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Tim Xiao
BMO
Position
Department
Field of research
Economics (General Management)
Email
cfrm17@yahoo.com
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Local Volatility Model for Quanto Options
Economics (General Management)
374 views
Date of upload:
27.11.2022
Co-author:
Abstract:
We present a model for calculating the price of European call and p...
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Pricing Forward Starting Option
Economics (General Management)
471 views
Date of upload:
27.11.2022
Co-author:
Abstract:
A forward starting option is an option whose strike price is not fu...
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Pricing Convertible Bond via Three Factor Model
Economics (General Management)
371 views
Date of upload:
27.11.2022
Co-author:
Abstract:
We propose a model for pricing a convertible bond (CB) where the is...
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Mutual Fund Securitization
Economics (General Management)
390 views
Date of upload:
28.11.2022
Co-author:
Abstract:
Two parties have established Securitization Partnership (the “Partn...
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