Solution for exercise - Lecture 13

[andrewcz]

Hi @LechGrzelak great course! really like it
for lecture 13 where is the solution located.

Kind regards and thanks,
Andrew

[LechGrzelak]

hello Andrew, Thanks for your message. Nice to hear you liked the course. Unfortunately, the solutions are unavailable because they would be "market data specific". However, if you just amend the code that is available- I'm pretty sure you will complete the tasks. Best wishes, Lech

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On Fri, 10 Mar 2023 at 03:01, andrewcz ***@***.***> wrote: Hi @LechGrzelak <https://github.com/LechGrzelak> great course! really like it for lecture 13 where is the solution located. Kind regards and thanks, Andrew — Reply to this email directly, view it on GitHub <#2>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AEJBBMWWQ4LYLPN6OWI6AZLW3KDQDANCNFSM6AAAAAAVV3AXBM> . You are receiving this because you were mentioned.Message ID: ***@***.***>

[andrewcz]

Hi @LechGrzelak thank you for clarifying, I have a few follow-up questions -

Can you note the start of the line where the code is to be modified? What data is required, is it just stock prices?

For lectures 12 and 13, is there further information about VAR and XVA in book with code examples? I'm looking for further examples in regards to var and xva.

Thank you in advance for your help.

[LechGrzelak]

Yes, there are more examples regarding xVA in the book. Regarding the question about the line of the code you need to modify- please follow the course first, then it will be clear what needs to be done.

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On Tue, 14 Mar 2023 at 12:40, andrewcz ***@***.***> wrote: Hi @LechGrzelak <https://github.com/LechGrzelak> thank you for clarifying, I have a few follow-up questions - Can you note the start of the line where the code is to be modified? What data is required, is it just stock prices? For lectures 12 and 13, is there further information about VAR and XVA in book with code examples? I'm looking for further examples in regards to var and xva. Thank you in advance for your help. — Reply to this email directly, view it on GitHub <#2 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AEJBBMUKHQFKBZF5JMLZ5KDW4BKKZANCNFSM6AAAAAAVV3AXBM> . You are receiving this because you were mentioned.Message ID: ***@***.***>

[andrewcz]

Thank you @LechGrzelak much appreciated.
Just wondering is there a solution for lecture 12 .

Best,
Andrew