options to view prices (put or call)

-combo box for option style selection (american or european)

-Userform for Asian Exotic Options (Monte Carlo Simulation)

Skills: Excel, Visual Basic for Apps

See more: vba code binomial option pricing, american option pricing excel vba, vba code asian option, european asian options excel, exotic option pricing excel, vba option pricing, american options excel vba, monte carlo simulation excel vba code, vba american option pricing, vba excel stock option prices, american binomial vba code, american option vba code, asian option monte carlo vba, options price vba excel, vba code binomial american call options, excel vba binomial american, pricing asian options excel, binomial call option vba, binomial option pricing software, vba code option pricing, pricing asian options using binomial tree excel, excel vba asian option, american option vba excel, options exotic vba excel, asian option pricing excel vba

Project ID: #4336855

6 freelancers are bidding on average £185 for this job

vbexcel

Excel/VBA modelling pro, can provide Monte Carlo simulation, Option Pricing app samples on request.

£229 GBP in 14 days
(25 Reviews)
5.2
srdas2012

Hi,we are VBA Expert,Please check PMB

£128 GBP in 8 days
(2 Reviews)
2.1
sokhom168

I an expert in Excel VBA and finance analyst. I am ready to start working on producing excel form for users to input several data and will produce the option price based on model they choose. This will take approximate More

£100 GBP in 7 days
(1 Review)
1.3
chrisiew89

experienced in doing this

£50 GBP in 3 days
(0 Reviews)
0.0
fashionbox

Lets Get started!

£350 GBP in 25 days
(0 Reviews)
0.0
tkdsaji

hi.........

£250 GBP in 20 days
(0 Reviews)
0.0