Browse by Authors

47105

Xiao, Tim (2012): An Economic Examination of Collateralization in Different Financial Markets.

47136

Xiao, Tim (2013): The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling.

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Xiao, Tim (2013): Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds.

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Xiao, Tim (2012): An Economic Examination of Collateralization in Different Financial Markets.

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Xiao, Tim (2013): An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk.

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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.

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Xiao, Tim (2014): A Simple and Precise Method for Pricing Convertible Bond with Credit Risk. Forthcoming in: Journal of Derivatives and Hedge Funds , Vol. 19, No. 4 (8 February 2014): pp. 244-258.

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

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

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

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

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