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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
Search term matches:
Title
... Binary Return Note
Valuation
...
Subject
... Derivative securities--
Valuation
...
Tag
... option
valuation
...
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
Search term matches:
Title
... Fade Option
Valuation
...
Subject
... Derivative securities--
Valuation
...
Tag
... option
valuation
...
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
Search term matches:
Title
... Asian Futures Option
Valuation
...
Subject
... Derivative securities--
Valuation
...
Tag
... derivatives
valuation
...
Power Swap Valuation
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Prices
,
Commercial products
,
Derivative securities--Valuation
Item Type:
Article
Tag(s):
power swap
,
commodity derivatives
,
commodity market
,
derivatives valuation
Search term matches:
Title
... Power Swap
Valuation
...
Subject
... Derivative securities--
Valuation
...
Tag
... 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
Search term matches:
Title
... Double Window Barrier Option
Valuation
...
Subject
... Derivative securities--
Valuation
...
Tag
... option
valuation
...
Index Tranches and Bespoke CDOs
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Credit derivatives
,
Derivative securities--Valuation
,
Collateralized debt obligations
,
Capital assets pricing model
Item Type:
Article
Tag(s):
credit derivatives
,
cdo
,
index
,
valuation
,
risk management
Search term matches:
Subject
... Derivative securities--
Valuation
...
Tag
...
valuation
...
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
Search term matches:
Subject
... Options (Finance)--
Valuation
--Mathematical models ...
Tag
... option
valuation
...
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
Search term matches:
Subject
... Corporations--
Valuation
...
Tag
...
valuation
...
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
Search term matches:
Title
... Digital Barrier Basket Note
Valuation
...
Subject
... Derivative securities--
Valuation
...
Tag
... option
valuation
...
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
Search term matches:
Subject
... Options (Finance)--
Valuation
...
Tag
... option
valuation
...
Variance and Volatility Swap Model
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Derivative securities
,
Valuation
,
Stock exchanges
Item Type:
Essay
Tag(s):
variance swap
,
volatility swap
,
asset pricing
,
derivative valuation
Search term matches:
Subject
...
Valuation
...
Tag
... derivative
valuation
...
Equity Forwards and Futures Valuation
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Foreign exchange futures
,
Futures market
,
Valuation
Item Type:
Report
Tag(s):
forward
,
futures
,
derivative valuation
Search term matches:
Title
... Equity Forwards and Futures
Valuation
...
Subject
...
Valuation
...
Tag
... derivative
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
Search term matches:
Subject
...
Valuation
...
Tag
... option
valuation
...
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
Search term matches:
Tag
... 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
Search term matches:
Title
...
Valuation
of Shrinking Basket Option Based on the Worst Return. ...
Tag
... derivative
valuation
...
Default Put Protection Derivative Analytics
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Derivative securities
,
Credit
,
Valuation
Item Type:
Presentation
Tag(s):
put production
,
credit derivatives
,
derivative valuation
Search term matches:
Subject
...
Valuation
...
Tag
... derivative
valuation
...
Gold Option Pricing Model
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Derivative securities
,
Commodity exchanges
,
Contingent valuation
Item Type:
Report
Tag(s):
gold derivatives
,
derivative valuation
,
pricing model
Search term matches:
Subject
... Contingent
valuation
...
Tag
... derivative
valuation
...
Pricing Path Dependent Derivative Note
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Derivative securities
,
Economics
,
Finance
,
Pricing
Item Type:
Article
Tag(s):
Deirivatives
,
equity linked note
,
path dependent valuation
Search term matches:
Tag
... path dependent
valuation
...
American Barrier Option Model
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Derivative securities
,
Pricing
,
Stock exchanges
Item Type:
Presentation
Tag(s):
Barrier option
,
American option
,
asset pricing
,
valuation model
Search term matches:
Tag
...
valuation
model ...
Two Asset Barrier Option Valuation Model
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Valuation
,
Economics
,
Finance
Item Type:
Report
Tag(s):
derivative valuation
,
asset pricing
,
barrier option
,
valuation model
Search term matches:
Title
... Two Asset Barrier Option
Valuation
Model ...
Subject
...
Valuation
...
Tag
... derivative
valuation
...
Two Asset Barrier Option
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Economics
,
Finance
Item Type:
Report
Tag(s):
Barrier option
,
asset pricing
,
valuation model
Search term matches:
Tag
...
valuation
model ...
GIC Pricing Model
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Item Type:
Report
Tag(s):
Asset pricing
,
valuation model
,
GIC
Search term matches:
Tag
...
valuation
model ...
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
Search term matches:
Subject
... Derivative securities--
Valuation
...
Tag
... swap
valuation
...
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
Search term matches:
Subject
... Derivative securities--
Valuation
...
Tag
... swap
valuation
...
Full Text
...
Valuation
day Beginning of End of exercise period exercise period Option tenor ...
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
Search term matches:
Subject
... Derivative securities--
Valuation
...
Tag
... option
valuation
...
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