Häftad, Engelska, 2019

XVA of Financial Derivatives: CVA, DVA and FVA Explained

Name: XVA of Financial Derivatives: CVA, DVA and FVA Explained
SKU: 9781349953820
Price: 561 SEK
Availability: InStock
Author: Dongsheng Lu
ISBN: 9781349953820

Av Dongsheng Lu

Del i serien Financial Engineering Explained

561 kr

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Beskrivning

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.

Produktinformation

Utgivningsdatum: 2019-03-31
Mått: 155 x 235 x 13 mm
Vikt: 408 g
Format: Häftad
Språk: Engelska
Serie: Financial Engineering Explained
Antal sidor: 218
Förlag: Palgrave Macmillan
ISBN: 9781349953820

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Mer om författaren

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.

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