CATEGORIES
Registration
My account
Information
Tim Xiao
BMO
Position
Department
Field of research
Economics (General Management)
Email
cfrm17@yahoo.com
My OpenAccess portfolio

There are no uploaded videos yet.

There are no uploaded posters yet.

There are no uploaded papers yet.

img
Local Volatility Model for Quanto Options
Economics (General Management)
373 views
Date of upload:
27.11.2022
Co-author:
Abstract:
We present a model for calculating the price of European call and p...
View more
img
Pricing Forward Starting Option
Economics (General Management)
470 views
Date of upload:
27.11.2022
Co-author:
Abstract:
A forward starting option is an option whose strike price is not fu...
View more
img
Pricing Convertible Bond via Three Factor Model
Economics (General Management)
370 views
Date of upload:
27.11.2022
Co-author:
Abstract:
We propose a model for pricing a convertible bond (CB) where the is...
View more
img
Mutual Fund Securitization
Economics (General Management)
389 views
Date of upload:
28.11.2022
Co-author:
Abstract:
Two parties have established Securitization Partnership (the “Partn...
View more
‹ First91011Last ›

There are no uploaded conferences yet.