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 1 0 1 4 9
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 14 0 3 8 22
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 10 0 3 8 20
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 6 0 4 7 27
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 0 2 3 10
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 1 4 12 17
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 0 4 15 20
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 9 0 11 22 54
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 41 1 2 8 103
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 0 1 7 14 25
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 0 1 3 8 11
A simple and precise method for pricing convertible bond with credit risk 0 0 0 0 2 6 12 37
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 1 1 7 11
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 1 0 2 14 17
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 0 2 6 15
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 1 3 12 20
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 1 5 10 15
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 1 5 17 22
An Accurate Solution for Credit Valuation Adjustment and Wrong Way Risk 0 0 0 0 0 1 9 26
An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk 0 0 0 53 2 7 12 148
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 24 0 3 8 63
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 3 0 1 10 18
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 0 0 2 10 18
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 20 0 2 8 64
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 8 0 5 8 35
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 9 2 3 10 86
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 9 0 2 5 15
An Efficient Lattice Algorithm for the LIBOR Market Model 0 0 0 2 0 1 4 32
An efficient lattice algorithm for the libor market model 0 0 0 28 0 5 15 101
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 4 7 13
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 1 2 5 20
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 1 2 4 31
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 5 11 31
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 4 0 2 4 11
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 11 0 1 9 20
Generic Cancellable Note Analytics 0 0 0 1 0 0 5 12
Incremental Risk Charge Methodology 0 0 0 15 0 6 13 46
Incremental Risk Charge Methodology 0 0 0 19 2 3 32 122
Incremental Risk Charge Methodology 0 0 0 3 0 6 22 35
Incremental Risk Charge Methodology 0 0 0 28 2 4 13 151
Incremental Risk Charge Methodology 0 0 1 12 0 7 28 49
Incremental Risk Charge Methodology 0 0 0 4 1 3 9 21
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 30 0 8 14 122
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 0 3 13 16
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 0 7 16 26
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 0 1 11 15
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds 0 0 0 0 0 2 8 27
Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization 1 1 1 10 2 3 8 21
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 8 0 3 12 24
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 13 0 2 14 47
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 21 0 1 12 44
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 10 1 1 8 18
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 5 2 6 18 48
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 10 1 2 10 22
Pricing Interest Rate Swap Subject to Bilateral Counterparty Risk 0 0 0 10 0 1 5 21
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 37 0 0 8 75
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 12 1 5 9 47
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 1 1 4 10 20
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 9 0 5 10 41
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 0 1 6 11 19
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 0 0 4 11 23
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 1 1 8 21 38
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 4 0 4 8 26
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 8 0 4 17 28
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 1 0 3 12 19
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 0 0 1 8 12
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 1 7 0 4 15 30
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 1 0 1 6 11
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 11 0 4 8 48
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 0 0 3 12 20
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 29 1 6 14 47
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 4 0 5 7 37
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 2 11 20
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 1 4 8 32
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 3 8 16
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 1 7 15
Total Working Papers 1 1 3 589 33 262 818 2,698

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 0 3 9 26
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 1 1 3 5 16
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 0 4 12 23
An Efficient Lattice Algorithm for the LIBOR Market Model 0 0 0 0 0 3 9 18
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 0 3 12 25
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds 0 0 0 5 0 3 10 41
Microwaves effectively examine the extent and type of coking over acid zeolite catalysts 0 0 0 0 1 3 5 6
Solar wind entry into the high-latitude terrestrial magnetosphere during geomagnetically quiet times 0 0 0 0 0 5 11 17
Total Journal Articles 0 0 0 7 2 27 73 172

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Statistics updated 2026-06-04