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 0 11
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 6 0 0 1 20
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 0 0 1 14
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 0 0 1 5
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 0 0 0 5
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 0 1 1 7
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 9 0 2 7 32
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 0 1 2 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 1 1 25
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 1 2 2 9
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 1 0 0 0 3
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 0 0 0 4
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 0 1 2 5
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 (CVA) and Wrong Way Risk 0 0 0 0 0 0 1 8
An Accurate Solution for Credit Valuation Adjustment and Wrong Way Risk 0 0 0 0 0 0 2 17
An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk 0 0 0 53 0 0 1 136
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 20 0 0 0 55
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 3 0 0 0 8
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 0 0 0 0 8
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 9 0 0 1 75
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 4 28
An efficient lattice algorithm for the libor market model 0 0 0 28 0 0 1 86
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 1 1 2 25
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 0 2 6
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 0 1 15
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 0 2 20
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 11 0 0 1 11
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 4 0 0 1 7
Generic Cancellable Note Analytics 0 0 0 1 0 0 1 7
Incremental Risk Charge Methodology 0 0 0 11 0 0 6 21
Incremental Risk Charge Methodology 0 0 0 4 0 0 0 12
Incremental Risk Charge Methodology 0 0 0 15 0 0 1 32
Incremental Risk Charge Methodology 0 0 1 19 0 1 5 87
Incremental Risk Charge Methodology 0 0 0 28 0 0 1 138
Incremental Risk Charge Methodology 0 0 0 3 0 0 1 11
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 0 0 0 0 3
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 30 0 0 0 107
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 0 0 1 9
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds 0 0 0 0 0 0 0 18
Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization 0 0 0 8 0 0 0 11
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 0 0 11
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 5 0 0 1 30
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 8 1 1 1 12
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 10 0 0 0 10
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 13 0 0 0 32
Pricing Interest Rate Swap Subject to Bilateral Counterparty Risk 0 0 0 10 0 0 1 15
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 12 1 1 4 38
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 9 0 2 2 31
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 0 0 2 2 12
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 37 0 0 1 66
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 0 0 1 1 8
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 1 0 0 0 9
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 0 0 1 1 4
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 8 0 0 2 11
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 4 1 1 1 17
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 0 0 1 16
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 1 11 1 1 3 39
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 1 0 1 2 5
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 29 0 0 1 33
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 0 0 0 2 8
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 6 0 0 1 15
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 3 1 1 4 29
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 0 1 9
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 0 1 24
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 0 2 8
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 0 1 8
Total Working Papers 0 0 6 584 8 23 95 1,855

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 1 11
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 0 0 3 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 0 12
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds 0 0 0 5 0 0 0 31
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 0 0 4 98

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Statistics updated 2025-03-03