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Thorough, accessible coverage of the key issues in XVA
XVA - Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and comprehensive treatment of Credit, Debit, Funding, Capital and Margin Valuation Adjustment (CVA, DVA, FVA, KVA and MVA), including modelling frameworks as well as broader IT engineering challenges. Written by an industry expert, this book navigates you through the complexities of XVA, discussing in detail the very latest developments in valuation adjustments including the impact of regulatory capital and margin requirements arising from CCPs and bilateral initial margin.
The book presents a unified approach to modelling valuation adjustments including credit risk, funding and regulatory effects. The practical implementation of XVA models using Monte Carlo techniques is also central to the book. You'll also find thorough coverage of how XVA sensitivities can be accurately measured, the technological challenges presented by XVA, the use of grid computing on CPU and GPU platforms, the management of data, and how the regulatory framework introduced under Basel III presents massive implications for the finance industry.
If you're a quantitative analyst, trader, banking manager, risk manager, finance and audit professional, academic or student looking to expand your knowledge of XVA, this book has you covered.
ANDREW GREEN heads CVA/FVA Quantitative Research at Lloyds Banking Group. He leads a team of quantitative analysts and developers who are responsible for the design and implementation of models for derivative valuation adjustments. Andrew and his team also work extensively on the implication of regulatory change on derivatives. Andrew previously headed CVA Quantitative Research at Barclays Capital and during his career, has also worked on models for fixed income and equity derivative products as well as ALM. High performance computing is a central element of XVA model implementation and Andrew has extensive experience of the practical implementation of large scale Monte Carlo simulation models in IT systems. Andrew is a regular conference speaker and has co-authored a number of papers on various topics in XVA. He has a DPhil in Theoretical Physics and a BA in Physics from Oxford University, and Part III of the Mathematics Tripos from Cambridge University.
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Read the first book and this 2nd one did not disappoint! Loved every chapter. More please!
Like it was written by George Santos
Received an Advanced Reader Copy from a friend. I am an avid true crime reader and upon completion I question if the author is credible. The timeline does not add up for his age and the times of his alleged involvement in organized crime. Some of the things in the book he is alleged to have said and done I remember almost word for word from movies I had previously watched. He literally stole a scene from the movie the accountant with Ben Affleck and said that he did it. I did a little research after completing the book and learned that this author was also claiming in 2010 that he was a long time member of the Bloods Gang. That coupled with the above leads me to believe that it is nothing more than fantasy. Do not waste your time or money
Like it was written by George Santos
Received an Advanced Reader Copy from a friend. I am an avid true crime reader and upon completion I question if the author is credible. The timeline does not add up for his age and the times of his alleged involvement in organized crime. Some of the things in the book he is alleged to have said and done I remember almost word for word from movies I had previously watched. He literally stole a scene from the movie the accountant with Ben Affleck and said that he did it. I did a little research after completing the book and learned that this author was also claiming in 2010 that he was a long time member of the Bloods Gang. That coupled with the above leads me to believe that it is nothing more than fantasy. Do not waste your time or money
What a difficult story to tell. I appreciate the honesty and vulnerability. Definitely made me think.
I had hopes for this book but was not expecting what I would read within the pages. If your kink is deplorable grammar, incoherent sentences, and inconsistent messages, then this book is for you. At first, I thought the book I received was not the book I ordered. But as I dived in, it was very confusing. I would not recommend this book to anyone
There are not many reviews on the internet for this book. In researching the many stores selling the book, it was self-published which makes a lot of sense. The online description is written perfectly, so reading the actual book was very difficult. Pages two and three are written clearly as well as the table of contents. Pages 155 and 156 are also written logically.
It appears this book was written, then sent through a program like “Grammarly.” Once completed it seems it was published without being re-read or edited. The first clue was the title narrative that used “Has” instead of “As.” The table of contents is one page off from what it shows on pages four though seven. Many of the “q’s” are written as “[]”
Below are some examples of what was within the pages of this book written verbatim:
“Chains & Discipline/ Domination & entry/ Sadism & Masochism (BDSM) is a wide classification of bed room play.” Page 9
“When bringing up the topic of chains, you are actually asking a person to offer you their depend on, their flexibility, and also possibly their suggestion of security in exchange for sensual/sexual enjoyment, power-play, and also feasible re-evaluation of your very own connection.” Page 39
“Techni[]ue can take a selection of kinds and also be as easy or facility as you pick to (new paragraph) bargain for your details scenario” Page 52
“BDSM stands for chains as well as entry, technique and also supremacy as well as sadism and also masochism.” Page 125
“SHELF means Risk Aware Consensual Kink.” Page 130
“Approval is whatever.” Page 152
“your twist isn’t my twist, yet your twist is OKAY.” Page 153
“You can be a top, base, or button” Page 153