Access Statistics for Li Chen
Author contact details at EconPapers.
| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A General Characterization of Quadratic Term Structure Models |
2 |
4 |
10 |
209 |
3 |
9 |
42 |
499 |
| A Simple Model for Credit Migration and Spread Curves |
7 |
22 |
88 |
690 |
16 |
48 |
188 |
1,251 |
| Consistency Problems For Jump-Diffusion Models |
1 |
4 |
13 |
321 |
3 |
11 |
40 |
789 |
| Credit Derivatives in an Affine Framework |
2 |
5 |
20 |
263 |
3 |
7 |
31 |
432 |
| Credit Risk Modeling and the Term Structure of Credit Spreads |
15 |
39 |
136 |
1,241 |
30 |
87 |
318 |
2,708 |
| Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach |
5 |
18 |
69 |
702 |
33 |
98 |
352 |
2,297 |
| Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates |
7 |
17 |
69 |
379 |
17 |
45 |
166 |
826 |
| Modeling Credit Risk by Affine Processes |
1 |
5 |
25 |
361 |
2 |
8 |
44 |
604 |
| Parametric Estimation of Quadratic Term Structure Models of Interest Rate |
1 |
8 |
24 |
369 |
3 |
9 |
40 |
451 |
| Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk |
10 |
25 |
74 |
1,259 |
16 |
46 |
151 |
2,706 |
| Projecting the Forward Rate Flow on a Finite Dimensional Manifold |
0 |
0 |
3 |
130 |
1 |
4 |
16 |
315 |
| Total Working Papers |
51 |
147 |
531 |
5,924 |
127 |
372 |
1,388 |
12,878 |
|
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