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Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach Alexander Lipton (Abu Dhabi Investment ity, Uae & The Hebrew Univ Of Jerusalem, Israel)

Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach By Alexander Lipton (Abu Dhabi Investment ity, Uae & The Hebrew Univ Of Jerusalem, Israel)

Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach by Alexander Lipton (Abu Dhabi Investment ity, Uae & The Hebrew Univ Of Jerusalem, Israel)


$10.00
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Summary

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.

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

Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach by Alexander Lipton (Abu Dhabi Investment ity, Uae & The Hebrew Univ Of Jerusalem, Israel)

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.

About Alexander Lipton (Abu Dhabi Investment ity, Uae & The Hebrew Univ Of Jerusalem, Israel)

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.

Table of Contents

Introduction: Foreign Exchange Markets; Mathematical Preliminaries: Elements of Probability Theory; Discrete-Time Stochastic Engines; Continuous-Time Stochastic Engines; Discrete-Time Models: Single-Period Markets; Multi-Period Markets; Continuous-Time Models: Stochastic Dynamics of Forex; European Options: The Group-Theoretical Approach; European Options, the Classical Approach; Deviations from the Black-Scholes Paradigm I: Nonconstant Volatility; American Options; Path-Dependent Options I: Barrier Options: Path-Dependent Options II: Lookback, Asian and other Options; Deviations from the Black-Scholes Paradigm II: Market Frictions; Future Directions of Research and Conclusions.

Additional information

GOR005159856
9789810248239
9810248237
Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach by Alexander Lipton (Abu Dhabi Investment ity, Uae & The Hebrew Univ Of Jerusalem, Israel)
Used - Very Good
Paperback
World Scientific Publishing Co Pte Ltd
20011016
700
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

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