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

Name: Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach
Brand: World Scientific Publishing Co Pte Ltd
SKU: 05066836
Price: 137.39 EUR
Availability: InStock
Author: Alexander Lipton
ISBN: 9789810246150

Alexander Lipton

Language

English

Book Hardback

Libristo code: 05066836

Publishers World Scientific Publishing Co Pte Ltd, October 2001

Presenting a systematic and practically oriented approach to mathematical modelling in finance, part... Full description

Libristo code: 05066836

332 b

137.39 €

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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.