The XVA of Financial Derivatives: CVA, DVA and FVA Explained by Dongsheng Lu

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	Non disponible
ISBN 13	9781137435835
ISBN 10	1137435836
Titre	The XVA of Financial Derivatives: CVA, DVA and FVA Explained
Auteur	Dongsheng Lu
Série	Financial Engineering Explained
État	Non disponible
Type de reliure	Hardback
Éditeur	Palgrave Macmillan
Année de publication	2015-11-10
Nombre de pages	218
Note de couverture	La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note	Non disponible