CQF Final Project

To complete the project, you must

(a) implement two out of four topics and (b) submit working code (c) together with a well-

written report. Important: if any of these three requirements are not satisfied, the submission will be returned as incomplete.

1. Pricing Interest Rate Derivatives (forward curve data)

2. Pricing Basket Credit Default Swap (sampling by copula)

3. Pricing Hedged Exotic under Uncertain Volatility (finite difference)

4. Portfolio Construction using Black-Litterman Model (matrix form)

More information upon request.

Skills: C++ Programming, Java, Visual Basic

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About the Employer:
( 0 reviews ) Toronto, Canada

Project ID: #5260114

6 freelancers are bidding on average $282 for this job


Hello, I am expert at C++ and Java, I am very much interested in this project, Please share more information regarding project so we can discuss it further. Thank You

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(17 Reviews)

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$155 CAD in 3 days
(0 Reviews)

I can comfortably do the coding part provided the detailed information relating to the following is provided 1. Pricing Interest Rate Derivatives (forward curve data) 2. Pricing Basket Credit Default Swap (sampli More

$177 CAD in 3 days
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