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CORE Search Results Start Search Over

  • All Deposits 0
  • 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

Viewing item 1 to 16 (of 16 items)

  • Author
    • David Lee 12X
    • Tim Xiao 4X
  • Group
    • Business Management 16X
  • Subject
    • Options (Finance) 16X
    • Options (Finance)--Valuation 2X
    • Options (Finance)--Valuation--Mathematical models 1X
    • Pricing 2X
    • Risk management 2X
    • Stock exchanges 2X
    • Valuation 1X
    • Capital assets pricing model 3X
    • Corporations--Valuation 1X
    • Derivative securities 14X
    • Derivative securities--Valuation 5X
    • Foreign exchange 1X
    • more>>
  • Item Type
    • Article 8X
    • Essay 2X
    • Presentation 2X
    • Report 4X
    • more>>
  • Date
    • 2023 12X
    • 2022 4X
  • File Type
    • Text 16X
HUMANITIES COMMONS. BASED ON COMMONS IN A BOX.
TERMS OF SERVICE • PRIVACY POLICY • GUIDELINES FOR PARTICIPATION

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