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Taylor Laon
Layerone
Position
Department
Field of research
Economics (Finance)
Email
txiao@layeronesoftware.com
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Reverse Convertible Instruments
Social Sciences (Economics)
158 views
Date of upload:
29.09.2023
Co-author:
Abstract:
The payoff of reverse convertible product involves returns on multi...
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Credit Delta and VaR
Social Sciences (Economics)
185 views
Date of upload:
29.09.2023
Co-author:
Abstract:
The article discusses credit delta (PV01) and credit VaR measuremen...
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Pricing Compound Option
Economics (Finance)
126 views
Date of upload:
23.01.2024
Co-author:
Abstract:
For a European compound call option, the payoff at maturity is give...
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Calculating Average Volatility
Social Sciences (Social Sciences)
129 views
Date of upload:
29.03.2024
Co-author:
Abstract:
This paper presents a model for compute average volatility and corr...
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