I need to refresh all the pricing theory. Is there anything like a crash course with practical and intuitive explanations?
I will provide any further information. I am a mathematical engineer. I am pretty familiar with pricing of options and structured notes as I worked on it but my career leaded me to something else. I would like to re-take the main concept under the pricing (neutral measure, replicating portfolio etc) without an extreme theoretical approach, and then what curves to be used for pricing with collateral, CVA, under what circumstances to use the OIS, etc