Free shipping on all orders over $79* Limited Time Only
Track My Order
Help Centre
Likes
My Wish ListsLogin / Join
Booktopia
Australia's local bookstore
Get Free Shipping on orders over $79
Mathematical Methods for Foreign Exchange : A Financial Engineer's Approach - Alexander Lipton

Mathematical Methods for Foreign Exchange

A Financial Engineer's Approach

By: Alexander Lipton

eText | 15 October 2001

At a Glance

eText

$109.99

or 4 interest-free payments of $27.50 with

 or 

Instant online reading in your Booktopia eTextbook Library *

Why choose an eTextbook?

Instant Access *

Purchase and read your book immediately

Read Aloud

Listen and follow along as Bookshelf reads to you

Study Tools

Built-in study tools like highlights and more

* eTextbooks are not downloadable to your eReader or an app and can be accessed via web browsers only. You must be connected to the internet and have no technical issues with your device or browser that could prevent the eTextbook from operating.

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.

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

Readership: Financial engineering students, risk managers, traders and academics.
on
Desktop
Tablet
Mobile

You Can Find This eBook In

Non-FictionAccounting & FinanceFinanceBankingInsurance & Actuarial StudiesEconomicsInternational EconomicsInternational Finance

Other Editions and Formats

Hardcover

Published: 16th October 2001

View Product

More in International Finance

The Silent Signal - MILES TRIDENT

eBOOK

The Silent Signal

eBook

$23.99

ChatGPT Blueprint - Najeah

eBOOK

ChatGPT Blueprint

eBook

$10.99

The DeFi Handbook - Norman Byrd

eBOOK

The DeFi Handbook

eBook

$12.99

Decoding The Market - John Connor

eBOOK

Decoding The Market

eBook

$14.99

This product is categorised by