Peili Wang

Lehman Brothers, New York

745 Seventh Avenue

New York, NY 10019

United States

  • Lehman Brothers, New York

SCHOLARLY PAPERS

3

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Top 32,822

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8

Scholarly Papers (3)

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1.

Defining, Estimating and Using Credit Term Structures. Part 3: Consistent Cds-Bond Basis

Number of pages: 20 Posted: 07 Jun 2005
Arthur M. Berd, Roy Mashal and Peili Wang
General Quantitative, LLC, Lehman Brothers, New York and Lehman Brothers, New York
Downloads 1,368 (29,450)
Citation 2

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Credit risk, credit bond, credit derivatives, CDS, relative value

2.

Defining, Estimating and Using Credit Term Structures. Part 1: Consistent Valuation Measures

Number of pages: 27 Posted: 07 Jun 2005
Arthur M. Berd, Roy Mashal and Peili Wang
General Quantitative, LLC, Lehman Brothers, New York and Lehman Brothers, New York
Downloads 982 (47,431)
Citation 3

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Credit risk, credit bond, recovery rate, portfolio management, relative value

3.

Defining, Estimating and Using Credit Term Structures. Part 2: Consistent Risk Measures

Number of pages: 17 Posted: 07 Jun 2005
Arthur M. Berd, Roy Mashal and Peili Wang
General Quantitative, LLC, Lehman Brothers, New York and Lehman Brothers, New York
Downloads 766 (66,575)
Citation 3

Abstract:

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Credit risk, credit bond, recovery risk, portfolio management, relative value, risk management