Frank Juan

JP Morgan Chase

Executive Director

London

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS
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in Total Papers Downloads

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CITATIONS

6

Scholarly Papers (2)

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 JP Morgan Chase
Downloads 3,250 (3,149)
Citation 2

Abstract:

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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 JP Morgan Chase
Downloads 497 (55,396)
Citation 4

Abstract:

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Counterparty credit risk, CVA, numerical computation