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 |
0 |
1 |
236 |
0 |
0 |
1 |
589 |
A Simple Model for Credit Migration and Spread Curves |
0 |
0 |
1 |
867 |
0 |
0 |
2 |
1,703 |
Consistency Problems For Jump-Diffusion Models |
0 |
0 |
1 |
348 |
0 |
0 |
1 |
896 |
Credit Derivatives in an Affine Framework |
0 |
0 |
0 |
277 |
1 |
1 |
1 |
527 |
Credit Risk Modeling and the Term Structure of Credit Spreads |
0 |
0 |
1 |
1,509 |
1 |
2 |
5 |
3,634 |
Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach |
0 |
0 |
0 |
824 |
0 |
0 |
1 |
2,871 |
Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates |
0 |
0 |
0 |
464 |
0 |
0 |
2 |
1,066 |
Modeling Credit Risk by Affine Processes |
0 |
0 |
0 |
405 |
0 |
0 |
0 |
714 |
Parametric Estimation of Quadratic Term Structure Models of Interest Rate |
0 |
0 |
0 |
415 |
0 |
0 |
0 |
580 |
Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk |
0 |
0 |
1 |
1,345 |
0 |
0 |
2 |
2,927 |
Projecting the Forward Rate Flow on a Finite Dimensional Manifold |
0 |
0 |
0 |
140 |
1 |
1 |
1 |
386 |
Total Working Papers |
0 |
0 |
5 |
6,830 |
3 |
4 |
16 |
15,893 |
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