Tim Xiao
Names
Identifer
Contact
Affiliations
-
FinPricing
- https://finpricing.com
- location: Canada, Toronto
Research profile
author of:
- A New Model for Pricing Collateralized Financial Derivatives (RePEc:arx:papers:1805.11981)
by Tim Xiao - A New Model for Pricing Collateralized Financial Derivatives (RePEc:hal:journl:hal-01800559)
by Tim Xiao - An Accurate Solution for Credit Valuation Adjustment and Wrong Way Risk (RePEc:hal:journl:hal-01810490)
by Tim Xiao - A simple and precise method for pricing convertible bond with credit risk (RePEc:hal:journl:hal-01812927)
by Tim Xiao - Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds (RePEc:hal:journl:hal-01812928)
by Tim Xiao - An Efficient Lattice Algorithm for the LIBOR Market Model (RePEc:hal:journl:hal-02024141)
by Tim Xiao - An Economic Examination of Collateralization in Different Financial Markets (RePEc:hal:wpaper:hal-02024144)
by Tim Xiao - The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling (RePEc:hal:wpaper:hal-02024145)
by Tim Xiao - Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization (RePEc:hal:wpaper:hal-02024147)
by Tim Xiao - Incremental Risk Charge Methodology (RePEc:hal:wpaper:hal-02024148)
by Tim Xiao - Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment (RePEc:hal:wpaper:hal-02165501)
by Tim Xiao - The Valuation of Interest Rate Swap with Bilateral Counterparty Risk (RePEc:hal:wpaper:hal-02169144)
by Tim Xiao - The Valuation of Credit Default Swap with Counterparty Risk and Collateralization (RePEc:hal:wpaper:hal-02174170)
by Tim Xiao - Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds (RePEc:ids:ijfmkd:v:4:y:2015:i:1:p:1-25)
by Tim Xiao - Solar wind entry into the high-latitude terrestrial magnetosphere during geomagnetically quiet times (RePEc:nat:natcom:v:4:y:2013:i:1:d:10.1038_ncomms2476)
by Q.Q. Shi & Q.-G. Zong & S.Y. Fu & M.W. Dunlop & Z.Y. Pu & G.K. Parks & Y. Wei & W.H. Li & H. Zhang & M. Nowada & Y.B. Wang & W.J. Sun & T. Xiao & H. Reme & C. Carr & A.N. Fazakerley & E. Lucek - Microwaves effectively examine the extent and type of coking over acid zeolite catalysts (RePEc:nat:natcom:v:8:y:2017:i:1:d:10.1038_s41467-017-00602-8)
by B. Liu & D. R. Slocombe & J. Wang & A. Aldawsari & S. Gonzalez-Cortes & J. Arden & V. L. Kuznetsov & H. AlMegren & M. AlKinany & T. Xiao & P. P. Edwards - An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk (RePEc:osf:arabix:2cqbg)
by Xiao, Tim - Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment (RePEc:osf:arabix:5uxef)
by Xiao, Tim - Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization (RePEc:osf:arabix:86xhw)
by Xiao, Tim - The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling (RePEc:osf:arabix:96dy5)
by Xiao, Tim - An Economic Examination of Collateralization in Different Financial Markets (RePEc:osf:arabix:b7uvg)
by Xiao, Tim - A New Model for Pricing Collateralized OTC Derivatives (RePEc:osf:arabix:b9vg8)
by Xiao, Tim - The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment (RePEc:osf:arabix:ep9dn)
by Xiao, Tim - Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds (RePEc:osf:arabix:ez659)
by Xiao, Tim - An Efficient Lattice Algorithm For The Libor Market Model (RePEc:osf:arabix:fvtxd)
by Xiao, Tim - The Valuation of Credit Default Swap with Counterparty Risk and Collateralization (RePEc:osf:arabix:j9hkn)
by Xiao, Tim - Incremental Risk Charge Methodology (RePEc:osf:arabix:qmcdz)
by Xiao, Tim - The Valuation of Interest Rate Swap with Bilateral Counterparty Risk (RePEc:osf:arabix:rb6md)
by Xiao, Tim - A Simple and Precise Method for Pricing Convertible Bond with Credit Risk (RePEc:osf:arabix:rdega)
by Xiao, Tim - An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk (RePEc:osf:frenxi:2rtya)
by Xiao, Tim - Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment (RePEc:osf:frenxi:5hf4b)
by Xiao, Tim - Incremental Risk Charge Methodology (RePEc:osf:frenxi:6b3hu)
by Xiao, Tim - The Valuation of Credit Default Swap with Counterparty Risk and Collateralization (RePEc:osf:frenxi:6m73z)
by Xiao, Tim - The Valuation of Interest Rate Swap with Bilateral Counterparty Risk (RePEc:osf:frenxi:8b9p4)
by Xiao, Tim - A New Model for Pricing Collateralized OTC Derivatives (RePEc:osf:frenxi:am8zy)
by Xiao, Tim - The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment (RePEc:osf:frenxi:ds7zj)
by Xiao, Tim - An Efficient Lattice Algorithm For The Libor Market Model (RePEc:osf:frenxi:dxvnw)
by Xiao, Tim - Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization (RePEc:osf:frenxi:ej7nz)
by Xiao, Tim - An Economic Examination of Collateralization in Different Financial Markets (RePEc:osf:frenxi:j32fu)
