On Derivatives and Quants
Valeri P
Author: A.Lipton
Publisher: Risk.net
Description: Alex Lipton on how the role of quants is adapting to the new financial environment
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Mathematical methods for foreign exchange: a financial engineer's approach
Valeri P
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.
Read MoreShort wavelength instabilities of Riemann ellipsoids
Valeri P
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.
Read MoreA nonlinear spectral problem with periodic coefficients occurring in magnetohydrodynamic stability theory
Valeri P
Author: Lifschitz A
Publisher: Boston, The 1995 International Workshop on Operator Theory and Applications, Publisher: Birkhauser, Pages: 97-117
Read MoreMathematical Methods for Foreign Exchange
Valeri P
Author: Lipton A
Publisher: a Financial Engineer’s Approach, 2001 Singapore, Publisher: WSPC, ISBN: 9789810246150
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.