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 1 1 7 0 1 7 28
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 14 0 1 10 25
A New Model for Pricing Collateralized Financial Derivatives 0 1 1 11 0 5 12 25
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 1 0 2 6 11
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 0 0 12 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 41 0 0 8 103
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 1 1 10 0 2 25 57
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 0 0 0 8 11
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 0 0 1 16 27
A simple and precise method for pricing convertible bond with credit risk 0 0 0 0 0 0 12 37
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 0 0 6 15
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 0 0 7 11
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 1 0 2 15 19
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 0 0 11 20
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 0 0 10 15
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 0 0 17 22
An Accurate Solution for Credit Valuation Adjustment and Wrong Way Risk 0 0 0 0 1 1 9 27
An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk 0 0 0 53 1 2 12 150
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 0 0 0 9 18
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 24 0 1 9 64
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 9 0 8 13 23
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 9 0 1 11 88
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 3 0 0 9 18
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 8 0 0 8 35
An Efficient Lattice Algorithm for the LIBOR Market Model 0 0 0 2 0 1 5 33
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 0 5 20
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 4 0 1 5 12
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 1 4 32
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 11 0 0 9 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 3 0 0 7 13
Generic Cancellable Note Analytics 0 0 0 1 0 0 4 12
Incremental Risk Charge Methodology 0 0 0 15 0 1 14 48
Incremental Risk Charge Methodology 0 0 1 12 1 1 30 51
Incremental Risk Charge Methodology 0 0 0 3 0 2 22 37
Incremental Risk Charge Methodology 0 0 0 4 1 2 10 23
Incremental Risk Charge Methodology 0 0 0 28 1 1 13 152
Incremental Risk Charge Methodology 0 0 0 19 0 1 30 124
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 3 4 18 22
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 30 1 2 16 124
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 0 2 14 18
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 0 3 19 29
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 0 1 10 0 3 11 24
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 5 0 0 17 48
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 13 0 1 14 49
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 10 0 0 10 23
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 10 0 0 8 19
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 21 0 2 14 46
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 8 0 0 10 24
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 0 0 2 13 21
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 37 0 1 8 76
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 12 0 1 10 48
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 0 0 2 12 25
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 1 1 4 14 24
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 0 0 0 5 12
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 1 0 3 21 42
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 1 0 1 13 20
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 4 0 1 9 27
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 8 0 1 20 32
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 0 0 0 0 11 20
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 1 0 0 5 11
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 1 7 0 0 15 31
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 29 0 0 14 47
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 1 9 17
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 0 8 32
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 0 0 8 20
Total Working Papers 0 3 6 592 10 72 861 2,790

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 1 10 27
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 1 0 0 5 16
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 0 1 13 24
An Efficient Lattice Algorithm for the LIBOR Market Model 0 0 0 0 0 2 11 20
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 0 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 9 41
Microwaves effectively examine the extent and type of coking over acid zeolite catalysts 0 0 0 0 0 0 5 6
Solar wind entry into the high-latitude terrestrial magnetosphere during geomagnetically quiet times 0 1 1 1 0 1 12 18
Total Journal Articles 0 1 1 8 0 6 78 178

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Statistics updated 2026-10-11