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

Lipton, Alexander

 
9789810248239: Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach
Softcover
ISBN 10: 9810248237 ISBN 13: 9789810248239
Verlag: World Scientific Publishing Co Pte Ltd, 2001

Inhaltsangabe

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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Über die Autorin bzw. den Autor

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.

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Verlag
World Scientific Publishing Co Pte Ltd
Erscheinungsdatum
2001
Sprache
Englisch
ISBN 10 
9810248237
ISBN 13 
9789810248239
Einband
Tapa blanda
Anzahl der Seiten
700
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar

Weitere beliebte Ausgaben desselben Titels

9789810246150: Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach

Vorgestellte Ausgabe

ISBN 10:  9810246153 ISBN 13:  9789810246150
Verlag: World Scientific Publishing Co P..., 2001
Hardcover