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need help for computational finance

$10-30 USD

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Publicerad nästan sex år sedan

$10-30 USD

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A straddle is an option spread with expiration time T and strike price K and a terminal payoff of |ST − K|. A European straddle is therefore equal to a long European call plus a long European put, both with the same expiration T and the same strike K. An American straddle can be exercised at any time t0 ≤ t ≤ T, and pays |St −K| if exercised. An American straddle is therefore cheaper than a long American call plus a long American put, both with the same expiration T and the same strike K. This is because the American options can be exercised individually, whereas when the straddle is exercised, the entire package terminates. Write a class Straddle which inherits from Derivative. 1. The straddle has a strike K and expiration T . 2. The straddle can be American/European (bool isAmerican). 3. Make all the data members public so I can set them in my calling application. Your code will be tested by a calling application with random input values for (S0,K,r,q,σ,T,t0).
Project ID: 17009735

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Hello, click on that__CHAT__button below so that I can ask a few questions concerning your computational finance project. I have read all the provided instructions and I am the right person to work on this task here via https://www.freelancer.com/u/IdeaCentre . I provide exceptional quality services on time, leaving you fully satisfied and this is what your money is worth
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Hello dear. Only $10. I have written a lot of work on this field and trust me, I am highly qualified in writing essays. If you consider hiring me on this, then you are guaranteed of success. QUALITY, SUBSTANCE and TIME -CONSCIOUSNESS are my core pillars. Assign me this task and thank me later. Thanks in advance.
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I have a certification in Financial Markets from National Stock Exchange India. I have experience of using C, R and SAS.
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Medlem sedan maj 21, 2018

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