Access Statistics for Tim Xiao

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 New Model for Pricing Collateralized Financial Derivatives 0 0 0 14 0 3 5 19
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 1 0 3 3 8
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 10 0 3 6 17
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 6 0 1 3 23
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 0 6 8 13
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 0 1 1 8
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 0 9 11 16
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 41 0 6 6 101
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 9 2 9 11 43
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 0 1 7 7 18
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 0 0 5 5 8
A simple and precise method for pricing convertible bond with credit risk 0 0 0 0 1 3 6 31
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 0 4 6 10
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 1 0 11 12 15
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 0 4 4 13
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 0 11 12 17
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 3 6 9 17
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 1 4 5 10
An Accurate Solution for Credit Valuation Adjustment and Wrong Way Risk 0 0 0 0 0 4 8 25
An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk 0 0 0 53 3 3 5 141
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 20 0 6 7 62
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 3 1 5 9 17
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 9 1 6 8 83
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 8 1 3 3 30
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 24 0 5 5 60
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 0 0 3 8 16
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 9 1 2 3 13
An Efficient Lattice Algorithm for the LIBOR Market Model 0 0 0 2 0 1 3 31
An efficient lattice algorithm for the libor market model 0 0 0 28 1 8 10 96
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 11 0 8 8 19
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 1 3 3 9
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 4 0 2 2 9
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 0 4 29
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 3 3 18
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 1 4 6 26
Generic Cancellable Note Analytics 0 0 0 1 2 3 5 12
Incremental Risk Charge Methodology 0 0 0 19 0 16 32 119
Incremental Risk Charge Methodology 0 0 0 15 1 5 8 40
Incremental Risk Charge Methodology 0 0 0 3 4 12 18 29
Incremental Risk Charge Methodology 0 0 1 12 3 16 21 42
Incremental Risk Charge Methodology 0 0 0 28 1 5 9 147
Incremental Risk Charge Methodology 0 0 0 4 2 3 6 18
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 30 2 5 7 114
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 1 8 10 14
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 1 8 10 13
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 0 9 10 19
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds 0 0 0 0 0 5 7 25
Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization 0 0 1 9 0 5 7 18
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 21 0 8 11 43
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 13 1 4 13 45
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 10 0 4 9 20
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 10 1 5 7 17
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 5 0 7 12 42
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 8 2 6 9 21
Pricing Interest Rate Swap Subject to Bilateral Counterparty Risk 0 0 0 10 1 4 5 20
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 9 0 5 5 36
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 0 0 5 7 19
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 37 0 5 9 75
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 0 0 3 5 13
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 12 0 3 4 42
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 1 0 4 7 16
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 4 0 2 5 22
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 8 2 8 13 24
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 1 2 8 9 16
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 0 1 2 7 11
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 1 2 7 14 30
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 1 1 3 5 10
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 1 7 1 7 11 26
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 11 0 3 5 44
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 0 1 6 9 17
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 29 1 6 8 41
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 3 4 28
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 4 9 18
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 1 4 0 2 3 32
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 1 4 5 13
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 1 4 6 14
Total Working Papers 0 0 4 588 53 394 581 2,436

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 1 1 5 6 23
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 1 0 0 2 13
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 0 7 8 19
An Efficient Lattice Algorithm for the LIBOR Market Model 0 0 0 0 0 4 6 15
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 1 7 10 22
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds 0 0 0 5 2 6 7 38
Microwaves effectively examine the extent and type of coking over acid zeolite catalysts 0 0 0 0 0 1 2 3
Solar wind entry into the high-latitude terrestrial magnetosphere during geomagnetically quiet times 0 0 0 0 0 3 6 12
Total Journal Articles 0 0 0 7 4 33 47 145

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04