Xiaowei Ding

Stanford University

Stanford, CA 94305

United States

SCHOLARLY PAPERS

2

DOWNLOADS

1,180

SSRN CITATIONS
Rank 23,014

SSRN RANKINGS

Top 23,014

in Total Papers Citations

13

CROSSREF CITATIONS

42

Scholarly Papers (2)

1.

A Top-Down Approach to Multi-Name Credit

Operations Research, Forthcoming
Number of pages: 34 Posted: 15 Mar 2005 Last Revised: 15 Jun 2016
Kay Giesecke, Lisa R. Goldberg and Xiaowei Ding
Stanford University - Department of Management Science & Engineering, University of California, Berkeley and Stanford University
Downloads 799 (59,148)
Citation 37

Abstract:

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correlated defaults, point process, random thinning, single-name hedging, top-down model

2.

Time-Changed Birth Processes and Multi-Name Credit Derivatives

Operations Research, Forthcoming
Number of pages: 32 Posted: 05 Jan 2007 Last Revised: 15 Jun 2016
Kay Giesecke, Xiaowei Ding and Pascal Tomecek
Stanford University - Department of Management Science & Engineering, Stanford University and Cornell University
Downloads 381 (147,214)

Abstract:

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Self-affecting point process, birth process, event feedback, time change, portfolio credit derivative