IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to follow this author

Li Chen

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
RePEc Short-ID:pch120
412A Devereux Ave. Princeton, NJ 08540
in new window
  1. Li Chen & Damir Filipovic, 2003. "Modeling Credit Risk by Affine Processes," Finance 0303006, EconWPA.
  2. Li Chen & Erhan Bayraktar & H. Vincent Poor, 2003. "Consistency Problems For Jump-Diffusion Models," Finance 0304003, EconWPA.
  3. Li Chen & Damir Filipovic, 2003. "Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk," Finance 0303009, EconWPA.
  4. Erhan Bayraktar & Li Chen & H. Vincent Poor, 2003. "Projecting the Forward Rate Flow on a Finite Dimensional Manifold," Finance 0303007, EconWPA.
  5. Li Chen & Damir Filipovic, 2003. "A Simple Model for Credit Migration and Spread Curves," Finance 0305003, EconWPA.
  6. Li Chen & Damir Filipovic, 2003. "Credit Derivatives in an Affine Framework," Finance 0307002, EconWPA.
  7. Li Chen & H. Vincent Poor, 2003. "Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates," Finance 0303008, EconWPA.
  8. Li Chen & H. Vincent Poor, 2003. "Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach," Finance 0312008, EconWPA.
  9. Li Chen & H. Vincent Poor, 2003. "Credit Risk Modeling and the Term Structure of Credit Spreads," Finance 0312009, 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (5) 2003-01-12 2003-04-09 2003-04-09 2003-04-09 2003-12-14. Author is listed
  2. NEP-RMG: Risk Management (4) 2002-12-02 2003-04-09 2003-04-09 2003-07-13. Author is listed
  3. NEP-FIN: Finance (3) 2003-05-18 2003-12-14 2003-12-14. Author is listed
  4. NEP-CFN: Corporate Finance (2) 2002-12-02 2003-12-14
  5. NEP-ECM: Econometrics (2) 2003-01-12 2003-04-12
  6. NEP-MFD: Microfinance (2) 2003-05-18 2003-12-14
  7. NEP-MAC: Macroeconomics (1) 2003-04-09

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Li Chen should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.