Journal of Computational Finance Editorial Board
Cornelis (Kees) Oosterlee - CWI National Research Center for Mathematics and Computer Science, and Delft University of Technology
Mark Broadie - Columbia University
Leif Andersen - Banc of America Securities, New York
Peter Carr - Morgan Stanley
M. A. H. Dempster - University of Cambridge
Peter Forsyth - University of Waterloo
Mike Giles - Oxford University
Jonathan Goodman - New York University
Lech A. Grzelak - Rabobank International
Desmond J. Higham - University of Strathclyde
Karel in 't Hout - University of Antwerp
Yuying Li - University of Waterloo
Andrew Lo - Massachusetts Institute of Technology
Mike Ludkovski - University of California Santa Barbara
Vladimir Piterbarg - Barclays Capital
Christoph Reisinger - University of Oxford
Chris Rogers - University of Cambridge
John Schoenmakers - Weierstrass Institute, Berlin
Artur Sepp - Bank of America Merrill Lynch
Kenneth Singelton - Stanford University
Reha Tutuncu - Goldman Sachs, New York
Carlos Vázquez Cendón - University of A Coruña
Kenneth Vetzal - University of Waterloo
Nancy Wallace - University of California, Berkeley
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Has the industry got FVA wrong?
Three quants claim the standard approach to FVA is flawed and the resulting numbers are often much too high (see www.risk.net/2402050 and www.risk.net/2392762). Their views have some support, but what do you think?
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