Main activities:
Asset Liability Management (ALM): development of a financing strategy.
Develop prototype using VB6.
Main activities:
Statistical prediction to produce the real estate product named FOGARIM with R.
Develop prototype applications using VBA.
Main activities:
Implementation and Calibration of the Extended Affine Heston and the diffusion Models.
Comparison and Analysis of The Extended Affine Heston and Diffusion Models.
Develop the prototypes of of The Extended Affine Heston and Diffusion Models.
To come up ......