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About this product
- DescriptionThis 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.
- Author BiographyDongsheng 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.
- Author(s)Dongsheng Lu
- PublisherPalgrave Macmillan
- Date of Publication10/11/2015
- SubjectFinance & Accounting
- Series TitleFinancial Engineering Explained
- Place of PublicationBasingstoke
- Country of PublicationUnited Kingdom
- ImprintPalgrave Macmillan
- Content Notebiography
- Weight373 g
- Width155 mm
- Height235 mm
- Spine13 mm
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