Build an option pricing model for environmental products that takes into consideration price floors and ceilings

Hi, I am very interested in collaborating in this project. I hold a MSc in Finance by the Barcelona Graduate School of Economics, and a Bachelor in Economics. My strengths for the project are good knowledge in numerical methods and pricing models, very good programming skills, and good professional attitude. I will be ready to start. Kind regards.

PMP, MBA and professional business analyst/ consultant. Worked on similar projects developing formulas, models and analytics for reputed US and UK based companies. Excel pro with high analytical, conceptualization and math skills. Hourly rate $25. If you want a fixed price, I would need a detailed discussion to estimate amount of effort needed. Guaranteed high quality work. Looking forward to further discussion and long term association. Funnyhoney

Hi. I am an assistant professor working as finance faculty in south India. I am also doing my phd currently. My research topic is related to Black-Scholes option pricing model and approximations to B-S model for exotic options. i already have a readymade excel model for B-S prices with me. I am very interested in your project proposal. Please contact for further details.

Hi, I have a business degree from a top Northern European business school with specialization in finance and economics. I have an intricate understanding behind options pricing models that I have developed while working as a financial analyst. I would be willing to do this work for a discounted price at first and would be interested in working on similar projects in the future. Please let me know if you have any questions before accepting my bid. Best regards, Martins

Dear I have just seen your Job posting and upon reading thoroughly, I felt strongly that I would be the most qualified contractor for your project. I have vast experience in IT / project management / business plan and analysis / plan and website management job. Understanding how valuable an education is, I am serving Pacific Pharmaceuticals Limited as a Sr. Executive (MIS), toward earning my Masters of Business Administration (MBA) and B. Sc Computer Science. I am 100% able to do your project. Sincerely, Tarikul Islam

Title: Option Pricing Model for Pricing Environmental products Description: Construct an option pricing Model in Excel with easy to use interface to price and produce all relevant greeks considering the differences in market. Model can be adjusted by user as far as floor and ceiling prices, banking rules or probabilities of events are concerned. Team Description: We are team of finance and legal professionals into the financial research and Intellectual Property - IP protection. We ensure highest level of integrity with the client and understand the gravity of IP preservation for the client. Project Plan: Week 1: Understand the client needs and putting it into an algorithmic framework. Week 2: Development of the option model. Week 3: Implementation and testing of the model with unknown parameters. Week 4: Project submission and User testing.

Good Day, I also placed a bid for the other project you have listed. It might be convenient for you to work with just one team. If so, that will be an added value of accepting us for both projects. I am experienced in Black Schoals options pricing model and the creation of custom models. As Mentioned before, we are very knowledgable about the rules of current carbon trading platforms: RGGI and Cali Cap and trade. Creating a model that combines the rules of these entities for options will therefore be very simple for us! Update: out of interest I just completed this. So I lowered the price. I use logical operators but can adjust to solve for any variable using an optimizer or coding with the built in excel functions

Hi, My name is Kris Bindumadhavan and I am a CFA charterholder (2002) and FRM titleholder (2008.) I passed all 3 levels of the CFA exams and the full FRM exam on first attempt. I also hold an MBA degree (GPA 4.0/4.0) from Univeristy of Kentucky, Lexington, KY (Dec 1998) and an undergraduate degree in Engineering from India (Ist Division with Distinction.) But probably most important for this particular assignment is my 8 years of relevant work experience with Capital One, a top 10 US bank and a leader in leveraging quantitative analysis, where I worked across various LOB's and functional roles, thereby acquiring expertise in financial modeling and quantitative analysis. I am extremely familiar and competent in building financial models, including Black Scholes and Binomial option pricing models and have advanced skills in Excel functionality, charting, user friendly reporting, etc., as this is what I have been doing day in and day out for over 15 years now. I was based in Richmond, Virginia (for over 6 years) while I was associated with Capital One. I have since moved to India, but I am extremely familiar and comfortable with US work ethics and culture. I currently focus my energies on consulting/ building complex financial models for my clients as well as training/ coaching. Please let me know if you need any additional information to help make a decision. Thanks for considering my proposal. Yours Sincerely, Kris Bindumadhavan, CFA, FRM

Hello. I have a long experience as a manager and R&D director. I studied Business Strategy at Stanford Business School. I can build an excel file which goes beyond a pricing tool. It will be a valuable tool for your business strategy. What I offer as a working plan is : 1) 2 days : 2 Skype Meetings to collect the required data 2) 5 days building the model. The delivered work will include a document on the business analysis and how to use the excel + the excel file itself.

I have extensive experience with option pricing from both practical experience and a strong academic background (MBA, CFA charterholder). I also have vast modeling experience. These traits will insure that the work product will be rigorous, correct, easy to use, and adaptable to changes in the input parameters. My solution will provide a section for editable inputs, categorized by type (e.g. Black-Scholes inputs such as price, volatility, rates, etc. [the "Greeks"] will be separated from market conditions like price floors and ceilings). This categorization will help clarify which inputs are controllable, market based, or assumed and allow for sensitivity analysis for each item/category. This should be especially useful for soft floors. The final output will be a trade recommendation based on the delta between the option-adjusted model and the basic Black-Scholes model. I will work closely with your team to gain a better understanding of the market dynamics. Any non-public market data will need to be provided to insure the accuracy of the models. The model will be designed to incorporate all relevant market data provided. I assume that a single model can be built for hard-floor regimes, as long as it is adaptive to various market data inputs. Soft price floors are assumed to require unique models, and a maximum of 3 soft floor models will be built for the markets listed specifically in the project description. I look forward to meeting your needs.

A proposal has not yet been provided