The XVA of Financial Derivatives: CVA, DVA and FVA Explained / Financial Engineering Explained (PDF)

Name: The XVA of Financial Derivatives: CVA, DVA and FVA Explained / Financial Engineering Explained
Brand: Palgrave Macmillan
SKU: 75603972
Price: 51.69 EUR
Availability: OnlineOnly

(Sprache: Englisch)

Autor: Dongsheng Lu

Schreiben Sie einen Kommentar zu "The XVA of Financial Derivatives: CVA, DVA and FVA Explained / Financial Engineering Explained".

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

Merken

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.

Autorenporträt Video

sofort als Download lieferbar

Bestellnummer: 75603972

Printausgabe 71.49 €

eBook (pdf) -28% 51.69 €

Download bestellen

Verschenken

Lastschrift, Kreditkarte, Paypal, Rechnung
Kostenloser tolino webreader

Produktdetails

Produktbeschreibung
Autorenporträt
eBook Hilfe
Biblio. Angaben / Produktdetails

Produktinformationen zu „The XVA of Financial Derivatives: CVA, DVA and FVA Explained / Financial Engineering Explained (PDF)“

Autoren-Porträt von Dongsheng Lu

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.