1.C++, Visual Studio Express 2013, DLL, XLL, エクセル
2. C++ (Class, Pointer, Operator overloading, Inheritance, Virtual functions, Polymorphism, Templates, Casting Operator, Namespace, Standard Template Library)
3. 商品 (Swaps, European Swaptions, Bermudan Swaptions, Structured Products)
4. モデル (Yield Curve, Vanilla Models, Short-Rate Models, Libor Market Model)
5. 数値解法 (Monte Carlo Method, PDE Solver, Trinomial Tree)
6. プライシング・エンジン、Calibration