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Tim Xiao
BMO
Position
Department
Field of research
Economics (General Management)
Email
cfrm17@yahoo.com
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Digital LIBOR Swap Pricing
Social Sciences (Economics)
166 views
Date of upload:
20.08.2023
Co-author:
Abstract:
A daily digital LIBOR swap is an interest rate swap whose reference...
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American Bond Option Valuation
Economics (Finance)
177 views
Date of upload:
20.08.2023
Co-author:
Abstract:
A valuation model is presented for pricing an American style call o...
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Asset Backed Senior Note Model
Social Sciences (Economics)
165 views
Date of upload:
20.08.2023
Co-author:
Abstract:
A securitization trade allows the holder to purchase co-ownership i...
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Callable Asian Option Model
Economics (Finance)
188 views
Date of upload:
21.08.2023
Co-author:
Abstract:
A new model is presented for pricing callable Asian options. Such ...
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