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.

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Book contributions by Andrew Green

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