Programming Project Instructions

21 Dec

DEADLINE: 3rd January 2017
Programming Project Instructions
Projects are submitted in accordance with the current Brief. It is
designed to give an opportunity for further study of numerical methods
required to implement and validate a quantitative model. To complete
the project, you must implement the topic below plus CVA
SECTION 1: Time Series Analysis and Backtesting
SECTION 2: CVA Calculation for an Interest Rate Swap
The CVA component (section 2) is a mandatory addition as it balances
exposure to the quant issues (interest rates, discounting) that would not
be in focus otherwise.
Submission Requirements
1. Submit working code together with a well-written report.
2. Project report to have an exact title and content must correspond

Leave a comment

Posted by on December 21, 2016 in academic writing, Academic Writing



Leave a Reply

Fill in your details below or click an icon to log in: Logo

You are commenting using your account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )


Connecting to %s

%d bloggers like this: