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Tim Xiao
BMO
Position
Department
Field of research
Economics (General Management)
Email
cfrm17@yahoo.com
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LIBOR Rate Model Introduction
Economics (General Management)
332 views
Date of upload:
02.12.2022
Co-author:
Abstract:
A Libor rate model is presented for pricing Libor-rate based deriva...
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Pricing Amortizing Floor Option
Economics (General Management)
295 views
Date of upload:
11.12.2022
Co-author:
Abstract:
An amortizing floor option consists of 12 floorlets, or put options...
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Pricing Single Currency Bermudan Swaption
Economics (General Management)
448 views
Date of upload:
11.12.2022
Co-author:
Abstract:
The underlying security of a single currency Bermudan swaption is a...
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Pricing Arbitrary Cash-Flow
Economics (General Management)
294 views
Date of upload:
11.12.2022
Co-author:
Abstract:
An Arbitrary Cash-Flow (ACF) security interface values future known...
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