Financial instrument odds calculation
Orçamento €12-18 EUR / hora
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- Financial instrument odds calculation
I would like to have a script that converts two static bid and ask prices of an instrument (let's say for example EUR/USD) into odds. It would use a model such as Black Scholes and convert the two prices to odds for a certain timeframe. It doesn't have to be very precise and the goal is not to make money out of it in the financial market.
If for example EUR/USD bid and ask prices are
1.1880 and 1.1881
then I would like to have these prices transformed to odds based on a pricing model (such as Black Scholes) for a target of 100 pips or so such as 1.1780 or 1.1980 for a time period of 1 hour or 1 day.
Variables would be:
bid
ask
target
time
Concedido a:
Hello, I am an engineer with two masters degree in applied mathematics : 1) Mathematical engineering 2) Statistics and Modeling for finance. I have worked on many projects from risk management to Pricing derivatives. S Mais
4 freelancers estão ofertando em média €14/hora nesse trabalho
Hi. you can see my portfolio. I have rich experience in stock market, forex. I made many project before so I suppose I can do it. I will wait for your repsonse. thanks.
I have knowledge of equity, finance and investment. I have done a project on equity research and I know how to analyse balance sheet, income statement and cash flow statement of a company. I have recently completed CFA Mais
Hi there, I read your project and being a Currency Trader, I have also used Black Scholes Model for identifying the spread & the opportunity for booking in USDINR,GBPINR, GBPUSD & EURINR. Would pleased to help you out Mais