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Tim Xiao
BMO
Position
Department
Field of research
Economics (General Management)
Email
cfrm17@yahoo.com
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Computing Conditional Probability of Hitting Barrier
Economics (General Management)
300 views
Date of upload:
24.01.2023
Co-author:
Abstract:
The method for evaluating the conditional probability of hitting an...
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Monte Carlo Short Rate Model
Economics (General Management)
287 views
Date of upload:
25.01.2023
Co-author:
Abstract:
The Monte Carlo Multi-factor Short Rate Mode has been used extensiv...
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Delta-Gamma-Vega Value-at-Risk Model
Economics (General Management)
399 views
Date of upload:
25.01.2023
Co-author:
Abstract:
The Delta Gamma Vega (DGV) methodology is developed to estimate Val...
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Asian Swap Model
Economics (General Management)
288 views
Date of upload:
26.01.2023
Co-author:
Abstract:
The arithmetic average of the resulting approximate basket price pr...
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