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Tim Xiao
BMO
Position
Department
Field of research
Economics (General Management)
Email
cfrm17@yahoo.com
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GIC Coupon Rate Calculation
Economics (General Management)
295 views
Date of upload:
23.12.2022
Co-author:
Abstract:
We calculate the Treasury transfer coupon rate, in the case of zero...
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Swap Average Term Computation
Economics (General Management)
272 views
Date of upload:
24.12.2022
Co-author:
Abstract:
The average term is calculated for a swap that underlies a European...
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Multi-currency BGM Pricing Model
Economics (General Management)
293 views
Date of upload:
24.12.2022
Co-author:
Abstract:
There is one theoretical subtlety about multi-currency models. Risk...
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BGM Monte Carlo Simulation
Economics (General Management)
274 views
Date of upload:
24.12.2022
Co-author:
Abstract:
The generated simulation must satisfy certain requirements. These p...
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