Help me model an implied volatility surface using R or Python
$25-50 USD / oră
I have quality implied volatility data from 10 days to expiration to 720 days to expiration, across all strikes on a number of underlyings. I would like to understand how to smoothly interpolate these into a neat surface that I can then use to price options using Black-Scholes based on a generic variables (i.e. 50-Delta, 34 days to expiration). I've attached what the raw data looks like hereto.
ID Proiect: #30906320
Detalii despre proiect
13 freelanceri plasează o ofertă medie de 36$/oră pentru proiect
hi there i can help you with this model an implied volatility surface using R or Python project please inbox ....................................
Senior R , Python Expert. As 9+ years experiences in these field. I can give good quality work. I have read the guidelines of your work.I believe that i can provide you the best quality works you are anticipating from Mai multe
Hi, my name is Pritom Kumar Debnath, a student in the Master of Applied Economics and Econometrics at Monash University, Australia, and working in research-based academic projects. EDUCATIONAL BACKGROUND: # Bachelor i Mai multe
Hi, How are you? I have 10 years experience in python programming and R. I am very familiar with implied volatility surface, machine learning, AI, pandas, jupyter , data analysis ,web application. I can do your project Mai multe
Hi, I am interested in this field and I would be happy to help you. I have good experience with Python , R and statistics. Feel free to reach out for more details on a private chat. Thanks, Best Regards,
------ Pro Python/ R/ Math/ Algorithm Expert! -------- Hi, Dear Your project is very attracting my mind because I have rich experiences and high skills on this project. I have been completed many similar projects befor Mai multe