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Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 7.

28 March 2018

Lee, David (2018): Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment.

8 August 2022

Lee, David (2022): Pricing Cancellation Product.

22 August 2022

Lee, David (2022): Generic Price Model for Commodity Derivatives.

27 June 2023

Lee, David (2023): An Analytic Solution for Valuing Guaranteed Equity Securities.

12 September 2023

Lee, David (2023): Default Forecasting and Credit Valuation Adjustment.

23 September 2023

Lee, David (2023): Modeling Collateralization and Its Economic Significance.

2 March 2024

Lee, David (2024): Hedge Fund Investment Returns and Performance.

This list was generated on Tue Apr 23 23:20:27 2024 CEST.
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