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Callable Yield Note
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
yield note
,
callable yield note
,
derivative valuation
Search term matches:
Tag
...
derivative
valuation
...
Accelerated Share Repurchase
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
accelerated share repurchase
,
derivative valuation
Search term matches:
Tag
...
derivative
valuation
...
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Article
Tag(s):
credit value adjustment (CVA)
,
credit risk modeling
,
financial derivative valuation
,
collateralization
,
margin and netting.
Search term matches:
Tag
... financial
derivative
valuation
...
Full Text
... adjustment (CVA), credit risk modeling, financial
derivative
valuation
, collateralization, margin ...
An Efficient Lattice Algorithm For The LIBOR Market Model
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Values--Philosophy
,
Economics
Item Type:
Article
Tag(s):
LIBOR Market Model
,
lattice model
,
asset pricing
,
derivatives valuation
,
risk management
,
Value theory
Search term matches:
Tag
...
derivatives
valuation
...
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