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MATHEMATICAL METHODS FOR FOREIGN EXCHANGE - A FINANCIAL ENGINEER'S APPROACH

MATHEMATICAL METHODS FOR FOREIGN EXCHANGE - A FINANCIAL ENGINEER'S APPROACH

作者:Alexander Lipton

分类:文学

ISBN:9789810248239

出版时间:October 15, 2001

出版社:World Scientific Publishing Co., Inc.

标签: quant  finance 

内容简介

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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