Posted 15 Days Ago Job ID: 1607719 13 quotes received

Pricing options through neural networks

Fixed Price $1k-$2.5k
Quotes (13)  ·  Premium Quotes (0)  ·  Invited (0)  ·  Hired (0)

  Send before: December 21, 2019

Send a Quote
Dear candidate the project has 2 stages
First step is creating monte carlo simulations but with artificially generated Black and Scholes formula and train the neural network on that.
Compare the results in and out of sample between neurals and BSM formula.
Second step creating hedging portfolio with ... Show more
Alex T Greece