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Details about David Lee

Homepage:https://finpricing.com/lib/IrBasisCurve.html
Workplace:finpricing

Access statistics for papers by David Lee.

Last updated 2023-08-19. Update your information in the RePEc Author Service.

Short-id: ple990


Working Papers

2023

  1. An Analytic Solution for Valuing Guaranteed Equity Securities
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Default Forecasting and Credit Valuation Adjustment
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Pricing and Hedging Guaranteed Equity Securities
    Working Papers, HAL Downloads

2022

  1. Generic Price Model for Commodity Derivatives
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Modeling Commodity Price Dynamics
    Working Papers, HAL Downloads
  3. Pricing Cancellation Product
    MPRA Paper, University Library of Munich, Germany Downloads

2018

  1. Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment
    Working Papers, HAL Downloads
    Also in Papers, arXiv.org (2018) Downloads
    MPRA Paper, University Library of Munich, Germany (2018) Downloads
  2. The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment
    arabixiv.org, Center for Open Science Downloads
 
Page updated 2023-11-11