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Details about Li Chen

E-mail:
Homepage:http://www.princeton.edu/~lichen
Phone:(609)2582798
Postal address:412A Devereux Ave. Princeton, NJ 08540

Access statistics for papers by Li Chen.

Last updated 2011-08-14. Update your information in the RePEc Author Service.

Short-id: pch120


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Working Papers

2003

  1. A Simple Model for Credit Migration and Spread Curves
    Finance, EconWPA Downloads View citations (5)
  2. Consistency Problems For Jump-Diffusion Models
    Finance, EconWPA Downloads
  3. Credit Derivatives in an Affine Framework
    Finance, EconWPA Downloads View citations (2)
  4. Credit Risk Modeling and the Term Structure of Credit Spreads
    Finance, EconWPA Downloads
  5. Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach
    Finance, EconWPA Downloads
  6. Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates
    Finance, EconWPA Downloads View citations (8)
  7. Modeling Credit Risk by Affine Processes
    Finance, EconWPA Downloads View citations (1)
  8. Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk
    Finance, EconWPA Downloads View citations (2)
  9. Projecting the Forward Rate Flow on a Finite Dimensional Manifold
    Finance, EconWPA Downloads View citations (1)

2002

  1. A General Characterization of Quadratic Term Structure Models
    Finance, EconWPA Downloads View citations (3)
  2. Parametric Estimation of Quadratic Term Structure Models of Interest Rate
    Econometrics, EconWPA Downloads

Journal Articles

 
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