【经典教材系列】 The XVA of Financial Derivatives

kankan

good good

Thanks for sharing

谢谢楼主分享，不过内容好像太cutting edge了，是前沿学术

来加一点补充
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.
作者身居MD，是BNY 衍生品交易部的量化研究老大。专门搞研究衍生品交易和定价模型的，也负责部门的基础设施搭建。在1998年加入BNY前，他在宾大做过两年博士后研究，专攻量子力学计算和生物酶的分子模拟。博士毕业自Ohio State的理论化学。本科是中科院的。

作者从业18年了。大概47岁了。

估计已经赚大发了，实在是闲的没事做，想写点书打发点无聊的时间。作为MD能有大把时间写这书。。。

考虑到这是18年从业者，外带强理工科背景的博士和本科背景。

在没有翻开书前，就能猜测，这书不好啃。

谢谢楼主分享

thanks...............................................

thanks for your sharing

Thank you for sharing!!

Thank you for sharing!!