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Tim Xiao
BMO
Position
Department
Field of research
Economics (General Management)
Email
cfrm17@yahoo.com
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Hull-White Model for Convertible Bond
Economics (General Management)
418 views
Date of upload:
28.11.2022
Co-author:
Abstract:
The Hull-White convertible bond pricing model assumes that the shor...
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Brownian Bridge Method
Economics (General Management)
417 views
Date of upload:
28.11.2022
Co-author:
Abstract:
The Brownian bridge algorithm generates points on a path sequential...
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Pricing Exchangeable Convertible Bond
Economics (General Management)
377 views
Date of upload:
28.11.2022
Co-author:
Abstract:
A convertible bond with exchangeable feature, which can be converte...
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Pricing Asset Backed Senior Note
Economics (General Management)
397 views
Date of upload:
28.11.2022
Co-author:
Abstract:
An early amortization event is a set of circumstances specified in ...
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