quant-derivatives-pricing
Installation
SKILL.md
Contract
- Input: problem description and inputs defined by the skill body.
- Output: Markdown artifact with completed process steps.
- Side effects: none.
- Dependencies: none.
- Stop condition: all process steps executed; artifact saved with required sections.
- Risk: low.
- Boundary: produces reasoning artifact only; no system changes.
Derivatives Pricing & Calibration
Price a derivative — vanilla option, exotic, structured — using a model, compute Greeks, and validate calibration against market data.