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 1 2 13
A New Model for Pricing Collateralized Financial Derivatives 0 0 1 1 0 0 1 5
A New Model for Pricing Collateralized Financial Derivatives 0 0 1 14 1 1 2 15
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 6 1 1 2 21
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 0 0 1 7
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 1 1 1 6
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 0 0 0 5
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 9 0 0 5 32
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 41 0 0 1 95
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 0 0 0 3 11
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 0 0 0 0 3
A simple and precise method for pricing convertible bond with credit risk 0 0 0 0 0 0 1 25
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 0 0 0 4
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 0 0 2 9
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 1 0 0 0 3
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 0 0 0 5
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 0 1 1 9
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 0 0 1 5
An Accurate Solution for Credit Valuation Adjustment and Wrong Way Risk 0 0 0 0 0 1 2 18
An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk 0 0 0 53 0 1 1 137
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 8 0 0 0 27
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 9 0 1 2 77
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 24 0 0 0 55
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 20 0 0 1 56
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 3 1 1 1 9
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 0 1 1 1 9
An Economic Examination of Collateralization in Different Financial Markets 0 0 1 9 0 0 1 10
An Efficient Lattice Algorithm for the LIBOR Market Model 0 0 0 2 0 0 0 28
An efficient lattice algorithm for the libor market model 0 0 0 28 0 1 1 87
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 0 0 20
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 11 0 0 0 11
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 0 0 6
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 4 0 0 0 7
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 0 3 27
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 0 0 15
Generic Cancellable Note Analytics 0 0 0 1 0 1 1 8
Incremental Risk Charge Methodology 0 0 0 11 0 0 1 21
Incremental Risk Charge Methodology 0 0 0 19 0 3 8 93
Incremental Risk Charge Methodology 0 0 0 3 1 2 5 15
Incremental Risk Charge Methodology 0 0 0 4 1 1 1 13
Incremental Risk Charge Methodology 0 0 0 28 0 1 2 139
Incremental Risk Charge Methodology 0 0 0 15 0 0 2 33
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 0 0 2 10
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 0 0 0 4
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 30 0 0 1 108
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 0 0 0 3
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds 0 0 0 0 0 0 1 19
Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization 0 0 1 9 0 0 2 13
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 5 1 1 2 31
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 8 0 2 3 14
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 13 1 2 3 35
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 21 0 0 0 32
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 10 0 1 1 11
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 10 0 1 2 13
Pricing Interest Rate Swap Subject to Bilateral Counterparty Risk 0 0 0 10 0 0 1 16
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 9 0 0 2 31
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 12 0 0 1 38
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 37 1 1 2 68
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 0 0 0 1 8
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 0 0 0 2 12
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 1 0 0 1 10
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 0 1 1 2 5
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 1 1 0 0 1 7
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 1 4 4 6 21
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 8 0 1 1 12
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 4 0 0 2 18
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 1 1 1 2 6
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 6 1 1 1 16
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 1 11 0 0 3 40
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 0 1 1 1 9
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 29 0 0 0 33
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 1 4 0 0 3 30
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 0 0 8
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 0 0 24
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 1 1 9
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 2 2 11
Total Working Papers 0 0 7 586 18 39 108 1,919

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 0 17
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 1 0 0 0 11
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 0 0 0 11
An Efficient Lattice Algorithm for the LIBOR Market Model 0 0 0 0 0 0 0 9
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 0 0 1 13
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds 0 0 0 5 1 1 1 32
Microwaves effectively examine the extent and type of coking over acid zeolite catalysts 0 0 0 0 0 0 0 1
Solar wind entry into the high-latitude terrestrial magnetosphere during geomagnetically quiet times 0 0 0 0 0 0 0 6
Total Journal Articles 0 0 0 7 1 1 2 100

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Statistics updated 2025-09-05