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

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.

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