Pricing

Catalog

• American Options
• Application of Partial Differential Equations (PDEs) in Option Pricing
• Asian Options
• Barrier Options
• Basic Concepts of Interest Rates
• Binomial Tree Model: Principles, In-Depth Research, and Applications
• Black-Scholes Model
• Brownian Motion and Wiener Process
• Business Day Conventions
• Calculation and Application of Historical Volatility: Models and Comparisons
• Calculation and Models of Financial Asset Correlation
• Calibration Process of the Dupire Model
• Concepts Related to Normal Distribution
• Construction of the FX Options Volatility Surface
• Definition of Standard Interbank Option Structure Volatilities
• Definition Rules for Buy/Sell Directions in Option Combinations
• Detailed Explanation of the Vanna-Volga Pricing Method
• Digital Options
• Fourier Transform
• Greeks
• How to Calculate Cross Currency Pair Exchange Rates?
• How to Calculate Cross-Currency Pair Volatility?
• Hull-White Model and Its Extensions: Theory, Applications, and Multi-Factor Models
• Interest Calculation Rules
• Interest Rate Curve Construction: Building Interest Rate Curves Using the Bootstrapping Method
• Interest Rate Types
• Interpolation
• Local Volatility Models
• Local-Stochastic Volatility Models (LSV Models)
• Mean variance and standard deviation
• Normal vs. Lognormal Volatility
• Parametric Curve Construction Models and Applications
• Pricing Callable and Putable Bonds Using the Black-Derman-Toy Model
• Quanto Adjustment
• Random Number Generation
• Stochastic Volatility Models
• Summary of Foreign Exchange Option Rules
• The SABR Model and Its Application in Constructing Foreign Exchange (FX) Smile Curves
• The SVI Model and Its Application in Constructing Foreign Exchange (FX) Smile Curves
• The Vanna-Volga Model and Its Application in Constructing Foreign Exchange (FX) Smile Curves
• Valuation of Digital Options via European Option Replication
• Volatility Surface Construction Models