Ping Li

11 papers B 1Journal 3Unranked 7
YearRankTypeTitle / Venue / Authors
2017 — conf
An empirical study of chance-constrained portfolio selection model.
ITQM
Yingwei Han, Ping Li
2015 — conf
Pricing of Basket Default Swaps Based on Factor Copulas and NIG.
ITQM
Ping Li, Jie Liu, Xinyun Zhang, Guangdong Huang
2013 — conf
A Factor Model for the Calculation of Portfolio Credit VaR.
ITQM
Ping Li, Xiaoxu Wang, Haibo Wang
2012 — conf
A Copula-based Regime-switching Model for Rainbow Option Pricing.
BIFE
Ping Li, Libo Yin
2010 B conf
Credit Spread Option Pricing by Dynamic Copulas.
NSS
Ping Li, Guangdong Huang
2010 — conf
Financial Asset Price Forecasting Based on Intertransaction Association Rules Mining.
ICEE
Ping Li, Wenjing Xing, Guangdong Huang
2010 J jnl
Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model.
J. Syst. Sci. Complex.
Ping Li, Peng Shi, Guangdong Huang, Xiaojun Shi
2007 J jnl
A new algorithm based on copulas for VaR valuation with empirical calculations.
Theor. Comput. Sci.
Gang Cheng, Ping Li, Peng Shi
2006 J jnl
On Default Correlation and Pricing of Collateralized Debt Obligation by Copula Functions.
Int. J. Inf. Technol. Decis. Mak.
Ping Li, Hou-Sheng Chen, Xiaotie Deng, Shunming Zhang
2006 — conf
On Portfolio's Default-Risk-Adjusted Duration and Value: Model and Algorithm Based on Copulas.
WINE
Ping Li, Hou-Sheng Chen, Guangdong Huang, Xiaojun Shi
2005 — conf
A New Algorithm Based on Copulas for Financial Risk Calculation with Applications to Chinese Stock Markets.
WINE
Ping Li, Peng Shi, Guangdong Huang