Tim Xiao

[3] viXra:1906.0338 submitted on 2019-06-18 18:12:46, (0 unique-IP downloads)

A Simple and Precise Method for Pricing Convertible Bond with Credit Risk

Authors: Tim Xiao
Category: Economics and Finance

[2] viXra:1906.0188 submitted on 2019-06-11 18:20:16, (0 unique-IP downloads)

An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk

Authors: Tim Xiao
Category: Economics and Finance

[1] viXra:1906.0157 submitted on 2019-06-09 11:19:44, (4 unique-IP downloads)

A New Model for Pricing Collateralized OTC Derivatives

Authors: Tim Xiao
Category: Economics and Finance