Create pricing models and risk systems for all types of plain vanilla and exotic derivatives.

Create pricing models for all types of plain vanilla and exotic interest rate derivatives:Interest Rate Derivatives: Bonds, Bond Options, Interest Rate Swaps, Swaptions, Caps, Floors, Collars, Floating Rate Notes (FRN), Fixed and Floating Accrual Swaps / Range Floaters, Asian / Average Caps and Floors, Barrier Caps and Floors, Barrier Swaptions, Yield Curve Generation, Basis Yield Curve Generation, OIS Curve Generation, OIS Caps and Floors, OIS Swaptions, Captions, Fixed / Floating Cash Flow Generation, CMS Spreads, Diff Swaps, Eurodollar Convexity Adjustment,Floating Caps and Floors, Interest Rate Quote Converter, Generalized Interest Rate Swaps, Installment Swaptions, Power Reverse Dual Currencies (PRDC), Callable Snowballs, Ratchets, Snowblades, TARNs, Triplechoosers, Zero Coupon Swaps

Create pricing models for all types of plain vanilla and exotic derivatives:Equity Derivatives, FX Derivatives, Commodity Derivatives, Energy Derivatives:Asset Accruals, Average / Asian Prices, Average / Asian Strikes, Average / Asian Strips, Barriers, Barrier Contingent Spreads, Baskets, Better, Choosers, Digitals, Digital Quantos, Digital Spreads, Options to Exchange, Ladders, Price Lookbacks, Strike Lookbacks, Installment Options, Options on Options, Quantos, Spreads, Plain Vanilla Options, Worse, Power Reverse Dual Currencies (PRDC) FX Derivatives: Asset Accruals, Average / Asian Prices, Average / Asian Strikes, Average / Asian Strips, Barriers, Barrier Contingent Spreads, Baskets, Better, Choosers, Digitals, Digital Quantos, Digital Spreads, Options to Exchange, Ladders, Price Lookbacks, Strike Lookbacks, Installment Options, Options on Options, Quantos, Spreads, Plain Vanilla Options, Worse, Diff Swaps, Power Reverse Dual Currencies (PRDC)Convertible Bonds: Convertibles, DECS, LYONS, Mandatory Converts, Floating Rate PreferredsCredit Derivatives: Credit Default Swaps, CDO, CLO, CDX, Default Probability Generator,Mortgage Backed Securities (MBS): MBS, Indexed Amortizing Swap / Indexed Principal Swap (IPS / IAS), MBS Cash Flow Generator, Interest Only (IO), Principal Only (PO) Inflation Derivatives: Inflation Curve Generator, Inflation Bond, Inflation SwapsElectricity Derivatives: Asset Accruals, Average / Asian Prices, Average / Asian Strikes, Electricity Swaps, Electricity Swaptions, Plain Vanilla Electricity Options, Spreads, Quantos, Strip of Plain Vanillas, Worse