Derivatives Valuation

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.

Навыки: Финансы, Определение стоимости, Econometrics, Economics

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ID проекта: #29352767