Implementation and testing of the implied volatility surface and
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Get it written →Implementation and testing of the implied volatility surface and
numerical pricing of European options
This project is a real case study, which goes through the various steps necessary to produce
derivatives pricing models. It entails of the definition of a problem, the mathematical modeling
choice, the implementation of a numerical framework and the calibration to market data. I
already carried out the mathematical modelling part for you.
The project requirements is below on the first document
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