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Tim Xiao
BMO
Position
Department
Field of research
Economics (General Management)
Email
cfrm17@yahoo.com
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Pricing Swap with Better-of Cliquet Option
Economics (General Management)
302 views
Date of upload:
26.01.2023
Co-author:
Abstract:
A model is developed for pricing a swap with better of cliquet opti...
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Commodity Asian Swap Valuation
Economics (Finance)
333 views
Date of upload:
13.03.2023
Co-author:
Abstract:
The commodities swaps are based on crude and refined oil products a...
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Pricing Rainbow Partial Barrier Option
Economics (Finance)
284 views
Date of upload:
14.03.2023
Co-author:
Abstract:
A rainbow partial barrier option is an option on two assets where o...
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Pricing Shout Cap and Floor
Economics (Finance)
368 views
Date of upload:
14.03.2023
Co-author:
Abstract:
A European shout floor is similar to a shout cap. The shout floor i...
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