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David Lee

Personal Details

First Name:David
Middle Name:
Last Name:Lee
Suffix:
RePEc Short-ID:ple990
[This author has chosen not to make the email address public]
https://finpricing.com/lib/IrBasisCurve.html

Affiliation

finpricing


http://www.finpricing.com
New York, US

Research output

as
Jump to: Working papers

Working papers

  1. Lee, David, 2023. "An Analytic Solution for Valuing Guaranteed Equity Securities," MPRA Paper 117775, University Library of Munich, Germany.
  2. Lee, David, 2023. "Default Forecasting and Credit Valuation Adjustment," MPRA Paper 118578, University Library of Munich, Germany.
  3. David Lee, 2023. "Pricing and Hedging Guaranteed Equity Securities," Working Papers hal-04140384, HAL.
  4. Lee, David, 2022. "Pricing Cancellation Product," MPRA Paper 114147, University Library of Munich, Germany.
  5. Lee, David, 2022. "Generic Price Model for Commodity Derivatives," MPRA Paper 114283, University Library of Munich, Germany.
  6. David Lee, 2022. "Modeling Commodity Price Dynamics," Working Papers hal-03758093, HAL.
  7. David Lee, 2018. "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Papers 1804.02289, arXiv.org.
  8. Lee, David, 2018. "The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," arabixiv.org cwx9t, Center for Open Science.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (5) 2022-09-12 2022-09-19 2023-07-31 2023-08-14 2023-10-16. Author is listed
  2. NEP-FMK: Financial Markets (2) 2018-04-30 2023-07-31. Author is listed
  3. NEP-BAN: Banking (1) 2023-10-16
  4. NEP-GER: German Papers (1) 2023-10-16

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