Dongsheng Lu

Gebundenes Buch

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

Beschreibung

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.

Autor

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.

Produktdetails

• Financial Engineering Explained
• Verlag: Palgrave Macmillan / Palgrave Macmillan UK / Springer Palgrave Macmillan
• Artikelnr. des Verlages: 978-1-137-43583-5
• 1st ed. 2015
• Seitenzahl: 218
• Erscheinungstermin: 10. November 2015
• Englisch
• Abmessung: 231mm x 155mm x 18mm
• Gewicht: 532g
• ISBN-13: 9781137435835
• ISBN-10: 1137435836
• Artikelnr.: 42488548