ENGLISH

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

By Alexander Lipton

Book information

Year
2001
ISBN
9810246153, 9789810246150, 9789812385307
LCC
HG3823 .L57 2001
Open Library ID
OL3580902M
Language
english
Format
DJVU
Filesize
5 MB (5239678 bytes)
Edition
1st
Pages
700\700
Topic
Economy
Time added
2014-10-05 02:30:00

Description

Presenting a systematic and practically oriented approach to mathematical modelling in finance, particularly in the foreign exchange context, this text 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.

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