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 1 1 4 9
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 6 4 4 7 27
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 14 3 3 8 22
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 10 3 3 8 20
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 2 2 3 10
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 4 4 15 20
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 2 3 11 16
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 41 0 1 7 102
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 0 5 7 13 24
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 0 2 2 7 10
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 9 8 13 22 54
A simple and precise method for pricing convertible bond with credit risk 0 0 0 0 4 5 10 35
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 1 2 6 15
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 1 1 2 14 17
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 0 0 6 10
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 1 5 9 14
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 2 5 11 19
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 1 4 16 21
An Accurate Solution for Credit Valuation Adjustment and Wrong Way Risk 0 0 0 0 1 1 9 26
An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk 0 0 0 53 3 8 10 146
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 0 2 2 10 18
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 3 0 2 10 18
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 20 2 2 8 64
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 8 5 6 8 35
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 9 1 2 8 84
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 24 3 3 8 63
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 9 2 3 5 15
An Efficient Lattice Algorithm for the LIBOR Market Model 0 0 0 2 1 1 4 32
An efficient lattice algorithm for the libor market model 0 0 0 28 4 6 15 101
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 4 6 11 31
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 4 2 2 4 11
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 1 1 4 19
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 4 5 7 13
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 11 1 1 9 20
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 1 1 4 30
Generic Cancellable Note Analytics 0 0 0 1 0 2 5 12
Incremental Risk Charge Methodology 0 0 1 12 6 10 28 49
Incremental Risk Charge Methodology 0 0 0 19 0 1 32 120
Incremental Risk Charge Methodology 0 0 0 3 4 10 22 35
Incremental Risk Charge Methodology 0 0 0 28 2 3 11 149
Incremental Risk Charge Methodology 0 0 0 15 5 7 13 46
Incremental Risk Charge Methodology 0 0 0 4 2 4 8 20
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 30 7 10 14 122
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 2 4 13 16
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 1 2 11 15
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 7 7 16 26
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds 0 0 0 0 2 2 8 27
Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization 0 0 0 9 0 1 6 19
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 10 0 1 7 17
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 8 2 5 12 24
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 10 1 1 10 21
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 21 1 1 12 44
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 13 2 3 14 47
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 5 3 4 16 46
Pricing Interest Rate Swap Subject to Bilateral Counterparty Risk 0 0 0 10 0 2 5 21
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 0 4 5 10 18
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 2 4 8 46
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 9 4 5 10 41
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 1 3 3 10 19
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 0 3 4 11 23
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 8 3 6 17 28
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 1 5 9 20 37
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 0 1 2 8 12
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 1 3 5 12 19
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 4 2 4 8 26
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 0 2 4 12 20
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 29 3 6 13 46
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 1 1 2 6 11
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 11 2 4 8 48
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 1 7 3 5 15 30
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 1 2 7 15
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 2 2 11 20
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 1 4 8 16
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 1 4 2 5 8 37
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 3 3 7 31
Total Working Papers 0 0 3 588 178 282 791 2,665

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 3 4 9 26
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 1 2 2 4 15
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 2 4 12 23
An Efficient Lattice Algorithm for the LIBOR Market Model 0 0 0 0 3 3 9 18
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 2 4 12 25
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds 0 0 0 5 3 5 10 41
Microwaves effectively examine the extent and type of coking over acid zeolite catalysts 0 0 0 0 1 2 4 5
Solar wind entry into the high-latitude terrestrial magnetosphere during geomagnetically quiet times 0 0 0 0 4 5 11 17
Total Journal Articles 0 0 0 7 20 29 71 170

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Statistics updated 2026-05-06