「derivatives」の検索結果

Provider-independent asset continuity and version management for generated-media production. Use when an agent must track generated or reference assets, prompts, seeds, model/tool versions, manifests, approvals, edit decisions, derivatives, localization variants, metadata/provenance, and continuity QA across image, video, audio, avatar, product-ad, social, explainer, or film-style pipelines.

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DeFi Protocol Architect: Mechanism design for AMMs, lending, vaults and derivatives: oracles, liquidations, attack surfaces.

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Transforms Claude into a CFA-level financial analyst for specialty finance, regulatory compliance, and industry-specific analysis. Use when performing private credit pricing, insurance reserving, FP&A variance analysis, wealth planning, restructuring recovery analysis, real estate valuation, venture capital analysis, ESG assessment, regulatory capital analysis (Basel III), compliance reporting (MiFID II, GIPS), credit derivatives (CDS, CVA), convertible bond analysis, lease accounting (ASC 842/IFRS 16), pension funding/LDI, sovereign risk assessment, real option valuation, equity research (SOTP, target price), commodity spread trading, treasury operations, PPP infrastructure modelling, onshore fund structuring, offshore fund structuring, transfer pricing analysis (BEPS, Pillar Two), tax treaty optimisation, FATCA/CRS compliance, economic substance analysis, regulatory reporting (AIFMD, Form PF), AML/KYC compliance, crypto/DeFi analysis, municipal bond analysis, structured products, trade finance, fund of funds (J-curve, commitment pacing, manager selection, secondaries), bank analytics (NIM, CAMELS, CECL, deposit beta, loan book), carbon markets (credit pricing, ETS, CBAM, offsets, shadow carbon price), or private wealth (concentrated stock, philanthropic vehicles, wealth transfer, direct indexing, family governance) analysis is required. Pairs with corp-finance-mcp tools for computation.

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Use the corp-finance-mcp server tools for specialty finance, regulatory, and compliance calculations. Invoke when performing private credit (unitranche, direct lending, syndication), insurance (loss reserving, premium pricing, Solvency II SCR), FP&A (variance analysis, break-even, working capital, rolling forecast), wealth management (retirement planning, tax-loss harvesting, estate planning), restructuring (recovery analysis, distressed debt), real assets (property valuation, project finance), venture capital (dilution, convertible instruments, fund returns), ESG (scoring, climate/carbon, green bonds, SLL), regulatory capital (Basel III, LCR/NSFR, ALM), compliance (MiFID II best execution, GIPS reporting), credit derivatives (CDS pricing, CVA/DVA), convertible bonds (binomial tree pricing, scenario analysis), lease accounting (ASC 842/IFRS 16, sale-leaseback), pension & LDI (funding analysis, liability-driven investing), sovereign risk (bond analysis, country risk), real options (binomial valuation, decision trees), equity research (SOTP, target price), commodity trading (spread analysis, storage economics), treasury management (cash management, hedge effectiveness), infrastructure finance (PPP models, concession valuation), crypto (token valuation, DeFi analysis), municipal bonds (pricing, credit analysis), structured products (notes, exotic), trade finance (LC, supply chain), fund structuring (US onshore, UK/EU, Cayman/BVI offshore, Luxembourg/Ireland), transfer pricing (BEPS/Pillar Two, intercompany pricing), tax treaty (treaty network optimization, holding structures), FATCA/CRS (reporting, entity classification), economic substance (multi-jurisdiction testing), regulatory reporting (AIFMD Annex IV, SEC Form PF, CFTC CPO-PQR), AML compliance (KYC risk scoring, sanctions screening), fund of funds (J-curve, commitment pacing, manager selection, secondaries pricing), bank analytics (NIM analysis, CAMELS rating, CECL provisioning, deposit beta, loan book), carbon markets (credit pricing, ETS compliance, CBAM, offset valuation, shadow carbon price), private wealth (concentrated stock, philanthropic vehicles, wealth transfer, direct indexing, family governance). All computation uses 128-bit decimal precision.

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Options chains, option quotes, option volume, Greeks (Delta/Gamma/Theta/Vega), implied volatility, and HK warrants (callable bull/bear, call/put warrants, issuer list) for HK/US markets via Longbridge. Triggers: "期权", "期权链", "认购", "认沽", "行权价", "到期日", "IV", "隐含波动率", "Greeks", "delta", "gamma", "窝轮", "牛熊证", "认购证", "认沽证", "認購", "認沽", "行權價", "隱含波動率", "窩輪", "牛熊證", "option", "option chain", "call", "put", "strike", "expiry", "implied volatility", "warrant", "CBBC", "期權", "期權鏈"

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Builds pricing models for barrier, Asian, lookback, and other path-dependent options with Monte Carlo simulation. Use when pricing exotic options, modeling complex payoffs, or evaluating structured product components.

