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Tim Xiao
BMO
Position
Department
Field of research
Economics (General Management)
Email
cfrm17@yahoo.com
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Pricing Partial Payoff Swap
Economics (General Management)
394 views
Date of upload:
12.12.2022
Co-author:
Abstract:
Partial payoff swap pays periodically, the payoff from a particular...
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Convexity Adjustment
Economics (General Management)
381 views
Date of upload:
12.12.2022
Co-author:
Abstract:
A method is presented to calculating a particular multiplicative fa...
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Pricing Inflation Swap, Cap and Floor
Economics (General Management)
345 views
Date of upload:
12.12.2022
Co-author:
Abstract:
A model is presented for pricing swaps, caps, and floors on inflati...
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Pricing GIC Option
Economics (General Management)
269 views
Date of upload:
21.12.2022
Co-author:
Abstract:
We note that the option price depends critically on the HW volatili...
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