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Profile picture of Tim Xiao

Tim Xiao

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@timxiao

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  • LIBOR Rate Model

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Scholarly Communication
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    libor rate model, LIBOR Market Model

  • Hull White Volatility Calibration Study

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Scholarly Communication
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    Hull White model, volatility

  • Daily Digital Swap Model

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Scholarly Communication
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    digital swap, swap valuation

  • Quanto Total Return LIBOR Swap Model

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Scholarly Communication
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    total return swap, quanto option

  • Early Start Swap Model

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Scholarly Communication
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    early start swap, swap valuation

  • CMS Spread Option Model

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Scholarly Communication
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    CMS swap, spread option, option valuation

  • Variable Rate Swap Model

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Derivative securities--Prices
    Item Type:
    Essay
    Tag(s):
    Variable Rate Swap, Swap Model

  • Black-Karasinski Short Rate Tree Model

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    Black-Karasinski M

  • Arrear Quanto CMS Model

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Derivative securities--Prices
    Item Type:
    Essay
    Tag(s):
    quanto CMS, arrear fixing, arrear fixing

  • Martingale Preserving Tree Analytics

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    Martingale Preserving Tree

  • American Bond Yield Option

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    American option, bond yield

  • Flexible GIC Pricing Model

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Merton Model
    Item Type:
    Essay
    Tag(s):
    GIC, flexible gic

  • Callable Inverse Swap

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Derivative securities--Valuation--Mathematical models
    Item Type:
    Essay
    Tag(s):
    callable, callable swap, callable inverse swap

  • Extendable Swap Pricing Model

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities
    Item Type:
    Essay
    Tag(s):
    extendable swap

  • GIC Pricing Model

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    GIC, valuation model

  • Bond Bootstrapping Approach

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Assets (Accounting)--Valuation
    Item Type:
    Essay
    Tag(s):
    bond curve construction, curve bootstrapping

  • Hull White Volatility Calibration Method

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities--Valuation, Derivative securities
    Item Type:
    Essay
    Tag(s):
    volatility calibration

  • Asset Backed Senior Note Model

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Derivative securities--Valuation
    Item Type:
    Essay
    Tag(s):
    ABS, ABS valuation

  • Exchangeable Convertible Bond Valuation

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Corporations--Valuation
    Item Type:
    Essay
    Tag(s):
    convertible bond, exchangeable

  • Brownian Bridge Algorithm

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Monte Carlo method
    Item Type:
    Essay
    Tag(s):
    brwonian bridge, monte carlo, barrier option

  • Hull-White Convertible Bond Model

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Pricing
    Item Type:
    Essay
    Tag(s):
    convertible bond, hull white model

  • Mutual Fund Securitization Model

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities
    Item Type:
    Essay
    Tag(s):
    mutual fund, securitization

  • Three Factor Convertible Bond Model

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Options (Finance), Derivative securities
    Item Type:
    Essay
    Tag(s):
    convertible bond, bond valuation

  • Forward Starting Option Model

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Options (Finance), Derivative securities
    Item Type:
    Essay
    Tag(s):
    forward start option, cliquet

  • Callable Local Volatility Model

    Author(s):
    Tim Xiao
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Options (Finance)--Valuation--Mathematical models, Derivative securities
    Item Type:
    Essay
    Tag(s):
    local volatility model, callable exotics

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Tim Xiao

Profile picture of Tim Xiao

@timxiao

Active 5 days, 2 hours ago