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Calculates potential future exposure and CVA with simulation-based approaches and netting agreement analysis. Use when modeling counterparty exposure, calculating CVA/DVA, or assessing counterparty risk.

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Coordinates central clearing requirements with CCP selection, margin optimization, and clearing threshold monitoring. Use when managing clearing obligations, optimizing CCP selection, or analyzing clearing economics.

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Evaluates implied volatility surfaces with skew analysis, term structure dynamics, and surface fitting methodologies. Use when analyzing vol surfaces, assessing skew dynamics, or calibrating volatility models.

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Deconstructs structured note payoffs with embedded option identification, issuer credit risk, and all-in cost analysis. Use when analyzing structured notes, evaluating embedded options, or assessing structured product costs.

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Evaluates ISDA Master Agreement provisions with close-out netting, termination events, and credit support annexes. Use when reviewing ISDA terms, analyzing CSA provisions, or assessing documentation risk.

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Evaluates netting benefits across derivative portfolios with bilateral vs cleared netting, portfolio compression, and capital savings. Use when analyzing netting efficiency, evaluating compression opportunities, or optimizing counterparty exposure.

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Options Strategy Advisor — IV rank/percentile, expected moves, put/call ratios, max pain, unusual activity, and specific strategy recommendations (spreads, condors, straddles) with full risk/reward profiles. Triggered by "trade options <TICKER> [bullish/bearish/neutral]".

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Expert quantitative analyst specializing in financial modeling, algorithmic trading, and risk analytics. Masters statistical methods, derivatives pricing, and high-frequency trading with focus on mathematical rigor, performance optimization, and profitable strategy development.

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Take one piece of long-form content (blog post, podcast, talk, article, newsletter) and turn it into a multi-channel asset pack using the STEPPS framework (Jonah Berger, Contagious) to make each derivative asset more shareable. Use when the user says "repurpose this", "turn this into LinkedIn/Twitter/etc", "atomize this", "break this down for social", "create derivative content from X", "make a content pack from this", or wants to maximize output from one input. Each channel is mapped to its strongest STEPPS element. Orchestrates linkedin-post, content-writer, and other skills. For writing the original anchor piece, see thought-leadership-writer or newsletter-writer. For scheduling the derivatives, see social-calendar.

日本語の概要は準備中です。原文の説明を表示しています。

Comprehensive calculus expert covering limits, derivatives, integrals, sequences, series, and multivariable calculus with rigorous proofs and practical applications

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Use this skill when working with Brain Imaging Data Structure (BIDS) datasets: organizing neuroscience and biomedical data (MRI, EEG, MEG, iEEG, PET, microscopy, NIRS, motion capture, EMG, MR spectroscopy, behavioral), querying BIDS layouts, validating compliance, converting DICOM to BIDS, writing metadata sidecars, or creating BIDS derivatives.

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Expert-level calculus knowledge. Use when working with limits, derivatives, integrals, multivariable calculus, vector calculus, differential equations, series, or optimization. Also use when the user mentions 'derivative', 'integral', 'limit', 'chain rule', 'gradient', 'divergence', 'curl', 'Taylor series', 'Fourier series', 'partial derivative', 'double integral', 'line integral', 'Stokes theorem', or 'Lagrange multipliers'.

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Create and integrate the machine-level core of a new EMULATORS emulator, including Computer and Emulator derivatives, memory and port maps, chip ownership and wiring, clock coordination, model configuration, commands, formatters, executables, and Visual Studio projects. Use when scaffolding a machine namespace, adding a model or regional variant, assembling existing components into a computer, or making a new emulator build and start.

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Use this skill when working with symbolic mathematics in Python. This skill should be used for symbolic computation tasks including solving equations algebraically, performing calculus operations (derivatives, integrals, limits), manipulating algebraic expressions, working with matrices symbolically, physics calculations, number theory problems, geometry computations, and generating executable code from mathematical expressions. Apply this skill when the user needs exact symbolic results rather than numerical approximations, or when working with mathematical formulas that contain variables and parameters.

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Quantitative trading expertise for DeFi and crypto derivatives. Use when building trading strategies, signals, risk management. Triggers on signal, backtest, alpha, sharpe, volatility, correlation, position size, risk.

日本語の概要は準備中です。原文の説明を表示しています。