Andrew Green

Andrew Green is Managing Director and XVA Lead Quant at Scotiabank. Andrew is the author of XVA: Credit, Funding and Capital Valuation Adjustments and has co-authored a number of papers on XVA. He has worked on XVA models for the last eleven years at a number of different banks. Andrew holds a BA and DPhil in physics from the University of Oxford and part III of the mathematics tripos from the University of Cambridge.

Book contributions by Andrew Green

Landmarks in XVA

Edited by Chris Kenyon and Andrew Green

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