Academic Writing

To complete the project, you must implement one of the listed topics plus CVA calculation element. Submit working code together with a well-written report and originality declaration.

The following four topics available for you to choose from:

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

2. Factors in Interest Rate Models (forward curve data)

3. LIBOR Market Model with OIS Discounting (interest rate volatility)

4. Portfolio Construction using Black-Litterman Model (time series)

Each project must have a mandatory element: CVA Calculation for Interest Rate Swap.

The topics rely on material up to and including Module Five as well as Workshops. Print out and focus on the section that covers your chosen topic.

Notes:

· The report must be soft-bound in thesis style. Normal length is 15-30 pages, ex. code.

· The software must be provided on a flash drive securely attached, or a DVD in a plastic pocket attached to the inside back cover.

· The report must be postmarked or delivered by hand on the submission date at the latest.

Please see attached Project Brief for full instructions.

(Fitch Learning will not be able to return the submitted copies so you may want to make additional copies for yourself.)

NB: The Final Project Declaration form attached in this email must be completed and returned with all projects. Projects without signed declaration or code are incomplete and will be returned.

• Submission date is 20th June 2015

Absolutely no extension will be accepted, any delegate who fails to hand in their work will be deferred with no exceptions.

All submissions must be in hardcopy, all delegates posting their work will need to get it postmarked for the deadline. All submissions must be posted on or before the 20th June 2015. E-mailed submissions will not be accepted."

I need codes first,then reports. Once codes approved,then u start report writings.

Interested Bidders, should discuss the project either through freelancer chat mode or Skype mode. pl add me in skype at : [url removed, login to view]

its urgent. the codes should be programming language at VBA only. the choosen project is Factors in Interest Rate Models (forward curve data).

my budget is INR 20000/- for both codes & reports.

Research Writing

Projekt ID: #7712897

Om projektet