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The XVA of Financial Derivatives: CVA, DVA and FVA Explained (Financial Engineering Explained)
Dongsheng Lu
€ 92.50
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Description for The XVA of Financial Derivatives: CVA, DVA and FVA Explained (Financial Engineering Explained)
Paperback. 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. Series: Financial Engineering Explained. Num Pages: 240 pages, 19 black & white tables, 64 figures. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 158 x 234 x 20. Weight in Grams: 388.
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.
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.
Product Details
Format
Paperback
Publication date
2015
Publisher
Palgrave Macmillan
Condition
New
Series
Financial Engineering Explained
Number of Pages
218
Place of Publication
Basingstoke, United Kingdom
ISBN
9781137435835
SKU
V9781137435835
Shipping Time
Usually ships in 5 to 9 working days
Ref
99-9
About 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 ... Read more
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