Description

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.

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

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£72.00

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Paperback / softback by Alexander Lipton

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This comprehensive book presents a systematic and practically oriented approach to mathematical modeling in finance, particularly in the foreign exchange... Read more

    Publisher: World Scientific Publishing Co Pte Ltd
    Publication Date: 16/10/2001
    ISBN13: 9789810248239, 978-9810248239
    ISBN10: 9810248237

    Number of Pages: 700

    Non Fiction , Business, Finance & Law

    Description

    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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