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 |
0 |
2 |
10 |
213 |
1 |
5 |
33 |
508 |
| A Simple Model for Credit Migration and Spread Curves |
8 |
23 |
83 |
726 |
22 |
55 |
199 |
1,334 |
| Consistency Problems For Jump-Diffusion Models |
1 |
3 |
17 |
327 |
1 |
7 |
44 |
804 |
| Credit Derivatives in an Affine Framework |
0 |
1 |
14 |
265 |
1 |
7 |
25 |
441 |
| Credit Risk Modeling and the Term Structure of Credit Spreads |
8 |
35 |
133 |
1,295 |
27 |
88 |
333 |
2,850 |
| Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach |
9 |
17 |
77 |
735 |
32 |
85 |
329 |
2,419 |
| Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates |
4 |
12 |
65 |
397 |
14 |
31 |
147 |
871 |
| Modeling Credit Risk by Affine Processes |
3 |
5 |
19 |
369 |
5 |
10 |
35 |
617 |
| Parametric Estimation of Quadratic Term Structure Models of Interest Rate |
0 |
4 |
20 |
374 |
1 |
10 |
31 |
462 |
| Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk |
8 |
14 |
64 |
1,277 |
13 |
23 |
126 |
2,743 |
| Projecting the Forward Rate Flow on a Finite Dimensional Manifold |
0 |
1 |
2 |
131 |
0 |
1 |
14 |
319 |
| Total Working Papers |
41 |
117 |
504 |
6,109 |
117 |
322 |
1,316 |
13,368 |
|
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