Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach
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Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach by Alexander Lipton
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.
Alexander Lipton, PhD, is a Director in the Global Foreign Exchange Division at Deutsche Bank 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.
| SKU | Unavailable |
| ISBN 13 | 9789810248239 |
| ISBN 10 | 9810248237 |
| Title | Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach |
| Author | Alexander Lipton |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | World Scientific Publishing Co Pte Ltd |
| Year published | 2001-10-16 |
| Number of pages | 700 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |