Options & Futures
Options and Futures represent two of the most common form of "Derivatives". Derivatives are financial instruments that derive their value from an 'underlying'. The underlying can be a stock issued by a company, a currency, Gold etc.
Some modules releted to Options & Futures models are implementated from the research papers published in top financial conferences like “Quant Congress Europe / USA” in recent years.
Modeling and Pricing of Variance Swaps for Local Stochastic Volatilities with Delay and Jumps
Series Expansion of the SABR Joint Density