Mathematical Methods for Foreign Exchange: A Financial Engineer's Approach - Hardcover

Lipton, Alexander

Hardcover

ISBN 10: 9810246153 ISBN 13: 9789810246150

Publisher: World Scientific Publishing Company, 2001

Synopsis

This comprehensive book presents a systematic and practically oriented approach to mathematical modeling in finance, particularly in the foreign exchange context. It describes all the relevant aspects of financial engineering, including derivative pricing, in detail. The book is self-contained, with the necessary mathematical, economic, and trading background carefully explained. In addition to the lucid treatment of the standard material, it describes many original results.The book can be used both as a text for students of financial engineering, and as a basic reference for risk managers, traders, and academics.

About this title

From the Publisher

The book can be used both as a text for students of financial engineering, and as a basic reference for risk managers, traders, and academics.

About the Author

Alexander Lipton, PhD, is a Director in the Global Modelling and Analytics Group at Credit Suisse First Boston and an Adjunct Professor of Mathematics at the University of Illinois. In addition to Mathematical Methods for Foreign Exchange, he is the author of one other book, as well as numerous research papers and technical reports on financial engineering and applied mathematics. In January 2000, Dr Lipton became the first recipient of the prestigious Quant of the Year Award by the Magazine Risk.

Edition details

• Publisher: World Scientific Publishing Company
• Publication date: 2001
• ISBN 10: 9810246153
• ISBN 13: 9789810246150
• Binding: Hardcover
• Language: English
• Edition number: 1
• Number of pages: 700