Anh Le

New York University, Leonard N. Stern School of Business

PhD candidate

Stern School of Business

44 West 4th Street

New York, NY 10012-1126

United States

SCHOLARLY PAPERS

3

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CITATIONS
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75

Scholarly Papers (3)

1.

Discrete-Time Dynamic Term Structure Models with Generalized Market Prices of Risk

AFA 2007 Chicago Meetings Paper
Number of pages: 39 Posted: 10 Mar 2006
University of North Carolina (UNC) at Chapel Hill - Finance Area, New York University, Leonard N. Stern School of Business and Stanford University - Graduate School of Business
Downloads 470 (46,177)
Citation 35

Abstract:

Nonlinear, Discrete time, Dynamic Term Structure Models, Esscher Transform, Generalized Market Prices of Risks

2.

Separating the Components of Default Risk:A Derivative-Based Approach

NYU Working Paper No. FIN-06-008
Number of pages: 43 Posted: 03 Nov 2008
Anh Le
New York University, Leonard N. Stern School of Business
Downloads 105 (186,455)
Citation 5

Abstract:

3.

Discrete-Time Dynamic Term Structure Models with Generalized Market Prices of Risk

NYU Working Paper No. FIN-06-007
Number of pages: 39 Posted: 03 Nov 2008
New York University, New York University, Leonard N. Stern School of Business and Stanford University - Graduate School of Business
Downloads 55 (289,600)
Citation 35

Abstract: