I will build models for derivative valuations

Kumar P

United Kingdom

I speak Sindhi, English, Urdu, Hindi

Finance Accounting and Treasury Consultant

I am a Chartered Accountant and CFA Level 3 candidate with 11+ years of experience across Big 4 accounting firms, international banks, teaching, and freelance consulting across global markets. I bridg...
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About this Gig

Are you looking for an expert quantitative financial model to price, value, or analyze financial derivatives? Look no further. 


I provide institution-grade, transparent, and fully functional financial derivative valuation models in Excel tailored for corporate finance teams, traders, risk managers, and auditors. 


Foreign Exchange (FX) Derivatives: 

  • FX Forwards, Futures, and Currency Swaps 
  • European, American, and Exotic FX Options (Black-Scholes, Garman-Kohlhagen) 

 

Interest Rate Derivatives: 

  • Interest Rate Swaps (IRS), Overnight Index Swaps (OIS), Basis Swaps 
  • Caps, Floors, and Swaptions (Hull-White, SABR model calibration) 

 

Inflation & Commodity Derivatives: 

  • Zero-Coupon Inflation Swaps (ZCIS) & Year-on-Year Inflation Swaps 
  • Inflation-indexed bonds and commodity options 

 

Custom Solutions: 

  • Sensitivity analysis (Greeks: Delta, Gamma, Vega, Theta, Rho) 
  • CVA / DVA (Counterparty Credit Risk adjustments) & Discounting Curves 


Why Choose This Gig? 


  • 100% Audit-Ready & Transparent: All formulas are active and un-passworded (no black-box code). 
  • Tailored Assumptions: Custom yield curve building (SOFR, SONIA, EURIBOR, ESTER)
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build models for derivative valuations
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build models for derivative valuations

Visualization Tools:

Microsoft Excel

Type of model:

Discounted cash flow

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Option pricing

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Monte carlo

+1 more

Industry:

Other

Target country:

Worldwide

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