CQF Final Project - aberto para oferta

Cancelled Posted May 21, 2015 Paid on delivery

$30-250 USD

Paid on delivery

Cancelled Paid on delivery

Hi,

I would like your professional help in the following. The project requirement is to work on one of the below 4 topics along with a CVA calculation.

1. Pricing Basket Credit Default Swap (sampling by copula)

2. Factors in Interest Rate Models (forward curve data)

3. LIBOR Market Model with OIS Discounting (interest rate volatility)

4. Portfolio Construction using Black-Litterman Model (time series)

Each project must have a mandatory element: CVA Calculation for Interest Rate Swap.

C++ Programming Excel Mathematics Matlab and Mathematica Research Writing

Project ID: #7719005

About the project

Remote project Active May 21, 2015

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