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Mathematical Methods for Foreign Exchange: A Financial Engineer's Approach

AUTHOR: Alexander Lipton
ISBN: 9810248237
SHORT 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...

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Book Review

Mathematical Methods for Foreign Exchange: A Financial Engineer's Approach
- Book Reviews, by Alexander Lipton

Mathematical Methods for Foreign Exchange: A Financial Engineer's Approach

SYNOPSIS

Lipton engages some mathematical problems he has encountered as a mathematician turned financial engineer at Banker's Trust and Deutsche Bank. The topics are mostly concerned with foreign exchange, both because that is his current area of responsibility and to focus the explanation of methods by discussing only a narrow set of problems. The treatise can be used as a textbook for a financial engineering course or as a basic reference for risk managers, traders, and academics. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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