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Tim Xiao
BMO
Position
Department
Field of research
Economics (General Management)
Email
cfrm17@yahoo.com
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Correlation Estimation
Economics (Finance)
298 views
Date of upload:
13.11.2022
Co-author:
Abstract:
Rank correlation is the study of relationships between different ra...
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Commodity Seasonality Adjustment
Economics (Finance)
320 views
Date of upload:
13.11.2022
Co-author:
Abstract:
Due to seasonality effects in the futures price dynamics, standard ...
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Equity Linked GIC Pooling Approach
Economics (General Management)
316 views
Date of upload:
26.11.2022
Co-author:
Abstract:
The equity GIC product has the property that strike levels are the ...
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Pricing Quanto Himalayan Option
Economics (General Management)
386 views
Date of upload:
26.11.2022
Co-author:
Abstract:
We present analytics for pricing quanto European-style Himalayan op...
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