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 10 2 3 6 17
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 6 1 1 3 23
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 1 3 3 3 8
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 14 3 4 5 19
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 1 1 1 8
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 7 10 11 16
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 3 6 8 13
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 0 3 5 5 8
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 0 4 6 7 17
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 9 5 9 9 41
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 41 5 6 6 101
A simple and precise method for pricing convertible bond with credit risk 0 0 0 0 0 3 5 30
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 1 6 11 12 15
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 3 4 5 13
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 1 4 6 10
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 3 11 12 17
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 2 4 4 9
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 3 5 6 14
An Accurate Solution for Credit Valuation Adjustment and Wrong Way Risk 0 0 0 0 1 4 8 25
An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk 0 0 0 53 0 0 2 138
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 9 2 5 7 82
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 3 2 7 8 16
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 20 6 6 7 62
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 9 1 2 2 12
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 0 2 5 8 16
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 8 1 2 2 29
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 24 4 5 5 60
An Efficient Lattice Algorithm for the LIBOR Market Model 0 0 0 2 0 2 3 31
An efficient lattice algorithm for the libor market model 0 0 0 28 4 8 9 95
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 4 2 2 2 9
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 1 5 29
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 3 4 5 25
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 11 7 8 8 19
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 3 3 3 18
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 2 2 2 8
Generic Cancellable Note Analytics 0 0 0 1 1 1 3 10
Incremental Risk Charge Methodology 0 0 0 4 0 3 4 16
Incremental Risk Charge Methodology 0 0 0 28 3 6 8 146
Incremental Risk Charge Methodology 0 0 0 15 2 5 7 39
Incremental Risk Charge Methodology 0 0 0 3 5 9 14 25
Incremental Risk Charge Methodology 0 0 1 12 5 15 18 39
Incremental Risk Charge Methodology 0 0 0 19 4 23 32 119
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 5 8 9 13
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 6 8 9 12
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 6 9 10 19
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 30 1 3 5 112
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds 0 0 0 0 3 5 7 25
Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization 0 0 1 9 3 5 7 18
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 21 6 10 11 43
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 5 6 10 12 42
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 10 1 5 9 20
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 13 3 7 12 44
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 8 4 5 8 19
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 10 3 4 6 16
Pricing Interest Rate Swap Subject to Bilateral Counterparty Risk 0 0 0 10 3 3 4 19
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 1 2 5 7 16
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 12 2 4 5 42
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 0 4 5 7 19
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 9 3 5 5 36
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 0 2 5 5 13
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 37 5 7 9 75
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 1 3 6 7 14
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 4 2 4 6 22
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 0 0 2 6 10
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 8 2 8 11 22
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 1 4 7 12 28
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 1 7 3 7 10 25
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 11 2 4 6 44
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 29 4 5 7 40
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 1 2 3 4 9
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 0 4 6 8 16
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 1 4 4 12
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 2 4 4 28
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 2 5 9 18
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 1 4 1 2 4 32
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 2 3 5 13
Total Working Papers 0 0 4 588 217 407 536 2,383

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 5 22
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 1 0 1 2 13
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 3 8 8 19
An Efficient Lattice Algorithm for the LIBOR Market Model 0 0 0 0 1 6 6 15
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 4 8 9 21
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds 0 0 0 5 2 4 5 36
Microwaves effectively examine the extent and type of coking over acid zeolite catalysts 0 0 0 0 1 1 2 3
Solar wind entry into the high-latitude terrestrial magnetosphere during geomagnetically quiet times 0 0 0 0 3 3 6 12
Total Journal Articles 0 0 0 7 15 36 43 141

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Statistics updated 2026-02-12