Xiao

[6] viXra:1909.0306 submitted on 2019-09-14 11:00:47, (6 unique-IP downloads)

The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment

Authors: Xiao, Tim
Category: Economics and Finance

[5] viXra:1909.0152 submitted on 2019-09-07 14:18:19, (2 unique-IP downloads)

The Valuation of Credit Default Swap with Counterparty Risk and Collateralization

Authors: Xiao, Tim
Category: Economics and Finance

[4] viXra:1909.0020 submitted on 2019-09-01 18:22:18, (3 unique-IP downloads)

The Valuation of Interest Rate Swap with Bilateral Counterparty Risk

Authors: Xiao, Tim
Category: Economics and Finance

[3] viXra:1908.0499 submitted on 2019-08-24 08:32:12, (4 unique-IP downloads)

Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment

Authors: Xiao, Tim
Category: Economics and Finance

[2] viXra:1908.0331 submitted on 2019-08-15 19:02:29, (6 unique-IP downloads)

Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization

Authors: Xiao, Tim
Category: Economics and Finance

[1] viXra:1908.0201 submitted on 2019-08-10 08:13:31, (4 unique-IP downloads)

Incremental Risk Charge Methodology

Authors: Xiao, Tim
Category: Economics and Finance