MATHEMATICAL METHODS FOR FOREIGN EXCHA..

A Financial Engineer's Approach

By: Alexander Lipton

Write A Review

Hardcover | 16 October 2001

At a Glance

Hardcover
700 Pages

Dimensions(cm)
22.86 x 15.24 x 5.23

Hardcover

RRP $246.99

$222.75

10%OFF

or 4 interest-free payments of $55.69 with

Ships in 15 to 25 business days

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.

Shipping

	Standard Shipping	Express Shipping
Metro postcodes:	$9.99	$14.95
Regional postcodes:	$9.99	$14.95
Rural postcodes:	$9.99	$14.95

Orders over $0.00 qualify for free shipping.

How to return your order

At Booktopia, we offer hassle-free returns in accordance with our returns policy. If you wish to return an item, please get in touch with Booktopia Customer Care.

Additional postage charges may be applicable.

Defective items

If there is a problem with any of the items received for your order then the Booktopia Customer Care team is ready to assist you.

For more info please visit our Help Centre.

You Can Find This Book In

Non-Fiction Economics Macroeconomics Monetary Economics International Economics International Finance Mathematics Applied Mathematics Business & Management Business Mathematics & Systems Accounting & Finance Accounting

Finance Insurance & Actuarial Studies Booktopia Publisher Services World Scientific Publishing Banking

Preface
Introduction	p. 1
Foreign exchange markets	p. 3
Mathematical preliminaries	p. 19
Elements of probability theory	p. 21
Discrete-time stochastic engines	p. 43
Continuous-time stochastic engines	p. 59
Discrete-time models	p. 119
Single-period markets	p. 121
Multi-period markets	p. 171
Continuous-time models	p. 213
Stochastic dynamics of forex	p. 215
European options: the group-theoretical approach	p. 239
European options, the classical approach	p. 293
Deviations from the Black-Scholes paradigm I: nonconstant volatility	p. 319
American Options	p. 405
Path-dependent options I: barrier options	p. 451
Path-dependent options II: lookback, Asian and other options	p. 527
Deviations from the Black-Scholes paradigm II: market frictions	p. 617
Future directions of research and conclusions	p. 645
Bibliography	p. 647
Index	p. 669
Table of Contents provided by Blackwell. All Rights Reserved.

MATHEMATICAL METHODS FOR FOREIGN EXCHA..

A Financial Engineer's Approach

At a Glance

Hardcover

Shipping

How to return your order

Defective items

You Can Find This Book In

More in Finance

Questions Every Seller Must Ask

How to Avoid Costly Mistakes and Sell Your Home for More

The Little Book of Common Sense Investing

The Only Way to Guarantee Your Fair Share of Stock Market Returns

She's on the Money

Take Charge of Your Financial Future

Power in Numbers

Australian Women in Economics

Poor Charlie's Almanack

The Essential Wit and Wisdom of Charles T. Munger

The Art of Spending Money

Simple Choices for a Richer Life

Toilets of the World

100 Strange and Spectacular Thrones, Commodes, Loos, and Latrines

The Intelligent Investor Third Edition

Technofeudalism

What Killed Capitalism

Investing with She's on the Money

Build your future wealth: from the creator of the #1 finance podcast

The Richest Man in Babylon

How to Make Money in Stocks

A Winning System in Good Times and Bad, Fourth Edition

The Quick-Start Guide to Investing

Learn How to Invest Simpler, Smarter and Sooner, WINNER of ABBA BOOK OF THE YEAR and PERSONAL FINANCE & INVESTING

Get Started Investing

It's easier than you think to invest in shares

How To Grow a Multi-Million Dollar Property Portfolio In Your Spare Time

Fully Updated. How to Profit from Property even as the Rules Keep Changing

The Algebra of Wealth

A Simple Formula for Success

The Simple Path to Wealth (Revised & Expanded Edition)

The Great Divide

Australia's Housing Mess and How to Fix It

Public-Housing Privatisation

Tenure Value, Resale Governance, and Mobility

Invest Your Way

How to Grow Your Wealth on Your Terms

Financial Psychedelia and the Commons

In Common

Money to Burn

Leon Black, Apollo and the Remaking of Wall Street

The Madness of Markets

Why Smart Investors Make Crazy Decisions â" And How to Exploit Them

Fooled By Randomness

The Hidden Role of Chance in Life and in the Markets

This product is categorised by