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Variance and Volatility Swap Model
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
,
Public Humanities
,
Scholarly Communication
Subject(s):
Derivative securities
,
Valuation
,
Stock exchanges
Item Type:
Essay
Tag(s):
variance swap
,
volatility swap
,
asset pricing
,
derivative valuation
Search term matches:
Tag
...
derivative
valuation
...
Equity Forwards and Futures Valuation
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
,
Public Humanities
,
Scholarly Communication
Subject(s):
Foreign exchange futures
,
Futures market
,
Valuation
Item Type:
Report
Tag(s):
forward
,
futures
,
derivative valuation
Search term matches:
Tag
...
derivative
valuation
...
Term of Structure of Implied Volatility Model
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
,
Public Humanities
,
Scholarly Communication
Subject(s):
Risk management
,
Options (Finance)
,
Derivative securities
Item Type:
Presentation
Tag(s):
Implied volatility
,
VAR
,
derivative valuation
Search term matches:
Tag
...
derivative
valuation
...
Valuation of Shrinking Basket Option Based on the Worst Return.
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
,
Public Humanities
,
Scholarly Communication
Subject(s):
Derivative securities
,
Stock exchanges
,
Options (Finance)
Item Type:
Presentation
Tag(s):
option
,
basket option
,
derivative valuation
Search term matches:
Tag
...
derivative
valuation
...
Default Put Protection Derivative Analytics
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
,
Public Humanities
,
Scholarly Communication
Subject(s):
Derivative securities
,
Credit
,
Valuation
Item Type:
Presentation
Tag(s):
put production
,
credit derivatives
,
derivative valuation
Search term matches:
Tag
...
derivative
valuation
...
Gold Option Pricing Model
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
,
Public Humanities
,
Scholarly Communication
Subject(s):
Derivative securities
,
Commodity exchanges
,
Contingent valuation
Item Type:
Report
Tag(s):
gold derivatives
,
derivative valuation
,
pricing model
Search term matches:
Tag
...
derivative
valuation
...
Two Asset Barrier Option Valuation Model
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
,
Public Humanities
,
Scholarly Communication
Subject(s):
Valuation
,
Economics
,
Finance
Item Type:
Report
Tag(s):
derivative valuation
,
asset pricing
,
barrier option
,
valuation model
Search term matches:
Tag
...
derivative
valuation
...
Callable Yield Note
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
yield note
,
callable yield note
,
derivative valuation
Search term matches:
Tag
...
derivative
valuation
...
Accelerated Share Repurchase
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
accelerated share repurchase
,
derivative valuation
Search term matches:
Tag
...
derivative
valuation
...
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Article
Tag(s):
credit value adjustment (CVA)
,
credit risk modeling
,
financial derivative valuation
,
collateralization
,
margin and netting.
Search term matches:
Tag
... financial
derivative
valuation
...
Full Text
... adjustment (CVA), credit risk modeling, financial
derivative
valuation
, collateralization, margin ...
An Efficient Lattice Algorithm For The LIBOR Market Model
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Values--Philosophy
,
Economics
Item Type:
Article
Tag(s):
LIBOR Market Model
,
lattice model
,
asset pricing
,
derivatives valuation
,
risk management
,
Value theory
Search term matches:
Tag
...
derivatives
valuation
...
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