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	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