European Black-Scholes(Basic)

> Exot Options

Singer Barrier
Striking a barrier either starts the option or ends it Monte Carlo Simulation (Continuous Sampling)

> IR / FX / Currency Derivatives

Caplets & Floorlets Black

> Fixed Income / Bond Derivatives

Bond Schaefer & Schwartz

> Credit Derivatives

CDS Spread Credit Grades (TM)
> Trading Strategies

Currency Hedging with Futures Hedge existing currency position

> Value at Risk

Value at Risk Delta-Gamma Approach (1 asset)