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  • All Deposits 0
  • HASTAC Deposits
  • 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:
    Title
    ... Binary Return Note Valuation ...
    Subject
    ... Derivative securities--Valuation ...
    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
    ... Derivative securities--Valuation ...
    Tag
    ... option valuation ...

  • 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
    ... Derivative securities--Valuation ...
    Tag
    ... derivatives valuation ...

  • Power Swap Valuation

    Author(s):
    David Lee (see profile)
    Date:
    2023
    Group(s):
    Business Management
    Subject(s):
    Prices, Commercial products, Derivative securities--Valuation
    Item Type:
    Article
    Tag(s):
    power swap, commodity derivatives, commodity market, derivatives valuation
    Search term matches:
    Title
    ... Power Swap Valuation ...
    Subject
    ... Derivative securities--Valuation ...
    Tag
    ... derivatives valuation ...

  • 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
    ... Derivative securities--Valuation ...
    Tag
    ... option valuation ...

  • Index Tranches and Bespoke CDOs

    Author(s):
    David Lee (see profile)
    Date:
    2023
    Group(s):
    Business Management
    Subject(s):
    Credit derivatives, Derivative securities--Valuation, Collateralized debt obligations, Capital assets pricing model
    Item Type:
    Article
    Tag(s):
    credit derivatives, cdo, index, valuation, risk management
    Search term matches:
    Subject
    ... Derivative securities--Valuation ...
    Tag
    ... valuation ...

  • 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:
    Subject
    ... Options (Finance)--Valuation--Mathematical models ...
    Tag
    ... option valuation ...

  • 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:
    Subject
    ... Corporations--Valuation ...
    Tag
    ... valuation ...

  • 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:
    Title
    ... Digital Barrier Basket Note Valuation ...
    Subject
    ... Derivative securities--Valuation ...
    Tag
    ... option valuation ...

  • 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)--Valuation ...
    Tag
    ... option valuation ...

  • Variance and Volatility Swap Model

    Author(s):
    David Lee (see profile)
    Date:
    2023
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Valuation, Stock exchanges
    Item Type:
    Essay
    Tag(s):
    variance swap, volatility swap, asset pricing, derivative valuation
    Search term matches:
    Subject
    ... Valuation ...
    Tag
    ... derivative valuation ...

  • Equity Forwards and Futures Valuation

    Author(s):
    David Lee (see profile)
    Date:
    2023
    Group(s):
    Business Management
    Subject(s):
    Foreign exchange futures, Futures market, Valuation
    Item Type:
    Report
    Tag(s):
    forward, futures, derivative valuation
    Search term matches:
    Title
    ... Equity Forwards and Futures Valuation ...
    Subject
    ... Valuation ...
    Tag
    ... derivative valuation ...

  • 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:
    Subject
    ... Valuation ...
    Tag
    ... option valuation ...

  • Term of Structure of Implied Volatility Model

    Author(s):
    David Lee (see profile)
    Date:
    2023
    Group(s):
    Business Management
    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
    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. ...
    Tag
    ... derivative valuation ...

  • Default Put Protection Derivative Analytics

    Author(s):
    David Lee (see profile)
    Date:
    2023
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Credit, Valuation
    Item Type:
    Presentation
    Tag(s):
    put production, credit derivatives, derivative valuation
    Search term matches:
    Subject
    ... Valuation ...
    Tag
    ... derivative valuation ...

  • Gold Option Pricing Model

    Author(s):
    David Lee (see profile)
    Date:
    2023
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Commodity exchanges, Contingent valuation
    Item Type:
    Report
    Tag(s):
    gold derivatives, derivative valuation, pricing model
    Search term matches:
    Subject
    ... Contingent valuation ...
    Tag
    ... derivative valuation ...

  • Pricing Path Dependent Derivative Note

    Author(s):
    David Lee (see profile)
    Date:
    2023
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Economics, Finance, Pricing
    Item Type:
    Article
    Tag(s):
    Deirivatives, equity linked note, path dependent valuation
    Search term matches:
    Tag
    ... path dependent valuation ...

  • 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 ...
    Subject
    ... Valuation ...
    Tag
    ... derivative valuation ...

  • 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 ...

  • Daily Digital 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):
    digital swap, swap valuation
    Search term matches:
    Subject
    ... Derivative securities--Valuation ...
    Tag
    ... swap valuation ...

  • Early Start 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):
    early start swap, swap valuation
    Search term matches:
    Subject
    ... Derivative securities--Valuation ...
    Tag
    ... swap valuation ...
    Full Text
    ... Valuation day Beginning of End of exercise period exercise period Option tenor ...

  • 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:
    Subject
    ... Derivative securities--Valuation ...
    Tag
    ... option valuation ...

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