MSc Quantitative Finance (PUEB) | Python | SQL | R
- Warsaw, Poland
- https://gautamprasadwork.github.io/Portfolio/
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cva-fx-forward-irs
cva-fx-forward-irs PublicBilateral CVA/DVA computation for FX Forward and EUR IRS — CDS bootstrapping, Hull-White IR model, Monte Carlo simulation. MSc Capstone @ PUEB 2026.
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