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• Binary Return Note Valuation

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Options (Finance), Derivative securities, Derivative securities--Valuation

  Item Type:

  Article

  Tag(s):

  option valuation, derivative pricing, binary return note

  
  

• Fade Option Valuation

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Options (Finance), Derivative securities, Derivative securities--Valuation, Foreign exchange, Pricing

  Item Type:

  Article

  Tag(s):

  fade option, fx option, option valuation, option model

  
  

• Asian Futures Option Valuation

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Options (Finance), Derivative securities, Derivative securities--Valuation, Capital assets pricing model

  Item Type:

  Article

  Tag(s):

  Asian option, Asian futures option, option pricing, derivatives valuation

  
  

• Double Window Barrier Option Valuation

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Options (Finance), Derivative securities--Valuation, Capital assets pricing model, Derivative securities

  Item Type:

  Article

  Tag(s):

  barrier option, option valuation, windows barrier option, asset pricing, risk management

  
  

• Capped Accumulated Return Call Option

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Options (Finance), Options (Finance)--Valuation--Mathematical models, Capital assets pricing model, Stock exchanges

  Item Type:

  Article

  Tag(s):

  Capped Accumulated Return Call Option, option valuation, asset pricing, pricing model

  
  

• Reverse Convertible Pricing Model

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Derivative securities, Corporations--Valuation, Options (Finance), Pricing

  Item Type:

  Article

  Tag(s):

  reverse convertible, asset pricing, security, valuation, valuation model

  
  

• Digital Barrier Basket Note Valuation

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Derivative securities, Derivative securities--Valuation, Options (Finance)

  Item Type:

  Report

  Tag(s):

  barrier option, basket option, basket barrier option, option valuation

  
  

• Pricing Asian Option on a Basket of Averages

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Options (Finance), Derivative securities, Options (Finance)--Valuation

  Item Type:

  Report

  Tag(s):

  Asian option, commodity derivatives, average basket

  
  

• Equity Asian Swap Model

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Derivative securities, Options (Finance), Options (Finance)--Valuation

  Item Type:

  Report

  Tag(s):

  equity option, Asian option, option valuation

  
  

• Forward Starting Option Model

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Options (Finance), Valuation, Risk management

  Item Type:

  Report

  Tag(s):

  forward start option, option valuation, sensitivity

  
  

• Term of Structure of Implied Volatility Model

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Risk management, Options (Finance), Derivative securities

  Item Type:

  Presentation

  Tag(s):

  Implied volatility, VAR, derivative valuation

  
  

• Valuation of Shrinking Basket Option Based on the Worst Return.

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Derivative securities, Stock exchanges, Options (Finance)

  Item Type:

  Presentation

  Tag(s):

  option, basket option, derivative valuation

  
  

• Three Factor Convertible Bond Model

  Author(s):

  Tim Xiao (see profile)

  Date:

  2022

  Group(s):

  Business Management

  Subject(s):

  Options (Finance), Derivative securities

  Item Type:

  Essay

  Tag(s):

  convertible bond, bond valuation

  
  

• Forward Starting Option Model

  Author(s):

  Tim Xiao (see profile)

  Date:

  2022

  Group(s):

  Business Management

  Subject(s):

  Options (Finance), Derivative securities

  Item Type:

  Essay

  Tag(s):

  forward start option, cliquet

  
  

• Quanto Himalayan Option Model

  Author(s):

  Tim Xiao (see profile)

  Date:

  2022

  Group(s):

  Business Management

  Subject(s):

  Derivative securities, Options (Finance)

  Item Type:

  Article

  Tag(s):

  quanto option, hi

  
  

• Ratchet Swap Model

  Author(s):

  Tim Xiao (see profile)

  Date:

  2022

  Group(s):

  Business Management

  Subject(s):

  Options (Finance), Derivative securities

  Item Type:

  Article

  Tag(s):

  derivatives pricing

  
  

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