Black Scholes Futures Options Pricer

I would like a spreadsheet that takes as an input an at-the-money volatility, and relative delta points to the left (10 delta put, 25 delta put, and 33 delta put) and to the right (33 delta call, 25 delta call, and 10 delta call), a future price, an expiration date, an interest rate curve, and return any option price and first and second order greeks. It should use a cubic spline interpolation for all strikes volatility from the 7 point surface I input.

Skills: Microsoft, PHP, Software Architecture, Visual Basic

See more: spline, interpolation, cubic interpolation, spline interpolation, spline cubic, cubic spline, project options futures, options futures project, pricer , curve spreadsheet, point surface, points surface, options futures excel, curve visual basic, black scholes visual basic, curve php, php curve, oscommerce options order, black scholes calculator

About the Employer:
( 0 reviews ) United States

Project ID: #4848907

1 freelancer is bidding on average $250 for this job


I can help you as done similar work before

$250 USD in 3 days
(2 Reviews)

The jinee of The Magic Lamp of Aladin is here as DEVELOPER to handle your project, check PM..

$200 USD in 2 days
(4 Reviews)