Details about Tim Xiao

Access statistics for papers by Tim Xiao.

Last updated 2022-08-20. Update your information in the RePEc Author Service.

Short-id: pxi175

Working Papers

2022

1. Generic Cancellable Note Analytics
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics

2020

2. The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment
   arabixiv.org, Center for Open Science
   Also in FrenXiv, Center for Open Science (2018)
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics (2019)
   SocArXiv, Center for Open Science (2020)
   MPRA Paper, University Library of Munich, Germany (2019)

2019

3. A Simple and Precise Method for Pricing Convertible Bond with Credit Risk
   SocArXiv, Center for Open Science View citations (1)
   Also in FrenXiv, Center for Open Science (2015)
   MPRA Paper, University Library of Munich, Germany (2014) View citations (1)
   arabixiv.org, Center for Open Science (2015)
   Post-Print, HAL (2013) View citations (1)
   See also Journal Article A Simple and Precise Method for Pricing Convertible Bond with Credit Risk, EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics (2013) View citations (1) (2013)
4. An Economic Examination of Collateralization in Different Financial Markets
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics
   Also in MPRA Paper, University Library of Munich, Germany (2012)
   MPRA Paper, University Library of Munich, Germany (2012) View citations (1)
   SocArXiv, Center for Open Science (2018)
   arabixiv.org, Center for Open Science (2018)
   FrenXiv, Center for Open Science (2018) View citations (1)
   Working Papers, HAL (2019)
5. Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment
   Working Papers, HAL View citations (1)
   Also in arabixiv.org, Center for Open Science (2018)
   SocArXiv, Center for Open Science (2018)
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics (2018)
   FrenXiv, Center for Open Science (2018)
   MPRA Paper, University Library of Munich, Germany (2019) View citations (1)
6. Incremental Risk Charge Methodology
   MPRA Paper, University Library of Munich, Germany
   Also in SocArXiv, Center for Open Science (2018) View citations (5)
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics (2019)
   FrenXiv, Center for Open Science (2018)
   arabixiv.org, Center for Open Science (2018)
   Working Papers, HAL (2019) View citations (4)
7. Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization
   MPRA Paper, University Library of Munich, Germany
8. Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization
   Working Papers, HAL
   Also in FrenXiv, Center for Open Science (2019)
   arabixiv.org, Center for Open Science (2019)
   SocArXiv, Center for Open Science (2019)
   MPRA Paper, University Library of Munich, Germany (2019)
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics (2018)
9. Pricing Interest Rate Swap Subject to Bilateral Counterparty Risk
   MPRA Paper, University Library of Munich, Germany View citations (1)
10. The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling
    Working Papers, HAL
    Also in MPRA Paper, University Library of Munich, Germany (2013)
    FrenXiv, Center for Open Science (2017)
    arabixiv.org, Center for Open Science (2017)
    SocArXiv, Center for Open Science (2017)
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics (2019) View citations (2)
11. The Valuation of Credit Default Swap with Counterparty Risk and Collateralization
    Working Papers, HAL
    Also in EconStor Preprints, ZBW - Leibniz Information Centre for Economics (2018)
    FrenXiv, Center for Open Science (2019)
    arabixiv.org, Center for Open Science (2019)
    SocArXiv, Center for Open Science (2019)
12. The Valuation of Interest Rate Swap with Bilateral Counterparty Risk
    Working Papers, HAL
    Also in FrenXiv, Center for Open Science (2019)
    SocArXiv, Center for Open Science (2019)
    arabixiv.org, Center for Open Science (2019)
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics (2017)

2018

13. A New Model for Pricing Collateralized Financial Derivatives
    Papers, arXiv.org
    Also in MPRA Paper, University Library of Munich, Germany (2017) View citations (6)
    SocArXiv, Center for Open Science (2017) View citations (6)
    Post-Print, HAL (2017) View citations (6)

2017

14. A New Model for Pricing Collateralized OTC Derivatives
    arabixiv.org, Center for Open Science View citations (6)
    Also in SocArXiv, Center for Open Science (2017) View citations (6)
    FrenXiv, Center for Open Science (2017) View citations (6)
    See also Journal Article A New Model for Pricing Collateralized OTC Derivatives, EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics (2017) View citations (6) (2017)
15. Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds
    arabixiv.org, Center for Open Science
    Also in Post-Print, HAL (2015)
    FrenXiv, Center for Open Science (2017)
    MPRA Paper, University Library of Munich, Germany (2013)
    SocArXiv, Center for Open Science (2017)
    See also Journal Article Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds, EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics (2015) (2015)

2015

16. AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL
    FrenXiv, Center for Open Science
    Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (23)
    Post-Print, HAL (2011) View citations (19)
    arabixiv.org, Center for Open Science (2015)
    SocArXiv, Center for Open Science (2015) View citations (7)
    See also Journal Article An Efficient Lattice Algorithm for the LIBOR Market Model, EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics (2011) View citations (18) (2011)
17. An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk
    SocArXiv, Center for Open Science View citations (7)
    Also in arabixiv.org, Center for Open Science (2015) View citations (7)
    FrenXiv, Center for Open Science (2015) View citations (7)
    See also Journal Article An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk, EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics (2015) View citations (4) (2015)
18. An Accurate Solution for Credit Valuation Adjustment and Wrong Way Risk
    Post-Print, HAL View citations (7)

2013

19. An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk
    MPRA Paper, University Library of Munich, Germany View citations (17)

Journal Articles

2017

1. A New Model for Pricing Collateralized OTC Derivatives
   EconStor Open Access Articles and Book Chapters, 2017, 24, (4), 8-20 View citations (6)
   See also Working Paper A New Model for Pricing Collateralized OTC Derivatives, arabixiv.org (2017) View citations (6) (2017)
2. Microwaves effectively examine the extent and type of coking over acid zeolite catalysts
   Nature Communications, 2017, 8, (1), 1-7

2015

3. An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk
   EconStor Open Access Articles and Book Chapters, 2015, 25, (1), 84-95 View citations (4)
   See also Working Paper An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk, SocArXiv (2015) View citations (7) (2015)
4. Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds
   EconStor Open Access Articles and Book Chapters, 2015, 4, (1), 1-25
   Also in International Journal of Financial Markets and Derivatives, 2015, 4, (1), 1-25 (2015)
   See also Working Paper Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds, arabixiv.org (2017) (2017)

2013

5. A Simple and Precise Method for Pricing Convertible Bond with Credit Risk
   EconStor Open Access Articles and Book Chapters, 2013, 19, (4), 259-277 View citations (1)
   See also Working Paper A Simple and Precise Method for Pricing Convertible Bond with Credit Risk, SocArXiv (2019) View citations (1) (2019)
6. Solar wind entry into the high-latitude terrestrial magnetosphere during geomagnetically quiet times
   Nature Communications, 2013, 4, (1), 1-6

2011

7. An Efficient Lattice Algorithm for the LIBOR Market Model
   EconStor Open Access Articles and Book Chapters, 2011, 19, (1), 25-40 View citations (18)
   See also Working Paper AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL, FrenXiv (2015) (2015)