Access Statistics for David Lee

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Analytic Solution for Valuing Guaranteed Equity Securities 0 0 0 6 0 1 3 12
Default Forecasting and Credit Valuation Adjustment 0 1 2 15 0 2 5 18
Generic Price Model for Commodity Derivatives 0 0 0 7 3 4 4 11
Modeling Commodity Price Dynamics 0 1 3 9 1 3 7 28
Pricing Cancellation Product 0 0 0 4 0 0 1 2
Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 9 0 0 0 24
Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 17 3 3 3 35
Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 2 0 1 2 39
Pricing and Hedging Guaranteed Equity Securities 0 0 1 7 0 2 6 10
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 0 1 2 3 8
Total Working Papers 0 2 6 76 8 18 34 187


Statistics updated 2025-12-06