Analysis of XVA calculations for FX Options

In Progress Posted 6 years ago Paid on delivery
In Progress Paid on delivery

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

Project ID: #15825487

About the project

2 proposals Remote project Active 6 years ago

Awarded to:

skilldev

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 Milestone More

€555 EUR in 10 days
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