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CORE Search Results Start Search Over

  • All Deposits 0
  • 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 ...

  • 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
    Search term matches:
    Subject
    ... Derivative securities--Valuation ...
    Tag
    ... valuation model ...

  • 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
    Search term matches:
    Subject
    ... Derivative securities--Valuation ...
    Tag
    ... abs valuation ...
    Full Text
    ... . For this reason, only the portion of the model relevant to the liquidation period The valuation is updated ...

  • 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
    Search term matches:
    Tag
    ... bond valuation ...
    Full Text
    ... the coupon amounts paid by the underlying bond in the CB valuation. You can find more about convertible ...

  • FX Asian Option

    Author(s):
    Tim Xiao (see profile)
    Date:
    2021
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Presentation
    Tag(s):
    Asian option, FX option, option valuation
    Search term matches:
    Tag
    ... option valuation ...
    Full Text
    ... Aian Option Introduction ▪ The Use of FX Asian Options ▪ Forex Market Convention ▪ Valuation ...

  • Zero Coupon Bond

    Author(s):
    Tim Xiao (see profile)
    Date:
    2021
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Presentation
    Tag(s):
    bond, zero coupon bond, bond valuation
    Search term matches:
    Tag
    ... bond valuation ...
    Full Text
    ... Discussing Zero Coupon Bond Valuation Overview A company can raise capital in financial ...

  • Bond Valuation

    Author(s):
    Tim Xiao (see profile)
    Date:
    2021
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Presentation
    Tag(s):
    bond, bond valuation, yield to maturity
    Search term matches:
    Title
    ... Bond Valuation ...
    Tag
    ... bond valuation ...
    Full Text
    ... Fixed Rate Bond Valuation and Risk FinPricing Fixed Rate Bond Summary ▪ Fixed Rate Bond ...

  • 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 ...
    Full Text
    ... Callable Yield Note Valuation A yield note is a principal-protected structured note that pays ...

  • 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 ...
    Full Text
    ... Accelerated Share Repurchase Valuation An accelerated share repurchase (ASR) agreement ...

  • Binary Option Valuation

    Author(s):
    Tim Xiao (see profile)
    Date:
    2021
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Presentation
    Tag(s):
    binary option pricing, digital option valuation
    Search term matches:
    Title
    ... Binary Option Valuation ...
    Tag
    ... digital option valuation ...
    Full Text
    ... Binary Option Valuation A binary option is an option with a predetermined payoff, triggered ...

  • Warrant Pricing Guide

    Author(s):
    Tim Xiao (see profile)
    Date:
    2021
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Presentation
    Tag(s):
    warrant, right, callable warrant valuation
    Search term matches:
    Tag
    ... callable warrant valuation ...
    Full Text
    ... Introduction ▪ The Use of Equity Warrants ▪ Equity Warrant Payoffs ▪ Valuation ▪ Valuation Model Assumption ...

  • Pricing American Option

    Author(s):
    Tim Xiao (see profile)
    Date:
    2021
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Presentation
    Tag(s):
    american option, american option valuation
    Search term matches:
    Tag
    ... american option valuation ...
    Full Text
    ... American Equity Option Valuation Practical Guide FinPricing American Equity Option Summary ...

  • Funding Valuation Adjustment

    Author(s):
    Tim Xiao (see profile)
    Date:
    2020
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Presentation
    Tag(s):
    funding valuation adjustment, FVA, credit risk, credit exposure approach, least square Monte Carlo approach, funding cost
    Search term matches:
    Title
    ... Funding Valuation Adjustment ...
    Tag
    ... funding valuation adjustment ...
    Full Text
    ... Credit Valuation Adjustment and Funding Valuation Adjustment CVA FVA Summary ◆ Credit ...

  • Credit Valuation Adjustment (CVA) Introduction

    Author(s):
    Tim Xiao (see profile)
    Date:
    2020
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Presentation
    Tag(s):
    Credit value adjustment, CVA, credit risk, valuation, risk management
    Search term matches:
    Title
    ... Credit Valuation Adjustment (CVA) Introduction ...
    Tag
    ... valuation ...
    Full Text
    ... by holding valuation date and portfolio unchanged ◆ In one year period, ◆ If number of breaches is 0 ...

  • Collateral Management

    Author(s):
    Tim Xiao (see profile)
    Date:
    2020
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Presentation
    Tag(s):
    Collateral, credit risk, counterparty credit risk, valuation
    Search term matches:
    Tag
    ... valuation ...
    Full Text
    ... Forms ◆ Credit Support Annex (CSA) ◆ Valuation under Collateral Arrangement ◆ Credit Exposure ...

  • 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:
    Title
    ... The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment ...
    Tag
    ... financial derivative valuation ...
    Full Text
    ... The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment ...

  • The Valuation of Credit Default Swap with Counterparty Risk and Collateralization

    Author(s):
    Tim Xiao (see profile)
    Date:
    2020
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Article
    Tag(s):
    valuation model; credit risk modeling; collateralization; correlation, CDS.
    Search term matches:
    Title
    ... The Valuation of Credit Default Swap with Counterparty Risk and Collateralization ...
    Tag
    ... valuation model; credit risk modeling; collateralization; correlation ...
    Full Text
    ... The Valuation of Credit Default Swap with Counterparty Risk and Collateralization Tim ...

  • 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 ...
    Full Text
    ... , the calibration is almost automatic and it is simple and easy to implement. Adding this model to the valuation ...

Viewing item 1 to 20 (of 20 items)

  • Author
    • Tim Xiao 20X
  • Group
    • Business Management 17X
    • Scholarly Communication 3X
  • Subject
    • Options (Finance) 1X
    • Values--Philosophy 1X
    • Derivative securities 6X
    • Derivative securities--Valuation 5X
    • Economics 14X
    • more>>
  • Item Type
    • Article 3X
    • Essay 6X
    • Presentation 11X
    • more>>
  • Date
    • 2022 6X
    • 2021 8X
    • 2020 6X
    • more>>
  • File Type
    • Text 20X
HUMANITIES COMMONS. BASED ON COMMONS IN A BOX.
TERMS OF SERVICE • PRIVACY POLICY • GUIDELINES FOR PARTICIPATION

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