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Binary Return Note Valuation
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Options (Finance)
,
Derivative securities
,
Derivative securities--Valuation
Item Type:
Article
Tag(s):
option valuation
,
derivative pricing
,
binary return note
Search term matches:
Subject
...
Options
(Finance) ...
Tag
...
option
valuation ...
Fade Option Valuation
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Options (Finance)
,
Derivative securities
,
Derivative securities--Valuation
,
Foreign exchange
,
Pricing
Item Type:
Article
Tag(s):
fade option
,
fx option
,
option valuation
,
option model
Search term matches:
Title
... Fade
Option
Valuation ...
Subject
...
Options
(Finance) ...
Tag
... fade
option
...
Asian Futures Option Valuation
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Options (Finance)
,
Derivative securities
,
Derivative securities--Valuation
,
Capital assets pricing model
Item Type:
Article
Tag(s):
Asian option
,
Asian futures option
,
option pricing
,
derivatives valuation
Search term matches:
Title
... Asian Futures
Option
Valuation ...
Subject
...
Options
(Finance) ...
Tag
... asian
option
...
Double Window Barrier Option Valuation
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Options (Finance)
,
Derivative securities--Valuation
,
Capital assets pricing model
,
Derivative securities
Item Type:
Article
Tag(s):
barrier option
,
option valuation
,
windows barrier option
,
asset pricing
,
risk management
Search term matches:
Title
... Double Window Barrier
Option
Valuation ...
Subject
...
Options
(Finance) ...
Tag
... barrier
option
...
Capped Accumulated Return Call Option
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Options (Finance)
,
Options (Finance)--Valuation--Mathematical models
,
Capital assets pricing model
,
Stock exchanges
Item Type:
Article
Tag(s):
Capped Accumulated Return Call Option
,
option valuation
,
asset pricing
,
pricing model
Search term matches:
Title
... Capped Accumulated Return Call
Option
...
Subject
...
Options
(Finance) ...
Tag
... capped accumulated return call
option
...
Digital Barrier Basket Note Valuation
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Derivative securities
,
Derivative securities--Valuation
,
Options (Finance)
Item Type:
Report
Tag(s):
barrier option
,
basket option
,
basket barrier option
,
option valuation
Search term matches:
Subject
...
Options
(Finance) ...
Tag
... barrier
option
...
Pricing Asian Option on a Basket of Averages
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Options (Finance)
,
Derivative securities
,
Options (Finance)--Valuation
Item Type:
Report
Tag(s):
Asian option
,
commodity derivatives
,
average basket
Search term matches:
Title
... Pricing Asian
Option
on a Basket of Averages ...
Subject
...
Options
(Finance) ...
Tag
... asian
option
...
Equity Asian Swap Model
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Derivative securities
,
Options (Finance)
,
Options (Finance)--Valuation
Item Type:
Report
Tag(s):
equity option
,
Asian option
,
option valuation
Search term matches:
Subject
...
Options
(Finance) ...
Tag
... equity
option
...
Forward Starting Option Model
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Options (Finance)
,
Valuation
,
Risk management
Item Type:
Report
Tag(s):
forward start option
,
option valuation
,
sensitivity
Search term matches:
Title
... Forward Starting
Option
Model ...
Subject
...
Options
(Finance) ...
Tag
... forward start
option
...
Valuation of Shrinking Basket Option Based on the Worst Return.
Author(s):
David Lee
(see profile)
Date:
2023
Group(s):
Business Management
Subject(s):
Derivative securities
,
Stock exchanges
,
Options (Finance)
Item Type:
Presentation
Tag(s):
option
,
basket option
,
derivative valuation
Search term matches:
Title
... Valuation of Shrinking Basket
Option
Based on the Worst Return. ...
Subject
...
Options
(Finance) ...
Tag
...
option
...
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:
Title
... American Barrier
Option
Model ...
Tag
... barrier
option
...
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
... barrier
option
...
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:
Title
... Two Asset Barrier
Option
...
Tag
... barrier
option
...
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
Search term matches:
Tag
... quanto
option
...
Full Text
... of the leg based on the return of the foreign exchange rate is a payoff of a European call
option
...
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
Search term matches:
Title
... CMS Spread
Option
Model ...
Tag
... spread
option
...
Full Text
... CMS Spread
Option
Model A constant maturity swap (CMS) spread
option
makes payments based ...
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
... american
option
...
Full Text
... American Bond Yield
Option
A valuation model is presented for pricing an American style call ...
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
Search term matches:
Tag
... barrier
option
...
Full Text
... and barrier characterizations can terminate a trade earlier. Barrier
options
are very useful tools ...
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
Search term matches:
Title
... Forward Starting
Option
Model ...
Subject
...
Options
(Finance) ...
Tag
... forward start
option
...
Full Text
... Forward Starting
Option
Model Forward start
option
is an
option
whose strike ...
Quanto Himalayan Option Model
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
,
Options (Finance)
Item Type:
Article
Tag(s):
quanto option
,
hi
Search term matches:
Title
... Quanto Himalayan
Option
Model ...
Subject
...
Options
(Finance) ...
Tag
... quanto
option
...
Full Text
... Quanto Himalayan
Option
Model This article presents analytics for pricing quanto Himalayan ...
FX Option
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
FX option
,
currency option
Search term matches:
Title
... FX
Option
...
Tag
... fx
option
...
Full Text
... Currency
Option
or FX
Option
Introduction and Pricing Guide FinPricing Currency
Option
...
FX Asian Option
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Asian option
,
FX option
,
option valuation
Search term matches:
Title
... FX Asian
Option
...
Tag
... asian
option
...
Full Text
... FX Asian
Option
Introduction and Pricing Guide FinPricing FX Asian An FX Asian
option
...
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 future
option
...
Full Text
... Bond Future
Option
Valuation Guide FinPricing Bond Future
Option
Summary ▪ Bond Future
Option
...
Himalaya Option
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Himalaya Option
,
maintain range options
Search term matches:
Title
... Himalaya
Option
...
Tag
... himalaya
option
...
Full Text
... Himalaya
Option
Valuation FinPricing provides valuation models for Asian Himalaya
Option
...
Rainbow Option
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
rainbow option
,
best of option
,
worst of option
Search term matches:
Title
... Rainbow
Option
...
Tag
... rainbow
option
...
Full Text
... Rainbow
Option
Valuation FinPricing provides valuation models for Rainbow
Option
without ...
Best of or Worst of Option Valuation
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
best of option
,
worst of option
,
maximum option
,
mininum option
Search term matches:
Title
... Best of or Worst of
Option
Valuation ...
Tag
... best of
option
...
Full Text
... Best of or Worst of
Option
Valuation A best of
option
pays the
option
holder the best return ...
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