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Jun 24, 2024 - Java
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mva
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MovilApp MVA, for the university project in the language course for business applications.
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Mar 11, 2023 - Java
Implementation of Forward Initial Margin Calculation with ISDA SIMM for MVA. This Project is based on finmath-lib: https://github.com/finmath/finmath-lib and makes use of Adjoint Algorithmic Differentiation (AAD) provided here: https://github.com/finmath/finmath-lib-automaticdifferentiation-extensions
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Jul 12, 2018 - Java
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