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

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Mathematical Methods for Foreign Exchange: A Financial Engineer's Approach image
ISBN-10:

9810246153

ISBN-13:

9789810246150

Edition: First Edition
Released: Oct 01, 2001
Format: Hardcover, 700 pages
Related ISBN: 9789810248239

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 engineering, and as a basic reference for risk managers, traders, and academics.

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