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Reverse Convertible Pricing Model
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Derivative securities
,
Corporations--Valuation
,
Options (Finance)
,
Pricing
Item Type:
Article
Tag(s):
reverse convertible
,
asset pricing
,
security
,
valuation
,
valuation model
Search term matches:
Tag
...
valuation
model
...
American Barrier Option Model
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Derivative securities
,
Pricing
,
Stock exchanges
Item Type:
Presentation
Tag(s):
Barrier option
,
American option
,
asset pricing
,
valuation model
Search term matches:
Tag
...
valuation
model
...
Two Asset Barrier Option Valuation Model
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Valuation
,
Economics
,
Finance
Item Type:
Report
Tag(s):
derivative valuation
,
asset pricing
,
barrier option
,
valuation model
Search term matches:
Title
... Two Asset Barrier Option
Valuation
Model
...
Tag
...
valuation
model
...
Two Asset Barrier Option
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Economics
,
Finance
Item Type:
Report
Tag(s):
Barrier option
,
asset pricing
,
valuation model
Search term matches:
Tag
...
valuation
model
...
GIC Pricing Model
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Item Type:
Report
Tag(s):
Asset pricing
,
valuation model
,
GIC
Search term matches:
Tag
...
valuation
model
...
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
Search term matches:
Tag
...
valuation
model
...
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Article
Tag(s):
valuation model; credit risk modeling; collateralization; correlation
,
CDS.
Search term matches:
Tag
...
valuation
model
; credit risk modeling; collateralization; correlation ...
Full Text
... in the CDS market. Key Words:
valuation
model
; credit risk modeling; collateralization; correlation ...
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