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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
Search term matches:
Title
... American
Bond
Yield Option ...
Tag
...
bond
yield ...
Full Text
... American
Bond
Yield Option A valuation model is presented for pricing an American style call ...
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
Search term matches:
Title
...
Bond
Bootstrapping Approach ...
Tag
...
bond
curve construction ...
Full Text
...
Bond
Bootstrapping Approach We discuss a method for bootstrapping a set of zero rates ...
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
Search term matches:
Title
... Exchangeable Convertible
Bond
Valuation ...
Tag
... convertible
bond
...
Full Text
... Exchangeable Convertible
Bond
Valuation A convertible
bond
issuer pays periodic coupons ...
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
Search term matches:
Title
... Hull-White Convertible
Bond
Model ...
Tag
... convertible
bond
...
Full Text
... Hull-White Convertible
Bond
Model The Hull-White convertible
bond
pricing model assumes ...
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
Search term matches:
Title
... Three Factor Convertible
Bond
Model ...
Tag
... convertible
bond
...
Full Text
... Three Factor Convertible
Bond
Analytics The owner of a convertible
bond
(CB) receives periodic ...
Zero Coupon Bond
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
bond
,
zero coupon bond
,
bond valuation
Search term matches:
Title
... Zero Coupon
Bond
...
Tag
...
bond
...
Full Text
... Discussing Zero Coupon
Bond
Valuation Overview A company can raise capital in financial ...
Puttable Bond
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
puttable bond
,
callable bond
,
bond
Search term matches:
Title
... Puttable
Bond
...
Tag
... puttable
bond
...
Full Text
... Puttable
Bond
and Vaulation Puttable
Bond
Summary ◆ Puttable
Bond
Definition ◆ The Advantages ...
Inflation Linked Bond
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
inflation linked bond
,
inflation indexed bond
,
total return bond
Search term matches:
Title
... Inflation Linked
Bond
...
Tag
... inflation linked
bond
...
Full Text
... Inflation Indexed
Bond
Valuation Introduction FinPricing Inflation
Bond
Summary ▪ Inflation ...
Floating Rate Notes
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
floating rate bond
,
floating rate note
,
variable bond
Search term matches:
Tag
... floating rate
bond
...
Full Text
... Note (FRN) or Floating Rate
Bond
Introduction ▪ The Use of Floating Rate Notes ▪ Valuation ...
Callable Bond
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
bond
,
callable bond
,
puttable bond
Search term matches:
Title
... Callable
Bond
...
Tag
...
bond
...
Full Text
... Callable
Bond
and Vaulation Callable
Bond
Summary ◆ Callable
Bond
Definition ◆ The Advantages ...
Bond Future Option
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
bond
,
bond futures
,
bond future option
Search term matches:
Title
...
Bond
Future Option ...
Tag
...
bond
...
Full Text
...
Bond
Future Option Valuation Guide FinPricing
Bond
Future Option Summary ▪
Bond
Future Option ...
Bond Futures
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
bond
,
bond future
Search term matches:
Title
...
Bond
Futures ...
Tag
...
bond
...
Full Text
...
Bond
Future Definition and Valuation FinPricing
Bond
Futures Summary ▪
Bond
Future ...
Bond Valuation
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
bond
,
bond valuation
,
yield to maturity
Search term matches:
Title
...
Bond
Valuation ...
Tag
...
bond
...
Full Text
... Fixed Rate
Bond
Valuation and Risk FinPricing Fixed Rate
Bond
Summary ▪ Fixed Rate
Bond
...
Amortizing Bond
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Bond
,
Amortizing bond
,
Accreting Bond
Search term matches:
Title
... Amortizing
Bond
...
Tag
...
bond
...
Full Text
... Pricing Amortizing
Bond
and Accreting
Bond
Amortizing
Bond
Summary ▪ Amortizing
Bond
...
Reverse Convertible Autocallable Swap or Bond Valuation
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
reverse convertible swap
,
reverse convertible bond
Search term matches:
Title
... Reverse Convertible Autocallable Swap or
Bond
Valuation ...
Tag
... reverse convertible
bond
...
Full Text
... Reverse Convertible Autocallable Swap or
Bond
Valuation A reverse convertible autocallable ...
Convertible Bond Pricing
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
convertible bond
,
convertible bond pricing
Search term matches:
Title
... Convertible
Bond
Pricing ...
Tag
... convertible
bond
...
Full Text
... Convertible
Bond
Difinition and Pricing Guide FinPricing Equity Convertible A convertible ...
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Finance
,
Sociology
Item Type:
Article
Tag(s):
jump diffusion
,
convertible bond
,
convertible underpricing
,
convertible arbitrage
,
default time approach
,
default probability approach
,
Sociology of finance
Search term matches:
Title
... Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible
Bonds
...
Tag
... convertible
bond
...
Full Text
...
Bonds
Tim Xiao1 International Journal of Financial Markets and Derivatives, 4(1) 1-25, 2015 ...
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk
Author(s):
Tim Xiao
(see profile)
Date:
2014
Group(s):
Business Management
,
Scholarly Communication
Subject(s):
Values--Philosophy
,
Finance
,
Sociology
,
Economics
Item Type:
Article
Tag(s):
hybrid financial instrument
,
convertible bond
,
convertible underpricing
,
convertible arbitrage
,
default time approach
,
Value theory
,
Sociology of finance
Search term matches:
Title
... A Simple and Precise Method for Pricing Convertible
Bond
with Credit Risk ...
Tag
... convertible
bond
...
Full Text
... A Simple and Precise Method for Pricing Convertible
Bond
with Credit Risk Tim Xiao1 ...
Why Monogamy is Natural
Author(s):
John Witte, Jr.
(see profile)
Date:
2012
Subject(s):
Religion
,
Families
Item Type:
Newspaper article
Tag(s):
Monogamy
,
Pair-Bonding
,
Infant Dependency
,
Parental Attachment
,
Paternal Certainty
,
Marriage
,
Family
Search term matches:
Tag
... pair-
bonding
...
Full Text
... John Witte, Jr. Abstract This brief article shows that pair-
bonding
strategies of reproduction ...
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