CQF Final Project
$150 USD
Paid on delivery
The 4 topics of this project are as follows, two must be completed.
1. Pricing Interest Rate Derivatives under HJM Model
2. Pricing Basket Credit Default Swap by Sampling from Copula
3. Pricing Hedged Exotic under Uncertain Volatility by Finite Difference Method
4. Multivariate Financial Time Series Analysis: Cointegration Arbitrage
Notes:
• The code must be thoroughly tested and well documented
• The printed report must contain a full description of the models used, both mathematical
and numerical, together with sample results
• The final report will be between 15 and 30 pages (inclusive of both topics), not including the code
Project ID: #6770374
About the project
3 freelancers are bidding on average $321 for this job
100% Completion is our accomplishment Our goal is to provide effective web solutions that are focused on reducing your costs. Our team have breadth and depth of programming and designing knowledge and good client More
Hi This is Paul Devanesan, having 12 years of experience in the software industry. I have been developing applications for many clients across the world. During this time I have developed many applications for clients More
