Foreign Exchange Market : Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach

# Professor Alexander Lipton's book,

*Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach* presents a systematic and practically oriented approach to mathematical modeling in finance, particularly in the foreign exchange context.

# The book describes all the relevant aspects of financial engineering, including derivative pricing, in detail.

# Moreover, 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.

# In addition, the book can be used both as a text for students of financial engineering. In addition, as a basic reference for risk managers, traders, and academics.

### Reviews

"It is a book from which much can be learned, even by specialists in the derivatives field." -- *Mathematical Reviews, 2003*

"The author should be congratulated for his thorough approach to this area..." -- *Risk, April 2002*

...a useful textbook for students of financial engineering and valuable reference book of the research work in financial engineering. -- *Mathematics Abstracts*

...there is much to gain from reading this book, whether one is interested in FX markets or financial engineering. -- *GARP Risk Review, Jul/Aug 2002*

It's a book that one would happily recommend to any capable student, confident that it is clear, comprehensible and accurate. -- *Professor Brian Sutchliffe, Universite Libre de Vryxekkes*

The author should be congratulated for his thorough approach to this area and the comprehensive list of reference. -- *Risk, April 2002 Vol 15 / No. 4*

there is much to gain from reading this book, whether one is interested in FX markets or in financial engineering -- *GARP Risk Review, Jul/Aug 2002* --This text refers to the hardcover edition.