Tim Xiao Senior Director Bmo Commons username: @timxiao timxiao1203.github.io Following 0 members ViewActivityProfileSites 2CORE deposits 73Following 0Followers 1Groups 2DiscussionsDocsAcademic InterestsCommons GroupsHCBusiness ManagementScholarly CommunicationRecent Commons Activity deposited Callable Floating Coupon Note deposited Zero Coupon Bond in the group Business Management deposited Zero Coupon Bond deposited Puttable Bond in the group Business Management deposited Puttable BondCommons SitesHCderivative knowledgeWork Shared in COREArticlesThe Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value AdjustmentThe Valuation of Credit Default Swap with Counterparty Risk and CollateralizationThe Valuation of Interest Rate Swap with Bilateral Counterparty RiskBilateral Defaultable Financial Derivatives Pricing and Credit Valuation AdjustmentPricing Financial Derivatives Subject to Multilateral Credit Risk and CollateralizationIncremental Risk Charge MethodologyThe Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk ModelingAn Economic Examination of Collateralization in Different Financial MarketsIs the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible BondsAn Efficient Lattice Algorithm For The LIBOR Market ModelA Simple and Precise Method for Pricing Convertible Bond with Credit RiskAn Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way RiskA New Model for Pricing Collateralized Financial DerivativesPresentationsCallable Floating Coupon Note Zero Coupon BondPuttable Bond Inflation Linked BondFloating Rate Notes Callable Bond Bond Future OptionBond FuturesBond Valuation Amortizing Bond Autocallable Note Callable Range Accrual NoteCorrelation SwapHimalaya Option Rainbow OptionCallable Yield Note Equity-Linked Bonus Coupon Note Accelerated Share Repurchase Accelerated Return Note ValuationConstant Proportion Portfolio Insurance (CPPI) ValuationReverse Convertible Autocallable Swap or Bond ValuationBest of or Worst of Option ValuationSpread Option ValuationCallable Exotic Option ValuationQuanto Option ValuationBinary Option ValuationPricing Cliquet OptionPricing Barrier OptionLookback Option PricingPricing Variance SwapWarrant Pricing GuideValuation of Total Return SwapStock Option PricingEquity Forward PricingConvertible Bond PricingBasket Option ValuationAsian Option PricingPricing American OptionCap Volatility SurfacesFX Volatility Surface IntroductionConstructing Swaption Volatility SurfacesOIS Curve Construction and OIS DiscountingBasis Curve IntroductionZero Rate Curve BootstrappingYield Curve IntroductionMonte Carlo Value At Risk IntroductionRisk Sensitivity IntroductionParametric VaR IntroductionMarket Risk Economic Capital Financial Market IntroductionIncremental Risk Charge (IRC) IntroductionAn Overview of Standard Initial Margin ModeHistorical VaRCap Implied VolatilityFRTB Standardized ApproachFunding Valuation Adjustment Credit Valuation Adjustment (CVA) IntroductionCollateral Management Counterparty Credit Risk Simulation MethodologyCounterparty Credit Risk Introduction
