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SDEs
Arithmetic Brownian Motion
Black Scholes
European Options: Maths and Story European Options: Price and Greeks European Options: Price and Greeks with Analysis European Options: Implied Volatility Cash or Nothing Options: Maths and Story Cash or Nothing Options: Price and Greeks Cash or Nothing Options: Price and Greeks with Analysis Asset or Nothing Options: Maths and Story Asset or Nothing Options: Price and Greeks Asset or Nothing Options: Price and Greeks with Analysis
FX
FX Options: Maths and Story FX Options: Price and Greeks FX Options: Price and Greeks with Analysis FX Options: ATM Strikes and Deltas FX Options: Strike from Delta and Volatility FX Smile: Volatility for given Delta FX Smile: Volatility for given Strike FX Smile Curve from RR and Strangles FX Smile: Smile Strangle from Market Strangle FX Smile: Market Strangle from Smile Strangle
Basket
Vasicek's LHP and HP: Maths and Story Vasicek's LHP: Loss Distribution LHP: Simplified CDO's Price and Greeks LHP: Simplified CDO's Base Correlation LHP: Simplified CDO's Price and Greeks with Analysis LHP: Tranche CDO Swap Spread HP: Nth-to-Default Protection's Price and Greeks HP: Nth-to-Default Protection's Price and Greeks with Analysis Markowitz: Maths and Story Markowitz: Mean Variance optimisation
Short Rates
Merton: Story and Maths Merton's Model Analysis Vasicek: Story and Maths Vasicek's Model Analysis CIR: Story and Maths CIR's Model Analysis Ho Lee: Story and Maths Ho and Lee's Model Analysis Hull White: Story and Maths Hull and White's Model Analysis
Yield Curves
Holidays List Calculate Maturity(Add days to a) Date No of Days between Dates Cash Flow Dates with Given Frequency Interpolation: Story and Maths Yield Curve Interpolation Bootstrap Yield Curve using LIBOR Bootstrap Yield Curve using FRA Bootstrap Yield Curve using Swap
Rates
Swaps: Par Rate, Price, and Greeks Swaps: Price and Greeks Black's formula: Maths and Story Swaption: Maths and Story Swaption: Price and Greeks Swaption: Price and Greeks with Analysis Caps and Floors: Maths and Story Caplet Floorlet: Price and Greeks Cap Floor: Price and Greeks
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Day count conventions: Calculate Maturity Date /Add Business Days

Please enter the inputs, and then click the button to generate the relevant dates:

Inputs: