Stock option pricing
$30-250 USD
Betales ved levering
I'd like you to back test a theory. If I bought SPY 12-month calls at the money and sold them in the first 6-9 months, what type of market swings would I need for 20% / 100% returns. You'd need to 1) understand black scholes and how to calculate it in Excel 2) pull SPY stock prices for the last 10 years, daily. 3) calc and confirm option prices as of each date going back 10 years. 4) develop a buy-sell strategy based on those 10 years that I can use going forward. Est. 5 hrs work.
Prosjekt-ID: #7115500
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As an experienced option strategist i think i could help you with your work. In fact i'm little curious to know the successful strategy to buy options. I'm an MBA Finance Grad currently pursuing CFA Level-2. And I'm a Mer
8 frilansere byr i gjennomsnitt $152 for denne jobben
Hi I would like to work for you. For my work quality and commitment, please refer to reviews in FL. I am a qualified professional with 25+ years of experience in Business , Strategy and Finance in US / EU MNCs Mer
Dear, Regarding my qualifications, I hold a Master's degree in Electrical Power Systems and a Bachelor's degree in Engineering (Electrical) and I've been using Matlab/Excel/VBA for 5+ years. Regarding The project: I Mer
I'm a quant at an investment bank derivatives trading desk. I'm well awere of Black-Scholes and market conventions. Please lets discuss this further. Best Regards
