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

Dongsheng Lu (Autor)

Buch | Softcover

218 Seiten

2019 | Softcover reprint of the original 1st ed. 2016
Palgrave Macmillan (Verlag)
978-1-349-95382-0 (ISBN)

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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.

Erscheinungsdatum	20.12.2018
Reihe/Serie	Financial Engineering Explained
Zusatzinfo	XIII, 218 p.
Verlagsort	Basingstoke
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Allgemeines / Lexika
	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
	Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Bankbetriebslehre
	Wirtschaft ► Betriebswirtschaft / Management ► Unternehmensführung / Management
	Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft
Schlagworte	Derivatives • Hedging • Rating • Risk Management • XVA
ISBN-10	1-349-95382-2 / 1349953822
ISBN-13	978-1-349-95382-0 / 9781349953820
Zustand	Neuware