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 8 19
Default Forecasting and Credit Valuation Adjustment 0 0 1 15 0 3 13 29
Generic Price Model for Commodity Derivatives 0 0 0 7 1 4 13 20
Modeling Commodity Price Dynamics 0 0 4 11 0 4 23 47
Pricing Cancellation Product 0 0 0 4 0 5 15 17
Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 2 0 3 16 54
Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 9 0 1 4 28
Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 17 0 1 12 44
Pricing and Hedging Guaranteed Equity Securities 0 0 1 7 0 2 13 18
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 0 0 3 8 14
Total Working Papers 0 0 6 78 1 27 125 290


Statistics updated 2026-07-10