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CORE Search Results Start Search Over

  • All Deposits 0
  • Reverse Convertible Pricing Model

    Author(s):
    David Lee (see profile)
    Date:
    2023
    Group(s):
    Business Management, Public Humanities, Scholarly Communication
    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, Public Humanities, Scholarly Communication
    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, Public Humanities, Scholarly Communication
    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, Public Humanities, Scholarly Communication
    Subject(s):
    Derivative securities, Options (Finance), Options (Finance)--Valuation
    Item Type:
    Report
    Tag(s):
    equity option, Asian option, option valuation

  • Variance and Volatility Swap Model

    Author(s):
    David Lee (see profile)
    Date:
    2023
    Group(s):
    Business Management, Public Humanities, Scholarly Communication
    Subject(s):
    Derivative securities, Valuation, Stock exchanges
    Item Type:
    Essay
    Tag(s):
    variance swap, volatility swap, asset pricing, derivative valuation

  • Term of Structure of Implied Volatility Model

    Author(s):
    David Lee (see profile)
    Date:
    2023
    Group(s):
    Business Management, Public Humanities, Scholarly Communication
    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, Public Humanities, Scholarly Communication
    Subject(s):
    Derivative securities, Stock exchanges, Options (Finance)
    Item Type:
    Presentation
    Tag(s):
    option, basket option, derivative valuation

  • Default Put Protection Derivative Analytics

    Author(s):
    David Lee (see profile)
    Date:
    2023
    Group(s):
    Business Management, Public Humanities, Scholarly Communication
    Subject(s):
    Derivative securities, Credit, Valuation
    Item Type:
    Presentation
    Tag(s):
    put production, credit derivatives, derivative valuation

  • Gold Option Pricing Model

    Author(s):
    David Lee (see profile)
    Date:
    2023
    Group(s):
    Business Management, Public Humanities, Scholarly Communication
    Subject(s):
    Derivative securities, Commodity exchanges, Contingent valuation
    Item Type:
    Report
    Tag(s):
    gold derivatives, derivative valuation, pricing model

  • Pricing Path Dependent Derivative Note

    Author(s):
    David Lee (see profile)
    Date:
    2023
    Group(s):
    Business Management, Public Humanities, Scholarly Communication
    Subject(s):
    Derivative securities, Economics, Finance, Pricing
    Item Type:
    Article
    Tag(s):
    Deirivatives, equity linked note, path dependent valuation

  • American Barrier Option Model

    Author(s):
    David Lee (see profile)
    Date:
    2023
    Group(s):
    Business Management, Public Humanities, Scholarly Communication
    Subject(s):
    Derivative securities, Pricing, Stock exchanges
    Item Type:
    Presentation
    Tag(s):
    Barrier option, American option, asset pricing, valuation model

  • CLO Total Return Swap

    Author(s):
    David Lee (see profile)
    Date:
    2023
    Group(s):
    Business Management, Public Humanities, Scholarly Communication
    Subject(s):
    Capital assets pricing model, Risk management, Corporations--Valuation, Derivative securities
    Item Type:
    Report
    Tag(s):
    CLO, devative pricing, Swap Model

  • 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

Viewing item 1 to 25 (of 39 items)
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  • Author
    • David Lee 12X
    • Tim Xiao 27X
  • Group
    • Business Management 33X
    • Public Humanities 12X
    • Scholarly Communication 18X
    • more>>
  • Subject
    • Monte Carlo method 1X
    • Options (Finance) 10X
    • Options (Finance)--Valuation 2X
    • Options (Finance)--Valuation--Mathematical models 1X
    • Pricing 4X
    • Risk management 2X
    • Stock exchanges 3X
    • Valuation 2X
    • Derivative securities--Prices 2X
    • Merton Model 1X
    • Assets (Accounting)--Valuation 1X
    • Capital assets pricing model 1X
    • Commodity exchanges 1X
    • Contingent valuation 1X
    • Corporations--Valuation 3X
    • Credit 1X
    • Derivative securities 39X
    • Derivative securities--Valuation 13X
    • Derivative securities--Valuation--Mathematical models 1X
    • Economics 1X
    • Finance 1X
    • more>>
  • Item Type
    • Article 4X
    • Essay 26X
    • Presentation 4X
    • Report 5X
    • more>>
  • Date
    • 2023 12X
    • 2022 27X
  • File Type
    • Text 39X
HUMANITIES COMMONS. BASED ON COMMONS IN A BOX.
TERMS OF SERVICE • PRIVACY POLICY • GUIDELINES FOR PARTICIPATION

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