Xiaowei Ding
Finance · with Giesecke · 2008
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 11 citations into it
Whom Xiaowei Ding trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Xiaowei Ding's perspective
Ordered by how strongly the researchers Xiaowei Ding trusts endorse each paper. Same corpus, a different order for every researcher.
- Common Failings: How Corporate Defaults are Correlated
- Calibration of CDO Tranches with the Dynamical Generalized-Poisson Loss Model
- Pricing Credit from the Top Down with Affine Point Processes
- Frailty Correlated Default
- QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES
- CORRELATED DEFAULT WITH INCOMPLETE INFORMATION
- Portfolio Credit Risk Models with Interacting Default Intensities: a Markovian Approach
- Multi-Period Corporate Default Prediction With Stochastic Covariates
- Cyclical correlations, credit contagion, and portfolio losses
- Good and bad credit contagion: Evidence from credit default swaps
Their papers
- Time-Changed Birth Processes and Multi-Name Credit Derivatives (2008) — 68 citations