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

by Dongsheng Lu
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Current price ₹3,452.00
Original price ₹5,310.00
Original price ₹5,310.00
Original price ₹5,310.00
(-35%)
₹3,452.00
Current price ₹3,452.00

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Book cover type: Paperback
  • ISBN13: 9781349953820
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Palgrave MacMillan
  • Publication Date:
  • Pages: 218
  • Original Price: EUR 46.99
  • Language: English
  • Edition: Softcover Repri
  • Item Weight: 405 grams
  • BISAC Subject(s): Finance / Financial Engineering, Investments & Securities / Derivatives, and Insurance / Risk Assessment & Management

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.

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