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Li, Anlong's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
8,548 |
Total
Citations
14 |
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1.
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Li, Anlong
Spot Trading LLC
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30 Jun 08
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Last Revised:
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28 Aug 08
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1,393
(5,328)
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Credit Derivatives, Quanto CDS, Extingushable Cross Currency Swap, Credit Correlaton, Jump Diffusion, Copula, Currency Devaluation
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2.
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Li, Anlong
Spot Trading LLC
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1,216
(6,676)
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3
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Double Barrier Options, Reflection Principal of Brownian Motion,Change of Measures
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3.
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Cao, Melanie
York University - Schulich School of Business Li, Anlong
Spot Trading LLC Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
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1,067
(8,360)
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2
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Weather Derivatives, Weather Risk Management
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4.
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Li, Anlong
Spot Trading LLC raghavan, Vijay
Cantor Fitzgerald
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944
(10,162)
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1
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LIBOR-in-arrears, Convexity Adjustment, Interest Rate Swap
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5.
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Li, Anlong
Spot Trading LLC
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621
(19,083)
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1
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constant maturity credit default swap, convexity adjustment, credit derivatives
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6.
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Li, Anlong
Spot Trading LLC
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546
(22,672)
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Derivatives, Model Calibration, Replication, Hedging, Risk Management
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7.
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Li, Anlong
Spot Trading LLC
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500
(25,508)
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1
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Option Pricing, Stock Price Numeraire, Change of Measure
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8.
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Li, Anlong
Spot Trading LLC
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458
(28,646)
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3
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Term Structure of Interest Rates, Short Rate Model, Markovian Interest Rate Model, Lognormal Interest Rates, Re-combining Tree, Tirnomial Tree, Fast Calibration
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9.
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Li, Anlong
Spot Trading LLC
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442
(30,008)
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1
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Contingent Credit Default Swap, Counterparty Credit Risk, Jump Diffusion, Annuity Measure
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10.
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Li, Anlong
Spot Trading LLC
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402
(33,892)
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Energy Prices, Covariance Matirx Extrapolation, Correlation Triangular Inequality
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11.
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Li, Anlong
Spot Trading LLC
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281
(52,032)
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Binomial Models, Singular Diffusions, Weak Convergence, American Options, Term Structure of Interest Rate, Deposit Insurance, Optimal Stopping Time
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12.
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Li, Anlong
Spot Trading LLC
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268
(54,882)
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1
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option pricing, implied volatility, skewness, volatility smiles, equivalent martingale measure
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13.
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Li, Anlong
Spot Trading LLC Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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240
(61,920)
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Futures, Hedging, Marking-to-market
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14.
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Li, Anlong
Spot Trading LLC
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170
(87,545)
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1
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Binomial Models, Singular Diffusions, Weak Convergence, Term Structure of Interest Rate
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15.
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Li, Anlong
Spot Trading LLC
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Contingent Credit Default Swap, Counterparty Credit Risk, Jump Diffusion, Annuity Measure
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16.
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Li, Anlong
Spot Trading LLC Cao, Melanie
York University - Schulich School of Business Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
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Weather Derivatives, Weather Risk Management, Precipitation Modeling
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17.
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Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance DeGennaro, Ramon P.
University of Tennessee, Knoxville - Department of Finance Thomson, James B.
University of Akron Li, Anlong
Spot Trading LLC
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deposit insurance, regulation, banks, options
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18.
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On Flexibility, Capital Structure, and Investment Decisions for the Insured Bank
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance DeGennaro, Ramon P.
University of Tennessee, Knoxville - Department of Finance Thomson, James B.
University of Akron Li, Anlong
Spot Trading LLC
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Posted:
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05 May 03
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Last Revised:
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20 Jun 03
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Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance DeGennaro, Ramon P.
University of Tennessee, Knoxville - Department of Finance Thomson, James B.
University of Akron Li, Anlong
Spot Trading LLC
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0
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deposit insurance, synamic model, volatility, capital structure
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Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance DeGennaro, Ramon P.
University of Tennessee, Knoxville - Department of Finance Thomson, James B.
University of Akron Li, Anlong
Spot Trading LLC
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0
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deposit insurance, dynamic model, volatility, capital structure
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19.
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Li, Anlong
Spot Trading LLC Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance Sankarasubramanian, L.
affiliation not provided to SSRN
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Records 1 -
19
of 19 matches
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