Analysis of XVA calculations for FX Options
In Progress
Posted
6 years ago
Paid on delivery
€250-750 EUR
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
Project ID: #15825487
About the project
2 proposals
Remote project
Active 6 years ago