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 |
868 |
0 |
0 |
1 |
1,704 |
| Consistency Problems For Jump-Diffusion Models |
0 |
0 |
1 |
348 |
0 |
0 |
2 |
897 |
| Credit Derivatives in an Affine Framework |
0 |
0 |
0 |
277 |
0 |
1 |
3 |
529 |
| Credit Risk Modeling and the Term Structure of Credit Spreads |
2 |
2 |
2 |
1,511 |
3 |
4 |
8 |
3,639 |
| Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach |
0 |
1 |
1 |
825 |
0 |
2 |
3 |
2,874 |
| Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates |
0 |
0 |
0 |
464 |
0 |
0 |
0 |
1,066 |
| Modeling Credit Risk by Affine Processes |
0 |
0 |
0 |
405 |
1 |
1 |
2 |
716 |
| Parametric Estimation of Quadratic Term Structure Models of Interest Rate |
0 |
0 |
0 |
415 |
0 |
0 |
1 |
581 |
| Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk |
0 |
0 |
0 |
1,345 |
0 |
2 |
2 |
2,929 |
| Projecting the Forward Rate Flow on a Finite Dimensional Manifold |
0 |
0 |
0 |
140 |
0 |
0 |
4 |
389 |
| Total Working Papers |
2 |
3 |
6 |
6,834 |
4 |
10 |
27 |
15,913 |
|
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