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Tim Xiao
BMO
Position
Department
Field of research
Economics (General Management)
Email
cfrm17@yahoo.com
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CAD Government Bond Bootstrapping
Economics (General Management)
361 views
Date of upload:
21.12.2022
Co-author:
Abstract:
Canadian Government Bonds are traded and quoted based on yield to m...
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Pricing American Swaption
Economics (General Management)
263 views
Date of upload:
22.12.2022
Co-author:
Abstract:
If an American swaption is exercised at a point that is not a reset...
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Cancelable Swap Pricing Model
Economics (General Management)
321 views
Date of upload:
22.12.2022
Co-author:
Abstract:
A pricing model is presented for pricing cancelable fixed-for-float...
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GIC Redemption Option Sensitivity Calculation
Economics (General Management)
286 views
Date of upload:
23.12.2022
Co-author:
Abstract:
Flexible is a one year maturity GIC whose holder has an option to r...
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