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Tim Xiao
BMO
Position
Department
Field of research
Economics (General Management)
Email
cfrm17@yahoo.com
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Pricing FX Option via BGM
Economics (General Management)
381 views
Date of upload:
27.12.2022
Co-author:
Abstract:
The interest rate diffusion refers to the Brace-Gatarek-Musiela (BG...
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Greek Calculation for Local Volatility Model
Economics (General Management)
296 views
Date of upload:
29.12.2022
Co-author:
Abstract:
Calculation of the Greeks in the local volatility model is difficul...
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Variable Rate Mortgage-Backed Security Introduction
Economics (General Management)
335 views
Date of upload:
29.12.2022
Co-author:
Abstract:
The Canada Housing Trust (“CHT”) will raise funds by issuing Canada...
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Credit Risk Calculation
Economics (General Management)
323 views
Date of upload:
10.01.2023
Co-author:
Abstract:
The purpose of the credit risk calculator is to ensure that the exp...
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