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

Alexander Lipton9789810246150, 9810246153

Книга Mathematical Methods for Foreign Exchange: A Financial Engineer’s Approach Mathematical Methods for Foreign Exchange: A Financial Engineer’s ApproachКниги Экономика Автор: Alexander Lipton Год издания: 2001 Формат: pdf Издат.:World Scientific Publishing Company Страниц: 700 Размер: 18,1 ISBN: 9810246153 Язык: Английский0 (голосов: 0) Оценка: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.

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