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Analysis of XVA calculations for FX Options

Analysis of XVA calculations for FX Options

€250-750 EUR

Inaendelea
Imechapishwa over 6 years ago

€250-750 EUR

Kulipwa wakati wa kufikishwa
Calculate XVA for FX Call and Put Determine how the pricing of Call and Put should be different as calculated from Black Scholes model If the credit rating of the counterparty changes, how will the CVA change
Data Processing
Python
Kitambulisho cha mradi: 15825487

Kuhusu mradi

2 mapendekezo
Mradi wa mbali
Inatumika 6 yrs ago

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Picha ya Mtumiaji
@skilldev
Bedera ya INDIA
Hello Sir, We have checked your requirement and have some query. So please message us to discuss on it. So after understanding it well, we can start work. Thanks Relevant Skills and Experience ` Proposed Milestones €555 EUR - 3
€555 EUR ndani ya siku 10
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Kuhusu mteja

Bedera ya GERMANY
Offenbach, Germany
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Njia ya malipo imethibitishwa
Mwanachama tangu Des 8, 2017

Uthibitishaji wa Mteja

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XVA calculation for FX Options
€250-750 EUR
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