19 citations · 41 across the 6 of their papers we have counts for
7 papers
A Bond Consistent Derivative Fair Value
Johan Gunnesson, Alberto Fernández Muñoz de Morales
In this paper we present a rigorously motivated pricing equation for derivatives, including general cash collateralization schemes, which is consistent with quoted market bond pric…
Recovering from Derivatives Funding: A consistent approach to DVA, FVA and Hedging
Johan Gunnesson, Alberto Fernández Muñoz de Morales
The inclusion of DVA in the fair-value of derivative transactions has now become standard accounting practice in most parts of the world. Furthermore, some sophisticated banks are…
Commuting Conformal and Dual Conformal Symmetries in the Regge limit
Johan Gunnesson
In this paper we continue our study of the dual SL(2,C) symmetry of the BFKL equation, analogous to the dual conformal symmetry of N=4 Super Yang Mills. We find that the ordinary a…
Dual conformal invariance in the Regge limit
Cesar Gomez, Johan Gunnesson, Agustin Sabio Vera
A dual conformal symmetry, analogous to the dual conformal symmetry observed for the scattering amplitudes of N=4 Super Yang-Mills theory, is identified in the Regge limit of QCD.…
Wrapping in maximally supersymmetric and marginally deformed N=4 Yang-Mills
Johan Gunnesson
In this note we give evidence for an equality of the spectra, including wrapping, of the SU(2)-sector spin chain for real deformations beta and beta+1/L, in marginally beta-deforme…
Magnons and BFKL
Cesar Gomez, Johan Gunnesson, Rafael Hernandez
We extract from the double logarithmic contributions to DGLAP anomalous dimensions for twist-two operators up to three-loops the magnon dispersion relation for planar N=4 supersymm…