Models Black-Scholes Model Heston Model Hull-White Model Black-Karasinski Model Cox-Ingersoll-Ross Model Extended Cox-Ingersoll-Ross Model Vasicek Model G2 Model Numerical Methods Monte Carlo Simulation Finite Difference Methods Binomial Tree, Cox-Ross-Rubinstein, Method Internal Design of Tree Lattice Closed-Form Solution Methods Heston Model Closed-Form Solution Merton 76 Closed-Form Solution Garman-Kohlhagen Closed-Form Solution Quanto Closed-Form Solution Hull White Analytic Closed-Form Solution Risk Portfolio Optimisation Credit Default Swap