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CQF Module 6 Help Under January 2017 Chorot :

1. Credit Portfolio Fair Spread and Analytics

2. Robust Portfolio Construction with Volatility Filtering

3. Statistical Arbitrage with Time Series Analysis

4. Local Volatility in Interest Rates

5. LIBOR and OIS Rates – Market Volatility

 

All. CVA Calculation for an Interest Rate Swap (CVA component is a mandatory addition for all topics as it balances exposure to the quant modeling in rates and credit.)

 

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Hurry up :  Module 6 booking closed very soon since last date of submission is 24th July 2017. Project completion time is 1 month both code & report,CVA.

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