Do you need CQF Module 6 June 2017 Chorot Final Project Guidance on the below mentioned topic, then pl do contact us immediately since last date of submission is 8th January 2017. Order booking is going on. Pl do send us your query with Project topic/title along with Coding Instructions like Matlab or VBA or C++
We can guide you on Project titled as All. CVA Calculation for Interest Rate Swap. This is a mandatory addition as it balances the exposure to the quant modelling in rates and credit. Can be implemented on an Excel spreadsheet (or CQF example spreadsheets reused).
1. Credit Portfolio Fair Spread and Sensitivity Analysis (Coding Either VBA or Matlab)
2. Portfolio Construction with Robust Volatility. (Coding Either VBA or Matlab)
3. Local Volatility in Interest Rates (coding would be in VBA)
4. LIBOR and OIS Rates: Market Volatility (advanced) (Coding would be Admixture of vba & C++)
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