Build an option pricing model for environmental products that takes into consideration price floors and ceilings
$250-750 USD
Płatność przy odbiorze
Our firm trades in certain environmental commodities such as California Carbon, RGGI ("Regional Greenhouse Gas Initiative), NJ Solar Renewable Energy Credits and others that have certain mandated price (hard or soft) price floors and ceilings to mitigate price volatility. Most entities use a basic black scholes pricing model to price up options in these markets but such models assume a normal distribution of outcomes and do not properly take into consideration certain regulatory limitations such as price floors and banking.
We would like to engage you to construct an option pricing model in excel with an easy to use interface for us to price and produce all the relevant greeks taking into consideration the differences in the market. The model should be able to be adjusted easily by the end user such that we can adjust the floor and ceilings or banking rules and probabilities of such events.
This shall be a work for hire product where all work product is owned by our firm once produced and all copies are destroyed by the contractor once created.
Please submit a project level proposal at a fixed price and with completion expected in the next four weeks or earlier. Ongoing interaction during the project with our firm to make sure the work product is what we need will be required.
If the project is completed as requested and of a high level of quality, it expected we would continue with other assignments in the future on a regular basis.
Numer ID Projektu: #5059260
O projekcie
13 freelancerów złożyło ofertę za $568 w tym projekcie
PMP, MBA and professional business analyst/ consultant. Worked on similar projects developing formulas, models and analytics for reputed US and UK based companies. Excel pro with high analytical, conceptualization and Więcej
Hi. I am an assistant professor working as finance faculty in south India. I am also doing my phd currently. My research topic is related to Black-Scholes option pricing model and approximations to B-S model for exotic Więcej
Hi, I have a business degree from a top Northern European business school with specialization in finance and economics. I have an intricate understanding behind options pricing models that I have developed while wor Więcej
Title: Option Pricing Model for Pricing Environmental products Description: Construct an option pricing Model in Excel with easy to use interface to price and produce all relevant greeks considering th Więcej
Hi, My name is Kris Bindumadhavan and I am a CFA charterholder (2002) and FRM titleholder (2008.) I passed all 3 levels of the CFA exams and the full FRM exam on first attempt. I also hold an MBA degree (GPA 4.0/4.0 Więcej
I have extensive experience with option pricing from both practical experience and a strong academic background (MBA, CFA charterholder). I also have vast modeling experience. These traits will insure that the work p Więcej