Create a Black Scholes model and calculate implied volatility, historical volatility and implied volatility rank for a range of underlyings (which will be provided).
The model either needs to be automated or easily updatable.
22 freelancers are bidding on average $305 for this job
I am CFA and FRM qualified with seven years of experience in investment management. Therefore, I can undertake your work aptly. For more details, kindly contact me.
I have thorough knowledge in stochastic calculus and financial markets. Black sholes model, Ito's integral, smile curves and Brownian motion are my stronghold.