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

The XVA of Financial Derivatives: CVA, DVA and FVA Explained: Financial Engineering Explained

en Limba Engleză Hardback – 10 noi 2015

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.

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Specificații

ISBN-13: 9781137435835
ISBN-10: 1137435836
Pagini: 218
Ilustrații: XIII, 218 p.
Dimensiuni: 155 x 235 x 18 mm
Greutate: 0.41 kg
Ediția:1st ed. 2015
Editura: Palgrave Macmillan UK
Colecția Palgrave Macmillan
Seria Financial Engineering Explained

Locul publicării:London, United Kingdom

Notă biografică

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.

Caracteristici

Written by authors with hands on knowledge of researching, implementing and teaching in this area XVA is all anyone is talking about in the derivatives world As a topic, it is still being researched and developed, but implementation guidance is needed now A technical but succinct guide to the topic for traders, sales people, risk managers and structurers

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