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Li Chen

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This is information that was supplied by Li Chen in registering through RePEc. If you are Li Chen , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Li
Middle Name:
Last Name: Chen
Suffix:

RePEc Short-ID: pch120

Email:
Homepage: http://www.princeton.edu/~lichen
Postal Address: 412A Devereux Ave. Princeton, NJ 08540
Phone: (609)2582798

Affiliation

Works

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Working papers

  1. Li Chen & Damir Filipovic, 2003. "Modeling Credit Risk by Affine Processes," Finance 0303006, EconWPA.
  2. Li Chen & Damir Filipovic, 2003. "Credit Derivatives in an Affine Framework," Finance 0307002, EconWPA.
  3. Li Chen & H. Vincent Poor, 2003. "Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates," Finance 0303008, EconWPA.
  4. Li Chen & Damir Filipovic, 2003. "Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk," Finance 0303009, EconWPA.
  5. Li Chen & H. Vincent Poor, 2003. "Credit Risk Modeling and the Term Structure of Credit Spreads," Finance 0312009, EconWPA.
  6. Li Chen & H. Vincent Poor, 2003. "Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach," Finance 0312008, EconWPA.
  7. Erhan Bayraktar & Li Chen & H. Vincent Poor, 2003. "Projecting the Forward Rate Flow on a Finite Dimensional Manifold," Finance 0303007, EconWPA.
  8. Li Chen & Damir Filipovic, 2003. "A Simple Model for Credit Migration and Spread Curves," Finance 0305003, EconWPA.
  9. Li Chen & Erhan Bayraktar & H. Vincent Poor, 2003. "Consistency Problems For Jump-Diffusion Models," Finance 0304003, EconWPA.
  10. Li Chen & H. Vincent Poor, 2002. "Parametric Estimation of Quadratic Term Structure Models of Interest Rate," Econometrics 0301001, EconWPA.
  11. Li Chen & H. Vincent Poor, 2002. "A General Characterization of Quadratic Term Structure Models," Finance 0211008, EconWPA.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (2) 2002-12-02 2003-12-14
  2. NEP-ECM: Econometrics (2) 2003-01-12 2003-04-12
  3. NEP-FIN: Finance (3) 2003-05-18 2003-12-14 2003-12-14. Author is listed
  4. NEP-FMK: Financial Markets (5) 2003-01-12 2003-04-09 2003-04-09 2003-04-09 2003-12-14. Author is listed
  5. NEP-MAC: Macroeconomics (1) 2003-04-09
  6. NEP-MFD: Microfinance (2) 2003-05-18 2003-12-14
  7. NEP-RMG: Risk Management (4) 2002-12-02 2003-04-09 2003-04-09 2003-07-13. Author is listed

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