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Tim Xiao
BMO
Position
Department
Field of research
Economics (General Management)
Email
cfrm17@yahoo.com
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Monte Carlo Value At Risk Introduction
Social Sciences (Economics)
466 views
Date of upload:
24.01.2021
Co-author:
Abstract:
Value at Risk (VaR) is the regulatory measurement for assessing mar...
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Warrant Pricing
Economics (Finance)
434 views
Date of upload:
18.04.2021
Co-author:
Abstract:
An equity warrant is an option on the equity of a firm issued by th...
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Cliquet Option Pricing
Social Sciences (Economics)
446 views
Date of upload:
26.07.2021
Co-author:
Abstract:
A cliquet option, also called ratchet option, consists of a series ...
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Equity-Linked Bonus Coupon Note
Economics (Finance)
557 views
Date of upload:
01.08.2021
Co-author:
Abstract:
A bonus coupon note, also referred to as coupon growth note or bonu...
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