David Lee Researcher Rbc Commons username: @davidlee Following 0 members View ActivityProfileSites 1CORE deposits 30Following 0Followers 0Groups 3DiscussionsDocs Academic Interests Commons GroupsHCBusiness ManagementPublic HumanitiesScholarly Communication Recent Commons Activity deposited Calculating Risk Sensitivitie… in the group Scholarly Communication deposited Calculating Risk Sensitivitie… in the group Public Humanities deposited Calculating Risk Sensitivitie… in the group Business Management deposited Calculating Risk Sensitivitie… deposited Binary Return Note Valuation in the group Scholarly Communication Work Shared in COREArticlesCalculating Risk Sensitivities for Monte Carlo ApproachBinary Return Note ValuationFade Option ValuationAsian Futures Option ValuationPower Swap ValuationDouble Window Barrier Option ValuationIndex Tranches and Bespoke CDOsCapped Accumulated Return Call OptionCDS Index Basis AdjustmentReverse Convertible Pricing ModelPricing Path Dependent Derivative NoteEssaysVariance and Volatility Swap ModelPresentationsTerm of Structure of Implied Volatility ModelValuation of Shrinking Basket Option Based on the Worst Return.Credit VaR ModelDefault Put Protection Derivative AnalyticsAmerican Barrier Option ModelReportsConduit Fees IntroductionDigital Barrier Basket Note ValuationPricing Asian Option on a Basket of AveragesEquity Asian Swap ModelEquity Forwards and Futures ValuationForward Starting Option ModelLoan Commitment AnalyticsGold Option Pricing ModelTwo Asset Barrier Option Valuation ModelTwo Asset Barrier OptionGIC Pricing ModelMarket Mix GIC IntroductionCLO Total Return Swap Blog Posts
