Matlab program to price a simple interest rate cap/floors
$30-250 USD
Completed
Posted over 9 years ago
$30-250 USD
Paid on delivery
We need a Matlab script to price an examples of cap/floor in 3 days. Need to use the Financial Toolbox. This is intended for demonstration to students how to price interest rate derivatives in Matlab, so nothing fancy is needed!! Just some closed-form model (like Black's model), standard deviation as volatility, etc. Here is the cap/floor:
cap/floor effective-10/09/09 09/30/16; if Libor3M > 4% receive Libor3M-2%, if Libor3M < 0.7% receive 4%-Libor3M, if not 0%
We will give the Libor 3M, 6M, 9M, 12M data, swap rates for 3M Libor of 1 year, 2 year etc. data. Thank you for your interest!
Hey, I am interested in the project. I hold a MSc in Finance and I am quite experienced in pricing financial instruments. I would have the requirements ready in 1-2 days. Cheers.
$122 USD in 3 days
4.7 (24 reviews)
4.9
4.9
4 freelancers are bidding on average $130 USD for this job
Hello,
I am very good in Matlab and have a good background in Finance as well. I have passed Level 2 of CFA program. Please check my reviews to see that I have successfully completed several large projects in Matlab on Freelancer including one in Finance domain.
I can easily complete your work of pricing the derivative using Black's model. Please assign me the same.
Regards
EnggWorks
Hello Sir
I am an expert in MATLAB Programming. I can provide you the MATLAB Script you required.
I have read your posting carefully and i am capable of doing this projct efficiently.
Regards
Azmat
I believe that my unique blend of experience, problem solving skills and people skills differentiates me from most other candidates. I am motivated, disciplined and focused and am willing to do whatever it takes to get the job done.