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 |
1 |
4 |
18 |
199 |
2 |
9 |
49 |
457 |
| A Simple Model for Credit Migration and Spread Curves |
4 |
21 |
84 |
602 |
15 |
49 |
180 |
1,063 |
| Consistency Problems For Jump-Diffusion Models |
0 |
1 |
19 |
308 |
7 |
9 |
42 |
749 |
| Credit Derivatives in an Affine Framework |
2 |
5 |
23 |
243 |
4 |
8 |
43 |
401 |
| Credit Risk Modeling and the Term Structure of Credit Spreads |
17 |
35 |
128 |
1,105 |
36 |
83 |
320 |
2,390 |
| Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach |
6 |
15 |
81 |
633 |
25 |
84 |
333 |
1,945 |
| Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates |
6 |
23 |
77 |
310 |
14 |
56 |
170 |
660 |
| Modeling Credit Risk by Affine Processes |
0 |
3 |
30 |
336 |
1 |
6 |
55 |
560 |
| Parametric Estimation of Quadratic Term Structure Models of Interest Rate |
2 |
4 |
23 |
345 |
4 |
13 |
35 |
411 |
| Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk |
3 |
13 |
71 |
1,185 |
7 |
24 |
156 |
2,555 |
| Projecting the Forward Rate Flow on a Finite Dimensional Manifold |
0 |
1 |
8 |
127 |
0 |
1 |
20 |
299 |
| Total Working Papers |
41 |
125 |
562 |
5,393 |
115 |
342 |
1,403 |
11,490 |
|
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