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The document summarizes several projects undertaken as part of an internship program, including identifying clients by sector for derivative products, developing an options pricing model, and constructing a zero curve. Key steps included extracting client and foreign exchange data to identify sectors with high exposure, building an options pricing tool using the Black-Scholes model, and plotting zero rates against time to maturity to determine the zero curve from yield data. The projects aimed to develop to

Author

Rajashekar Kongari

Language

EN