This page provides you with modelling tools in banking and finance.
Equities : Standard call / put - Barrier - Lookback
Foreign exchange rates : Standard call / put - Barrier - Lookback
Interest rates : Curve - Swaps - Cap / Floor - Collar
Estimation of the extreme value distribution
Calculation of the value at risk (VaR) and stress value (SV) for a market position
Structuration of financial products
Life cycle analysis