This presentation entitled FVA for General Instruments was given by Alexandre Antonov of Numerix at Global Derivatives Trading and Risk Management 2013. He discusses the new Numerix approach to Funding Value Adjustment (FVA) from the Numerix quantitative research team.
The presentation addresses:
Dr. Alexandre Antonov, Senior Vice President, Quantitative Research
Dr. Antonov received his PhD degree from the Landau Institute for Theoretical Physics in 1997 and joined Numerix in 1998, where he currently works as a Senior Vice President of Quantitative Research. His activity is concentrated on modeling and numerical methods for interest rates, cross currency, hybrid, credit and CVA. Dr. Antonov is a published author for multiple publications in mathematical finance, including RISK magazine and a frequent speaker at financial conferences.
Complete the form below to download this slide deck from Dr. Antonov's April 2013 Global Derivatives Trading and Risk Management presentation.
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