Mathematical methods for foreign exchange: a financial engineer's approach
Auteur :
Lipton, Alexander
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789810246150
Date de publication :
16 oct. 2001
Langue :
Anglais
Pays d'origine :
Singapour
Presenting a systematic and practically oriented approach to mathematical modelling in finance, particularly in the foreign exchange context, this text describes all the relevant aspects of financial engineering, including derivative pricing, in detail.