Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach

Alexander Lipton

ISBN 10: 9810248237 / ISBN 13: 9789810248239

Published by World Scientific Publishing Co Pte Ltd, SG, 2001

About this Item

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.

Seller Inventory # LU-9789810248239

Bibliographic Details

• Title: Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach
• Publisher: World Scientific Publishing Co Pte Ltd, SG
• Publication Date: 2001
• Language: English
• ISBN 10: 9810248237
• ISBN 13: 9789810248239
• Binding: Paperback
• Condition: New

About this title

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.

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.