The Resource Mathematical methods for foreign exchange : a financial engineer's approach, Alexander Lipton
Mathematical methods for foreign exchange : a financial engineer's approach, Alexander Lipton
Resource Information
The item Mathematical methods for foreign exchange : a financial engineer's approach, Alexander Lipton represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Mathematical methods for foreign exchange : a financial engineer's approach, Alexander Lipton represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.
This item is available to borrow from 1 library branch.
 Summary
 "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 selfcontained, 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."Publisher's description
 Language
 eng
 Extent
 xxii, 676 p
 Contents

 Part I. Introduction:
 1. Foreign exchange markets
 Part II. Mathematical preliminaries:
 2. Elements of probability theory
 3. Discretetime stochastic engines
 4. Continuoustime stochastic engines
 Part III. Discretetime models:
 5. Singleperiod markets
 6. Multiperiod markets
 Part IV. Continuoustime models:
 7. Stochastic dynamics of forex
 8. European options : the grouptheoretical approach
 9. European options, the classical approach
 10. Deviations from the blackscholes paradigm I : nonconstant volatility
 11. American options
 12. Pathdependent options I : barrier options
 13. Pathdependent options II : lookback, Asian and other options
 14. Deviations from the blackscholes paradigm II : market frictions
 15. Future directions of research and conclusions
 Isbn
 9789810248239
 Label
 Mathematical methods for foreign exchange : a financial engineer's approach
 Title
 Mathematical methods for foreign exchange
 Title remainder
 a financial engineer's approach
 Statement of responsibility
 Alexander Lipton
 Language
 eng
 Summary
 "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 selfcontained, 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."Publisher's description
 Cataloging source
 FGA
 http://library.link/vocab/creatorName
 Lipton, Alexander
 Illustrations
 illustrations
 Index
 index present
 LC call number
 HG3823
 LC item number
 .L57 2001
 Literary form
 non fiction
 http://library.link/vocab/subjectName

 Foreign exchange
 Financial engineering
 Label
 Mathematical methods for foreign exchange : a financial engineer's approach, Alexander Lipton
 Bibliography note
 Includes bibliographical references (p. 647668) and index
 Carrier category
 volume
 Carrier category code

 nc
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Part I. Introduction:  1. Foreign exchange markets  Part II. Mathematical preliminaries:  2. Elements of probability theory  3. Discretetime stochastic engines  4. Continuoustime stochastic engines  Part III. Discretetime models:  5. Singleperiod markets  6. Multiperiod markets  Part IV. Continuoustime models:  7. Stochastic dynamics of forex  8. European options : the grouptheoretical approach  9. European options, the classical approach  10. Deviations from the blackscholes paradigm I : nonconstant volatility  11. American options  12. Pathdependent options I : barrier options  13. Pathdependent options II : lookback, Asian and other options  14. Deviations from the blackscholes paradigm II : market frictions  15. Future directions of research and conclusions
 Control code
 982002277000
 Dimensions
 23 cm.
 Extent
 xxii, 676 p
 Isbn
 9789810248239
 Lccn
 2002277000
 Media category
 unmediated
 Media MARC source
 rdamedia
 Media type code

 n
 Other physical details
 ill
 Label
 Mathematical methods for foreign exchange : a financial engineer's approach, Alexander Lipton
 Bibliography note
 Includes bibliographical references (p. 647668) and index
 Carrier category
 volume
 Carrier category code

 nc
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Part I. Introduction:  1. Foreign exchange markets  Part II. Mathematical preliminaries:  2. Elements of probability theory  3. Discretetime stochastic engines  4. Continuoustime stochastic engines  Part III. Discretetime models:  5. Singleperiod markets  6. Multiperiod markets  Part IV. Continuoustime models:  7. Stochastic dynamics of forex  8. European options : the grouptheoretical approach  9. European options, the classical approach  10. Deviations from the blackscholes paradigm I : nonconstant volatility  11. American options  12. Pathdependent options I : barrier options  13. Pathdependent options II : lookback, Asian and other options  14. Deviations from the blackscholes paradigm II : market frictions  15. Future directions of research and conclusions
 Control code
 982002277000
 Dimensions
 23 cm.
 Extent
 xxii, 676 p
 Isbn
 9789810248239
 Lccn
 2002277000
 Media category
 unmediated
 Media MARC source
 rdamedia
 Media type code

 n
 Other physical details
 ill
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Mathematicalmethodsforforeignexchangea/sWT2bwEK1WM/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Mathematicalmethodsforforeignexchangea/sWT2bwEK1WM/">Mathematical methods for foreign exchange : a financial engineer's approach, Alexander Lipton</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">University of Liverpool</a></span></span></span></span></div>