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CORE Search Results Start Search Over

  • All Deposits 0
  • ASEEES Deposits
  • LIBOR Rate Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Scholarly Communication
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    libor rate model, LIBOR Market Model

  • Hull White Volatility Calibration Study

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Scholarly Communication
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    Hull White model, volatility

  • Daily Digital Swap Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Scholarly Communication
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    digital swap, swap valuation

  • Quanto Total Return LIBOR Swap Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Scholarly Communication
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    total return swap, quanto option

  • Early Start Swap Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Scholarly Communication
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    early start swap, swap valuation

  • CMS Spread Option Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Scholarly Communication
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    CMS swap, spread option, option valuation

  • Variable Rate Swap Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Derivative securities--Prices
    Item Type:
    Essay
    Tag(s):
    Variable Rate Swap, Swap Model

  • Black-Karasinski Short Rate Tree Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    Black-Karasinski M

  • Arrear Quanto CMS Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Derivative securities--Prices
    Item Type:
    Essay
    Tag(s):
    quanto CMS, arrear fixing, arrear fixing

  • Martingale Preserving Tree Analytics

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    Martingale Preserving Tree

  • American Bond Yield Option

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    American option, bond yield

  • Flexible GIC Pricing Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Merton Model
    Item Type:
    Essay
    Tag(s):
    GIC, flexible gic

  • Callable Inverse Swap

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Derivative securities--Valuation--Mathematical models
    Item Type:
    Essay
    Tag(s):
    callable, callable swap, callable inverse swap

  • Extendable Swap Pricing Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities
    Item Type:
    Essay
    Tag(s):
    extendable swap

  • GIC Pricing Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    GIC, valuation model

  • Bond Bootstrapping Approach

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Assets (Accounting)--Valuation
    Item Type:
    Essay
    Tag(s):
    bond curve construction, curve bootstrapping

  • Hull White Volatility Calibration Method

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities--Valuation, Derivative securities
    Item Type:
    Essay
    Tag(s):
    volatility calibration

  • Asset Backed Senior Note Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    ABS, ABS valuation

  • Exchangeable Convertible Bond Valuation

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Corporations--Valuation
    Item Type:
    Essay
    Tag(s):
    convertible bond, exchangeable

  • Brownian Bridge Algorithm

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Monte Carlo method
    Item Type:
    Essay
    Tag(s):
    brwonian bridge, monte carlo, barrier option

  • Hull-White Convertible Bond Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Pricing
    Item Type:
    Essay
    Tag(s):
    convertible bond, hull white model

  • Mutual Fund Securitization Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities
    Item Type:
    Essay
    Tag(s):
    mutual fund, securitization

  • Three Factor Convertible Bond Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Options (Finance), Derivative securities
    Item Type:
    Essay
    Tag(s):
    convertible bond, bond valuation

  • Forward Starting Option Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Options (Finance), Derivative securities
    Item Type:
    Essay
    Tag(s):
    forward start option, cliquet

  • Callable Local Volatility Model

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Options (Finance)--Valuation--Mathematical models, Derivative securities
    Item Type:
    Essay
    Tag(s):
    local volatility model, callable exotics

Viewing item 1 to 25 (of 106 items)
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  • Author
    • David Lee 1X
    • Tim Xiao 106X
  • Group
    • Business Management 100X
    • Scholarly Communication 9X
  • Subject
    • Monte Carlo method 1X
    • Options (Finance) 4X
    • Options (Finance)--Valuation--Mathematical models 1X
    • Pricing 1X
    • Sociology 2X
    • Values--Philosophy 2X
    • Derivative securities--Prices 2X
    • Merton Model 1X
    • Qualitative research--Methodology 1X
    • Assets (Accounting)--Valuation 1X
    • Commercial statistics 1X
    • Corporations--Valuation 1X
    • Derivative securities 27X
    • Derivative securities--Valuation 12X
    • Derivative securities--Valuation--Mathematical models 1X
    • Economics 76X
    • Finance 2X
    • Knowledge management 1X
    • more>>
  • Item Type
    • Article 15X
    • Essay 25X
    • Presentation 66X
    • more>>
  • Date
    • 2022 28X
    • 2021 49X
    • 2020 26X
    • 2017 1X
    • 2015 1X
    • 2014 1X
    • more>>
  • File Type
    • Text 106X
HUMANITIES COMMONS. BASED ON COMMONS IN A BOX.
TERMS OF SERVICE • PRIVACY POLICY • GUIDELINES FOR PARTICIPATION

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