David Lee
Names
| first: | David |
| last: | Lee |
Identifer
| RePEc Short-ID: | ple990 |
Contact
| homepage: | https://finpricing.com/lib/IrBasisCurve.html |
Affiliations
-
finpricing
- http://www.finpricing.com
- location: New York, US
Research profile
author of:
- Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment (RePEc:arx:papers:1804.02289)
by David Lee - Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment (RePEc:hal:wpaper:hal-01758922)
by David Lee - Modeling Commodity Price Dynamics (RePEc:hal:wpaper:hal-03758093)
by David Lee - Pricing and Hedging Guaranteed Equity Securities (RePEc:hal:wpaper:hal-04140384)
by David Lee - The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment (RePEc:osf:arabix:cwx9t)
by Lee, David - Pricing Cancellation Product (RePEc:pra:mprapa:114147)
by Lee, David - Generic Price Model for Commodity Derivatives (RePEc:pra:mprapa:114283)
by Lee, David - An Analytic Solution for Valuing Guaranteed Equity Securities (RePEc:pra:mprapa:117775)
by Lee, David - Default Forecasting and Credit Valuation Adjustment (RePEc:pra:mprapa:118578)
by Lee, David - Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment (RePEc:pra:mprapa:85575)
by Lee, David