Access Statistics for Chunsheng Zhou
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 jump-diffusion approach to modeling credit risk and valuing defaultable securities |
1 |
1 |
5 |
1,268 |
1 |
4 |
11 |
3,840 |
Credit Derivatives in Banking: Useful Tools for Managing Risk? |
0 |
0 |
1 |
1,161 |
0 |
0 |
3 |
1,860 |
Credit derivatives in banking: useful tools for managing risk? |
0 |
0 |
0 |
2,500 |
0 |
0 |
0 |
9,258 |
Default correlation: an analytical result |
0 |
0 |
2 |
1,306 |
1 |
1 |
4 |
2,857 |
Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
Forecasting long- and short-horizon stock returns in a unified framework |
0 |
0 |
1 |
443 |
1 |
1 |
2 |
1,239 |
Path-dependent option valuation when the underlying path is discontinuous |
0 |
0 |
0 |
352 |
0 |
1 |
2 |
1,033 |
Stock Market Fluctuations and the Term Structure |
0 |
0 |
0 |
31 |
0 |
1 |
1 |
24 |
Stock market fluctuations and the term structure |
0 |
1 |
2 |
660 |
1 |
2 |
19 |
2,239 |
Total Working Papers |
1 |
2 |
11 |
7,721 |
4 |
10 |
42 |
22,355 |
|
|