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. 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 ...