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Tim Xiao
BMO
Position
Department
Field of research
Economics (General Management)
Email
cfrm17@yahoo.com
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Basis Curve
Economics (Finance)
446 views
Date of upload:
21.09.2021
Co-author:
Abstract:
The term structure of an interest rate basis curve is defined as th...
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OIS Curve and Discounting
Social Sciences (Economics)
336 views
Date of upload:
24.09.2021
Co-author:
Abstract:
Overnight index swaps (OIS) curves became the market standard for d...
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FX Volatility Data
Economics (Finance)
418 views
Date of upload:
24.09.2021
Co-author:
Abstract:
An implied volatility is the volatility implied by the market price...
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Swaption Volatility Data
Social Sciences (Economics)
347 views
Date of upload:
24.09.2021
Co-author:
Abstract:
An interest rate swaption volatility surface is a four-dimensional ...
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