Author: A.Lipton

Publisher: World Scientific Publishing Co Inc, 2001

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

Author: Lebovitz N, Lifschitz A

Publisher: Philosophical Transactions of the Royal Society, London, 1996, Series A, Vol: 354, Pages: 927-950

Description:Perturbations of incompressible S-type Riemann ellipsoids are considered in the limit of short wavelength.

Author: Lifschitz A

Publisher: Boston, The 1995 International Workshop on Operator Theory and Applications, Publisher: Birkhauser, Pages: 97-117

Authors: Carr P, Lipton A, Madan D

Publisher: Avellaneda, Singapore, Publisher: WSPC, Pages: 110-130, ISBN: 9789810246938, 2001

Description:This invaluable book contains lectures presented at the Courant Institute's Mathematical Finance Seminar.

Author: Lipton A

Publisher: Risk Magazine, Vol: 15, Pages: 61-65, 2001

Description:The comparative liquidity of vanilla and exotic options in the major forex markets makes them a useful experimental laboratory for testing volatility smile models.

Author: Lipton A, Song J, Lee S

Publisher: US Patent 7236951, 2007

Description: Collect Domain Name System (DNS) data, the DNS data generated by a DNS server and/or similar device, wherein the DNS data comprises DNS queries, wherein the collected DNS data comprises DNS query rate information.

Author: Lipton A

Publisher: London, Publisher: Risk Books, ISBN: 9781904339649, 2007

Description: The rise of credit markets over the past decade has been nothing short of spectacular.

Authors: Lipton A, Sepp A

Publisher: The Journal of Credit Risk, Vol: 5, Pages: 123-146, 2007

Description:We present a multi-dimensional jump-diffusion version of a structural default model and show how to use it in order to value the credit value adjustment for a credit default swap.