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 0 3 9
Default Forecasting and Credit Valuation Adjustment 0 1 1 14 0 2 5 15
Generic Price Model for Commodity Derivatives 0 0 0 7 0 0 0 7
Modeling Commodity Price Dynamics 0 0 3 6 0 1 10 22
Pricing Cancellation Product 0 0 0 4 0 0 0 1
Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 17 0 0 1 32
Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 2 0 0 2 37
Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 9 0 0 1 24
Pricing and Hedging Guaranteed Equity Securities 0 0 1 6 1 1 2 5
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment 0 0 0 0 0 1 2 6
Total Working Papers 0 1 5 71 1 5 26 158


Statistics updated 2025-03-03