Browse by Institution

Henk, Berkman and Rebel, Cole and Fu, Lawrence (2005): Agency Conflicts, Expropriation and Firm Value: Evidence from Securities-Market Regulation in China.

Lee, David (2023): An Analytic Solution for Valuing Guaranteed Equity Securities.

Lee, David (2024): Hedge Fund Investment Returns and Performance.

Tim, Xiao (2019): Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization.

Xiao, Tim (2017): A New Model for Pricing Collateralized Financial Derivatives. Published in: The Journal of Derivatives , Vol. 24, No. 4 (1 July 2017): pp. 8-20.

Xiao, Tim (2019): Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment.

Xiao, Tim (2019): Pricing Interest Rate Swap Subject to Bilateral Counterparty Risk.

Xiao, Tim (2019): Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization.

Xiao, Tim (2019): Incremental Risk Charge Methodology.

Xiao, Tim (2019): The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment.