The XVA of Financial Derivatives: CVA, DVA...

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Beschreibung

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.

Über den Autor

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.

Zusammenfassung

Written by authors with hands on knowledge of researching, implementing and teaching in this area

XVA is all anyone is talking about in the derivatives world

As a topic, it is still being researched and developed, but implementation guidance is needed now

A technical but succinct guide to the topic for traders, sales people, risk managers and structurers

Details

Erscheinungsjahr:	2019
Fachbereich:	Betriebswirtschaft
Genre:	Importe , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
Reihe:	Financial Engineering Explained
Inhalt:	xiii 218 S.
ISBN-13:	9781349953820
ISBN-10:	1349953822
Sprache:	Englisch
Ausstattung / Beilage:	Paperback
Einband:	Kartoniert / Broschiert
Autor:	Lu, Dongsheng
Auflage:	Softcover reprint of the original 1st ed. 2016
Hersteller:	Palgrave Macmillan UK Financial Engineering Explained
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	235 x 155 x 13 mm
Von/Mit:	Dongsheng Lu
Erscheinungsdatum:	31.03.2019
Gewicht:	0,408 kg

Artikel-ID: 115102153