by Xiao, Tim - A Simple and Precise Method for Pricing Convertible Bond with Credit Risk (RePEc:osf:frenxi:k6zj3)
by Xiao, Tim - The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling (RePEc:osf:frenxi:mt637)
by Xiao, Tim - Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds (RePEc:osf:frenxi:unz4k)
by Xiao, Tim - The Valuation of Credit Default Swap with Counterparty Risk and Collateralization (RePEc:osf:socarx:3pzyv)
by Xiao, Tim - An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk (RePEc:osf:socarx:3yjk2)
by Xiao, Tim - Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization (RePEc:osf:socarx:84xjn)
by Xiao, Tim - The Valuation of Interest Rate Swap with Bilateral Counterparty Risk (RePEc:osf:socarx:cjaqv)
by Xiao, Tim - A New Model for Pricing Collateralized OTC Derivatives (RePEc:osf:socarx:dh9mr)
by Xiao, Tim - A New Model for Pricing Collateralized Financial Derivatives (RePEc:osf:socarx:fvdzh)
by Xiao, Tim - A Simple and Precise Method for Pricing Convertible Bond with Credit Risk (RePEc:osf:socarx:gxwaj)
by Xiao, Tim - The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment (RePEc:osf:socarx:jc43a)
by Xiao, Tim - Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment (RePEc:osf:socarx:kzbxf)
by Xiao, Tim - An Efficient Lattice Algorithm For The Libor Market Model (RePEc:osf:socarx:qmh9c)
by Xiao, Tim - The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling (RePEc:osf:socarx:u546r)
by Xiao, Tim - Incremental Risk Charge Methodology (RePEc:osf:socarx:y43dx)
by Xiao, Tim - Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds (RePEc:osf:socarx:zr7hp)
by Xiao, Tim - An Economic Examination of Collateralization in Different Financial Markets (RePEc:osf:socarx:zw6xq)
by Xiao, Tim - An efficient lattice algorithm for the libor market model (RePEc:pra:mprapa:32972)
by Tim, Xiao - An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk (RePEc:pra:mprapa:47104)
by Xiao, Tim - An Economic Examination of Collateralization in Different Financial Markets (RePEc:pra:mprapa:47105)
by Xiao, Tim - The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling (RePEc:pra:mprapa:47136)
by Xiao, Tim - Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds (RePEc:pra:mprapa:47366)
by Xiao, Tim - An Economic Examination of Collateralization in Different Financial Markets (RePEc:pra:mprapa:47371)
by Xiao, Tim - A Simple and Precise Method for Pricing Convertible Bond with Credit Risk (RePEc:pra:mprapa:53982)
by Xiao, Tim - A New Model for Pricing Collateralized Financial Derivatives (RePEc:pra:mprapa:87088)
by Xiao, Tim - Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment (RePEc:pra:mprapa:94135)
by Xiao, Tim - Pricing Interest Rate Swap Subject to Bilateral Counterparty Risk (RePEc:pra:mprapa:94233)
by Xiao, Tim - Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization (RePEc:pra:mprapa:94441)
by Xiao, Tim - Incremental Risk Charge Methodology (RePEc:pra:mprapa:94581)
by Xiao, Tim - Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization (RePEc:pra:mprapa:94701)
by Tim, Xiao - The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment (RePEc:pra:mprapa:94861)
by Xiao, Tim - A New Model for Pricing Collateralized OTC Derivatives (RePEc:zbw:espost:197768)
by Xiao, Tim - An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk (RePEc:zbw:espost:198046)
by Xiao, Tim - A Simple and Precise Method for Pricing Convertible Bond with Credit Risk (RePEc:zbw:espost:199116)
by Xiao, Tim - An Efficient Lattice Algorithm for the LIBOR Market Model (RePEc:zbw:espost:200091)
by Xiao, Tim - Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds (RePEc:zbw:espost:200122)
by Xiao,Tim - An Economic Examination of Collateralization in Different Financial Markets (RePEc:zbw:esprep:200503)
by Xiao,Tim - The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling (RePEc:zbw:esprep:201542)
by Xiao,Tim - Incremental Risk Charge Methodology (RePEc:zbw:esprep:201810)
by Xiao,Tim - Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization (RePEc:zbw:esprep:202075)
by Xiao,Tim - Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment (RePEc:zbw:esprep:202549)
by Xiao, Tim - The Valuation of Interest Rate Swap with Bilateral Counterparty Risk (RePEc:zbw:esprep:203135)
by Xiao, Tim - The Valuation of Credit Default Swap with Counterparty Risk and Collateralization (RePEc:zbw:esprep:203447)
by Xiao, Tim - The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment (RePEc:zbw:esprep:204279)
by Xiao, Tim - Generic Cancellable Note Analytics (RePEc:zbw:esprep:262367)
by Xiao, Tim