The XVA of Financial Derivatives: CVA, DVA and FVA Explained
暫譯: 金融衍生品的XVA：CVA、DVA與FVA解析

這本《金融工程解說》系列的最新作品專注於衍生性金融商品估值的新標準，即在考慮對手風險的情況下進行定價和風險管理，以及XVA的信用、資金和債務價值調整。

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.

陸東生是BNY Mellon衍生品交易部的董事總經理及量化研究主管。他的團隊負責開發衍生品交易/定價模型，並為利率、股票和外匯衍生品交易業務建立交易/風險管理基礎設施。在1998年加入BNY Mellon之前，他在賓夕法尼亞大學進行了兩年的博士後研究，專注於生物酶的量子力學計算和分子模擬。他擁有俄亥俄州立大學的理論化學博士學位，以及中國科學技術大學的學士學位。