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• 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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