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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
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