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DrVincent Xiang

Senior Lecturer

Faculty of Business and Law/Deakin Business School

Orcid identifier0000-0002-9682-0614 (opens in a new tab)⁠
  • Senior Lecturer
    Faculty of Business and Law/Deakin Business School
  • +61 3 924 46975 (Work)
  • Melbourne Burwood Campus, 221 Burwood Highway, Burwood, Victoria 3125

RESEARCH INTERESTS

* Asset Pricing
* Credit Risk Modelling
* Market Microstructure

Knowledge Areas
* Asset Pricing
* Credit Risk
* Market Microstructure

Projects
* Equity term structure
* Return extrapolation and volaitlity expectation

GRANTS

  • GRANT
    Credit risk information dynamics and capital structure arbitrage: Evidence from the U.S. CDS and equity markets
    15 Aug 2013 - 31 Dec 2015
    People funded by this grant:
    • Xiang V,
    • Chng M
    Aust Centre for Financial Studies - $3,818.17
  • GRANT
    Commodity Hedging with Stochastic Volatility Models
    9 Aug 2013 - 28 Feb 2015
    People funded by this grant:
    • Chng M,
    • Liu Q,
    • Xiang V
    Aust Centre for Financial Studies - $9,090.91