David Lee Researcher Rbc Commons username: @davidlee Following 0 members View ProfileActivitySites 1CORE deposits 21Following 0Followers 0Groups 3DiscussionsDocs Academic Interests Commons GroupsHCBusiness ManagementPublic HumanitiesScholarly Communication Recent Commons Activity deposited CDS Index Basis Adjustment deposited Reverse Convertible Pricing M… in the group Scholarly Communication deposited Reverse Convertible Pricing M… in the group Public Humanities deposited Reverse Convertible Pricing M… in the group Business Management deposited Reverse Convertible Pricing M… Work Shared in COREArticlesReverse 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
