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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
component.
SECTION 1: Time Series Analysis and Backtesting
SECTION 2: CVA Calculation for an Interest Rate Swap
Note:
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
to

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

 

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