Seng Yuen Leung

Independent

SCHOLARLY PAPERS

2

DOWNLOADS

729

SSRN CITATIONS
Rank 46,020

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Top 46,020

in Total Papers Citations

0

CROSSREF CITATIONS

15

Scholarly Papers (2)

1.

Credit Default Swap Valuation with Counterparty Risk

Kyoto Economics Journal, Forthcoming
Number of pages: 27 Posted: 09 May 2005
Yue Kuen Kwok and Seng Yuen Leung
Hong Kong University of Science & Technology - Department of Mathematics and Independent
Downloads 635 (53,671)

Abstract:

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counterparty risk, contagious default, intensity model, credit default swap

2.

Finite Time Dividend-Ruin Models

Number of pages: 25 Posted: 22 Feb 2007
Yue Kuen Kwok, Kwai Sun Leung and Seng Yuen Leung
Hong Kong University of Science & Technology - Department of Mathematics, Hong Kong University of Science & Technology (HKUST) and Independent
Downloads 94 (346,604)

Abstract:

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dividend-ruin model, dividend payouts, reflecting and absorbing barriers