obtain the ftse 100 data between jan 1st – feb 1st 2014. using the daily average and daily closing prices work out implied volatility and run the data through the Black scholes model and GARCH options pricing model which you will code on excel. I need a copy of the data, as well as a document describing the process as well as how you derived the formula to do the calculations and the method you used. the data should not include dividend payments. I need this in 8 hours with a first draft. I am happy to discuss and if any more information is needed i am more than happy to explain further. Need a writer that is very fast at working and with good communication feedback.
