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 14 1 1 2 16
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 1 0 0 0 5
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 6 0 1 2 22
A New Model for Pricing Collateralized Financial Derivatives 0 0 0 10 0 1 3 14
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 1 2 2 7
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 0 1 2 7
A New Model for Pricing Collateralized OTC Derivatives 0 0 0 0 0 0 1 7
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 0 0 0 2 11
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 9 2 2 4 34
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 41 0 0 0 95
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 1 3 4 28
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 1 0 1 1 4
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 0 2 2 6
AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL 0 0 0 0 0 0 2 9
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 1 1 1 6
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 0 1 2 6
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 2 2 3 11
An Accurate Solution for Credit Valuation Adjustment and Wrong Way Risk 0 0 0 0 0 3 4 21
An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk 0 0 0 53 0 1 2 138
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 3 3 3 4 12
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 9 0 0 2 77
An Economic Examination of Collateralization in Different Financial Markets 0 0 0 0 2 4 5 13
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 1 1 1 11
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 Efficient Lattice Algorithm for the LIBOR Market Model 0 0 0 2 1 2 2 30
An efficient lattice algorithm for the libor market model 0 0 0 28 1 1 2 88
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 3 1 2 5 29
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 0 0 0 15
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 4 0 0 0 7
Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment 0 0 0 3 1 2 2 22
Generic Cancellable Note Analytics 0 0 0 1 0 1 2 9
Incremental Risk Charge Methodology 0 1 1 12 2 5 5 26
Incremental Risk Charge Methodology 0 0 0 15 1 2 3 35
Incremental Risk Charge Methodology 0 0 0 28 2 3 4 142
Incremental Risk Charge Methodology 0 0 0 3 1 2 6 17
Incremental Risk Charge Methodology 0 0 0 19 7 10 17 103
Incremental Risk Charge Methodology 0 0 0 4 2 2 3 15
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 1 2 2 5
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 0 0 1 10
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 30 0 1 2 109
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 1 2 2 6
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds 0 0 0 0 0 1 2 20
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 21 2 3 3 35
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 10 0 1 2 12
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 8 1 1 4 15
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 5 3 4 5 35
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 10 1 3 5 16
Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization 0 0 0 13 4 6 9 41
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 0 2 2 3 10
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 0 0 2 4 14
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 12 1 1 2 39
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 37 2 2 4 70
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 1 1 2 3 12
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling 0 0 0 9 0 0 2 31
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 1 0 1 1 8
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 0 1 4 6 9
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 8 2 4 5 16
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 4 2 2 4 20
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization 0 0 0 1 2 2 7 23
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 1 1 1 3 7
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 11 1 1 3 41
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 1 1 7 1 3 4 19
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 0 1 2 3 11
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 29 0 2 2 35
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 1 1 1 25
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 0 1 2 10
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 1 1 1 9
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 0 0 1 3 5 14
The Valuation of Interest Rate Swap with Bilateral Counterparty Risk 0 0 1 4 0 0 2 30
Total Working Papers 0 2 4 588 66 123 210 2,042

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 1 1 1 18
A Simple and Precise Method for Pricing Convertible Bond with Credit Risk 0 0 0 1 1 2 2 13
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk 0 0 0 0 1 1 1 12
An Efficient Lattice Algorithm for the LIBOR Market Model 0 0 0 0 2 2 2 11
Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds 0 0 0 0 2 2 3 15
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds 0 0 0 5 0 0 1 32
Microwaves effectively examine the extent and type of coking over acid zeolite catalysts 0 0 0 0 0 1 1 2
Solar wind entry into the high-latitude terrestrial magnetosphere during geomagnetically quiet times 0 0 0 0 0 3 3 9
Total Journal Articles 0 0 0 7 7 12 14 112

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Statistics updated 2025-12-06