Dongsheng Lu

The Bank of New York Mellon

Managing Director, Global Markets

One Wall Street

New York, NY 10286

United States

  • The Bank of New York Mellon

SCHOLARLY PAPERS

5

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1

CROSSREF CITATIONS

6

Scholarly Papers (5)

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1.

Credit Value Adjustment and Funding Value Adjustment All Together

Number of pages: 21 Posted: 08 Apr 2011
Dongsheng Lu and Frank Juan
The Bank of New York Mellon and FJ Solution
Downloads 3,446 (6,338)
Citation 2

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CVA, FVA, Derivative Valuation

2.

An Efficient, Distributable, Risk Neutral Framework for CVA Calculation

Number of pages: 18 Posted: 03 Oct 2010
Dongsheng Lu and Frank Juan
The Bank of New York Mellon and FJ Solution
Downloads 568 (89,521)
Citation 6

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Counterparty credit risk, CVA, numerical computation

3.

FVA Explained: Is There a Solution?

Number of pages: 21 Posted: 13 Feb 2014
Dongsheng Lu and Frank Juan
The Bank of New York Mellon and The Bank of New York Mellon
Downloads 436 (123,357)

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Funding Value Adjustment, Valuation Adjustment, FVA, Credit Value Adjustment, CVA, DVA, RVA

4.

Redefining KVA

Number of pages: 15 Posted: 02 Jan 2016 Last Revised: 04 Jan 2016
Dongsheng Lu
The Bank of New York Mellon
Downloads 221 (252,548)

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XVA, CVA, FVA, KVA, Capital Value Adjustment, Derivative Valuation

5.

An Efficient, Distributable, Risk Neutral Framework for CVA Calculation

The IUP Journal of Financial Risk Management, Vol. VIII, No. 2, pp. 56-73, June 2011
Posted: 05 Apr 2012
Dongsheng Lu
The Bank of New York Mellon

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