Financial Engineering Explained

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

Authors: Lu, Dongsheng

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  • 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
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eBook $34.99
price for USA (gross)
  • ISBN 978-1-137-43584-2
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $48.00
price for USA
  • ISBN 978-1-137-43583-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $48.00
price for USA
  • Unpublished eBooks cannot be pre-ordered in advance.
  • Due: December 22, 2016
  • ISBN 978-1-349-95382-0
  • Free shipping for individuals worldwide
About this book

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.

About the authors

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.

Table of contents (8 chapters)

Table of contents (8 chapters)

Buy this book

eBook $34.99
price for USA (gross)
  • ISBN 978-1-137-43584-2
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $48.00
price for USA
  • ISBN 978-1-137-43583-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $48.00
price for USA
  • Unpublished eBooks cannot be pre-ordered in advance.
  • Due: December 22, 2016
  • ISBN 978-1-349-95382-0
  • Free shipping for individuals worldwide
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Bibliographic Information

Bibliographic Information
Book Title
The XVA of Financial Derivatives: CVA, DVA and FVA Explained
Authors
Series Title
Financial Engineering Explained
Copyright
2016
Publisher
Palgrave Macmillan UK
Copyright Holder
Dongsheng Lu
eBook ISBN
978-1-137-43584-2
DOI
10.1057/9781137435842
Hardcover ISBN
978-1-137-43583-5
Softcover ISBN
978-1-349-95382-0
Edition Number
1
Number of Pages
XIII, 218
Topics