Introduction to derivatives:
- arbitrage
- heding
- elasticity estimation
Derivatives on future cash flows
- forwards
- forwards on coupon paying underlings
- futures
- forward rate agreement
- swaps (interest rate swaps)
Options:
- strategies
- exotic options
- Black and Scholes model
- volatility smile (surface)
- Greeks
- convertible bonds
- caps and floors
- swaptions
- American options
Credit risk:
- threshold models
- intensity models
- double stocasticity models
- asset pricing with credit risk
- credit default swaps
- asset backed securities
- collateralized debt obligations