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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!
Project ID: 6726931

About the project

4 proposals
Remote project
Active 9 yrs ago

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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
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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
$111 USD in 3 days
5.0 (5 reviews)
4.2
4.2
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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
$122 USD in 3 days
5.0 (1 review)
1.6
1.6
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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.
$166 USD in 3 days
0.0 (0 reviews)
0.0
0.0

About the client

Flag of UNITED STATES
Menlo Park, United States
3.8
21
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Member since Jun 12, 2013

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