The XVA of Financial Derivatives: CVA, DVA and FVA Explained
The XVA of Financial Derivatives: CVA, DVA and FVA Explained
Regular price
Checking stock...
Regular price
Checking stock...
Summary
This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.
The feel-good place to buy books
- Free delivery in Ireland
- Supporting authors with AuthorSHARE
- 100% recyclable packaging
- Proud to be a B Corp – A Business for good
- Buy-back with Ziffit
The XVA of Financial Derivatives: CVA, DVA and FVA Explained by Dongsheng Lu
This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.
Dongsheng Lu is Managing Director and Head of Quantitative Research at BNY Mellon's Derivatives Trading Unit. His group is responsible for developing derivatives trading/pricing models and building trading/risk management infrastructure for interest rate, equity and foreign exchange derivatives trading business. Before joining BNY Mellon in 1998, he did two years of postdoctoral research at University of Pennsylvania on quantum mechanical calculations and molecular simulations of biological enzymes. He holds a PhD in Theoretical Chemistry from the Ohio State University and a B.S. degree from University of Science and Technology of China.
| SKU | Unavailable |
| ISBN 13 | 9781137435835 |
| ISBN 10 | 1137435836 |
| Title | The XVA of Financial Derivatives: CVA, DVA and FVA Explained |
| Author | Dongsheng Lu |
| Series | Financial Engineering Explained |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Palgrave Macmillan |
| Year published | 2015-11-10 |
| Number of pages | 218 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |