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LIBOR Rate Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Scholarly Communication
Subject(s):
Derivative securities
,
Derivative securities--Valuation
Item Type:
Essay
Tag(s):
libor rate model
,
LIBOR Market Model
Hull White Volatility Calibration Study
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Scholarly Communication
Subject(s):
Derivative securities
,
Derivative securities--Valuation
Item Type:
Essay
Tag(s):
Hull White model
,
volatility
Daily Digital Swap Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Scholarly Communication
Subject(s):
Derivative securities
,
Derivative securities--Valuation
Item Type:
Essay
Tag(s):
digital swap
,
swap valuation
Quanto Total Return LIBOR Swap Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Scholarly Communication
Subject(s):
Derivative securities
,
Derivative securities--Valuation
Item Type:
Essay
Tag(s):
total return swap
,
quanto option
Early Start Swap Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Scholarly Communication
Subject(s):
Derivative securities
,
Derivative securities--Valuation
Item Type:
Essay
Tag(s):
early start swap
,
swap valuation
CMS Spread Option Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Scholarly Communication
Subject(s):
Derivative securities
,
Derivative securities--Valuation
Item Type:
Essay
Tag(s):
CMS swap
,
spread option
,
option valuation
Variable Rate Swap Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
,
Derivative securities--Prices
Item Type:
Essay
Tag(s):
Variable Rate Swap
,
Swap Model
Black-Karasinski Short Rate Tree Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
,
Derivative securities--Valuation
Item Type:
Essay
Tag(s):
Black-Karasinski M
Arrear Quanto CMS Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
,
Derivative securities--Prices
Item Type:
Essay
Tag(s):
quanto CMS
,
arrear fixing
,
arrear fixing
Martingale Preserving Tree Analytics
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
,
Derivative securities--Valuation
Item Type:
Essay
Tag(s):
Martingale Preserving Tree
American Bond Yield Option
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
,
Derivative securities--Valuation
Item Type:
Essay
Tag(s):
American option
,
bond yield
Flexible GIC Pricing Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
,
Merton Model
Item Type:
Essay
Tag(s):
GIC
,
flexible gic
Callable Inverse Swap
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
,
Derivative securities--Valuation--Mathematical models
Item Type:
Essay
Tag(s):
callable
,
callable swap
,
callable inverse swap
Extendable Swap Pricing Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
Item Type:
Essay
Tag(s):
extendable swap
GIC Pricing Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
,
Derivative securities--Valuation
Item Type:
Essay
Tag(s):
GIC
,
valuation model
Bond Bootstrapping Approach
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
,
Assets (Accounting)--Valuation
Item Type:
Essay
Tag(s):
bond curve construction
,
curve bootstrapping
Hull White Volatility Calibration Method
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities--Valuation
,
Derivative securities
Item Type:
Essay
Tag(s):
volatility calibration
Asset Backed Senior Note Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
,
Derivative securities--Valuation
Item Type:
Essay
Tag(s):
ABS
,
ABS valuation
Exchangeable Convertible Bond Valuation
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
,
Corporations--Valuation
Item Type:
Essay
Tag(s):
convertible bond
,
exchangeable
Brownian Bridge Algorithm
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
,
Monte Carlo method
Item Type:
Essay
Tag(s):
brwonian bridge
,
monte carlo
,
barrier option
Hull-White Convertible Bond Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
,
Pricing
Item Type:
Essay
Tag(s):
convertible bond
,
hull white model
Mutual Fund Securitization Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
Item Type:
Essay
Tag(s):
mutual fund
,
securitization
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
Callable Local Volatility Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Options (Finance)--Valuation--Mathematical models
,
Derivative securities
Item Type:
Essay
Tag(s):
local volatility model
,
callable exotics
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