I need help with a project revolving valuation of financial derivatives and of interest rate options. It’s going to be 4 questions based on the following subjects from the textbook: Options, Futures, and Other Derivatives by John C. Hull:
- Chapter 13: Binomial Tress
- Chapter 14: Wiener Processes
- Chapter 15: Black-Scholes-Merton Model
- Chapter 28: Martingales and Measures
- Chapter 29: Interest Rate Derivatives
- Chapter 30: Convexity, Timing, and Quanta-Adjustments
I uploaded *sample* questions to see if you are comfortable with the subject (the files attached).
I will communicate the project details once I know you are able to help.
5 фрилансеров(-а) готовы выполнить эту работу в среднем за $12
Hi. your project is very interesting, It could help you with your different doubts, I have little experience but I am studying a Finance MBA and precisely with the Hult´s book