Tim Xiao

[7] viXra:1907.0406 submitted on 2019-07-21 08:30:28, (0 unique-IP downloads)

The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling

Authors: Tim Xiao
Category: Economics and Finance

[6] viXra:1907.0068 submitted on 2019-07-04 17:33:48, (3 unique-IP downloads)

An Economic Examination of Collateralization in Different Financial Markets

Authors: Tim Xiao
Category: Economics and Finance

[5] viXra:1906.0571 submitted on 2019-06-30 16:51:25, (0 unique-IP downloads)

Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds

Authors: Tim Xiao
Category: Economics and Finance

[4] viXra:1906.0481 submitted on 2019-06-25 17:04:37, (0 unique-IP downloads)

An Efficient Lattice Algorithm for the Libor Market Model

Authors: Tim Xiao
Category: Economics and Finance

[3] viXra:1906.0338 submitted on 2019-06-18 18:12:46, (1 unique-IP downloads)

A Simple and Precise Method for Pricing Convertible Bond with Credit Risk

Authors: Tim Xiao
Category: Economics and Finance

[2] viXra:1906.0188 submitted on 2019-06-11 18:20:16, (3 unique-IP downloads)

An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk

Authors: Tim Xiao
Category: Economics and Finance

[1] viXra:1906.0157 submitted on 2019-06-09 11:19:44, (3 unique-IP downloads)

A New Model for Pricing Collateralized OTC Derivatives

Authors: Tim Xiao
Category: Economics and Finance