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 0 0 7 20
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 1 0 0 4 9
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 14 0 2 10 24
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 6 0 0 7 27
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 0 2 13 18
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 0 0 15 20
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 0 0 3 10
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 9 0 1 23 55
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 41 0 1 8 103
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 0 0 1 8 11
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 0 1 3 16 27
A simple and precise method for pricing convertible bond with credit risk 0 0 0 0 0 2 12 37
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 0 1 7 11
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 1 0 0 14 17
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 0 0 6 15
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 0 1 10 15
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 0 1 11 20
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 0 1 17 22
An Accurate Solution for Credit Valuation Adjustment and Wrong Way Risk 0 0 0 0 0 0 8 26
An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk 0 0 0 53 1 3 12 149
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 24 0 0 8 63
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 0 0 0 10 18
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 3 0 0 10 18
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 8 0 0 8 35
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 20 0 0 8 64
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 9 0 0 5 15
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 9 0 3 10 87
An Efficient Lattice Algorithm for the LIBOR Market Model 0 0 0 2 0 0 4 32
An efficient lattice algorithm for the libor market model 0 0 0 28 0 0 14 101
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 1 5 20
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 0 11 31
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 4 0 0 4 11
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 1 4 31
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 0 7 13
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 11 0 0 9 20
Generic Cancellable Note Analytics 0 0 0 1 0 0 4 12
Incremental Risk Charge Methodology 0 0 0 19 0 3 30 123
Incremental Risk Charge Methodology 0 0 1 12 0 1 29 50
Incremental Risk Charge Methodology 0 0 0 28 0 2 12 151
Incremental Risk Charge Methodology 0 0 0 15 0 1 14 47
Incremental Risk Charge Methodology 0 0 0 4 0 1 9 21
Incremental Risk Charge Methodology 0 0 0 3 0 0 21 35
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 0 1 12 16
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 30 0 0 14 122
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 0 2 15 18
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 0 0 16 26
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds 0 0 0 0 0 0 8 27
Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization 0 1 1 10 1 3 9 22
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 10 0 2 8 19
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 8 0 0 10 24
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 10 0 2 10 23
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 5 0 2 18 48
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 13 0 1 14 48
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 21 1 1 13 45
Pricing Interest Rate Swap Subject to Bilateral Counterparty Risk 0 0 0 10 0 0 5 21
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 1 0 1 10 20
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 0 0 0 11 23
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 9 0 0 10 41
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 0 0 1 11 19
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 12 0 1 9 47
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 8 0 3 19 31
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 1 1 1 13 20
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 0 0 0 8 12
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 4 1 1 9 27
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 1 0 2 22 39
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 29 0 1 14 47
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 1 0 0 6 11
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 11 0 0 8 48
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 1 7 0 1 16 31
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 0 0 0 12 20
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 0 9 20
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 1 8 32
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 4 0 0 7 37
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 0 6 15
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 1 1 9 17
Total Working Papers 0 1 3 589 7 60 824 2,725

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 0 9 26
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 1 0 1 5 16
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 1 1 13 24
An Efficient Lattice Algorithm for the LIBOR Market Model 0 0 0 0 1 1 10 19
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 1 1 13 26
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds 0 0 0 5 0 0 10 41
Microwaves effectively examine the extent and type of coking over acid zeolite catalysts 0 0 0 0 0 1 5 6
Solar wind entry into the high-latitude terrestrial magnetosphere during geomagnetically quiet times 1 1 1 1 1 1 12 18
Total Journal Articles 1 1 1 8 4 6 77 176

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Statistics updated 2026-08-07