FPGA Derivatives Pricing: Market Risk Management
Interest rates derivatives: HW1F, HW2F, Cross-Currency Hull-White model. Cancellable Swap, Cancellable CCS, Callable Range Accrual
FX derivatives: Vanilla and American options, Single and Double Barriers, TARN Variants.
Equity derivatives: Vanilla and American options, Single and Double Barriers, Basket options.