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• CDS Index Basis Adjustment

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Derivative securities, Valuation, Capital assets pricing model, Credit

  Item Type:

  Article

  Tag(s):

  CDS, index basis, basis adjustment

  
  

• Variance and Volatility Swap Model

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Derivative securities, Valuation, Stock exchanges

  Item Type:

  Essay

  Tag(s):

  variance swap, volatility swap, asset pricing, derivative valuation

  
  

• Equity Forwards and Futures Valuation

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Foreign exchange futures, Futures market, Valuation

  Item Type:

  Report

  Tag(s):

  forward, futures, derivative valuation

  
  

• Forward Starting Option Model

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Options (Finance), Valuation, Risk management

  Item Type:

  Report

  Tag(s):

  forward start option, option valuation, sensitivity

  
  

• Default Put Protection Derivative Analytics

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Derivative securities, Credit, Valuation

  Item Type:

  Presentation

  Tag(s):

  put production, credit derivatives, derivative valuation

  
  

• Two Asset Barrier Option Valuation Model

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Valuation, Economics, Finance

  Item Type:

  Report

  Tag(s):

  derivative valuation, asset pricing, barrier option, valuation model

  
  

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