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Calculate theoretical option prices with IV smile and smooth out mispriced options

I'm looking for help with calculating theoretical option prices that include IV smile, and smoothing out existing option chains. This may require using recent pricing models that are utilized by quants and market makers, not basic Black Scholes. Please see attached example screenshots showing invalid option prices (due to indvidual bids & asks) that need to be smoothed out.

The goal is to estimate marketable option prices that market makers may be willing to accept, or that could be hedged properly if I were an MM.

I program in C# and will need code written in C#, VB or VB/Excel, so that I can convert it to C#.

Habilidades: Finanzas, Matemáticas, Programación en C#, Trading, Ciencia de datos

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Información del empleador:
( 44 comentarios ) Henderson, United States

Nº del proyecto: #28924121

10 freelancers están ofertando un promedio de $325 por este trabajo

sapotacorp

Hi sir, I am ready to get started right away.... Can we discuss the project details. We have finished 45 C# projects. Example: [login to view URL], [login to view URL], adisplay.co.kr. Your satisfaction is more important than Más

$308 USD en 5 días
(8 comentarios)
4.9
nemanjadj20

Hello? I have worked on ASP.NET MVC/.NET Core, Web services(VB/C#) projects to what you are looking for, and I am confident I can exceed your expectations. I have attached samples of work very similar to what you are s Más

$350 USD en 7 días
(11 comentarios)
4.7
topacademictutor

Calculate theoretical option prices with IV smile and smooth out mispriced options I have 12 years of experience in the Writing Industry and I can provide you “SUPREME QUALITY WORK” within your “GIVEN DEADLINE” with “P Más

$200 USD en 1 día
(18 comentarios)
4.1
TheLKteam

Dear Prospective Client, I've been developing advanced algorithms using Python and Matlab for several years and would like to work on your project. I assure you that you will be impressed by the quality of my work a Más

$450 USD en 7 días
(5 comentarios)
3.8
PremiumSolution

Calculate theoretical option prices with IV smile and smooth out mispriced options I assure you quality work as per your given deadline. I can provide you with a guarantee of plagiarism free work. I am producing qualit Más

$200 USD en 1 día
(6 comentarios)
2.9
chnsci

Greetings, I think here you are looking for someone to calculate theoretical option prices with IV smile and smooth out mispriced options. I have seen the attached files and understood your project description. I a Más

$320 USD en 7 días
(2 comentarios)
2.0
dakdgdl

Hi, I have done a similar type of work called LLC (Labour Cost Control) with complex calculations. I can work on this project. I'm an MCP with certified for C#, ASP.NET, ASP.NET MVC, Web API and Azure. Also I'm a ce Más

$475 USD en 10 días
(0 comentarios)
0.0
HShrm

I have worked for a fintech company earlier and will be glad to take up this project. The bid and delivery timeline is only indicative. I will be happy to share further details privately.

$400 USD en 20 días
(0 comentarios)
0.0
rvtechsolution

Hi, I’m Microsoft certified Asp.net,MVC,C# Developer having extensive hands to handle complex and challenging project. Kindly initiate the chat to discuss further on the same. Please check my portfolio - https Más

$350 USD en 7 días
(0 comentarios)
0.0
QuantAlpha

Few questions, how do you want to fetch and display the data, querying from IB? It's written in Java, so a small Java app might be the best solution, would be native to IB and work fast. If you already code in C#, unde Más

$200 USD en 14 días
(0 comentarios)
0.0