Mathematical methods for foreign exchange : a financial engineer's approach / Alexander Lipton.
Mathematical methods for foreign exchange : a financial engineer's approach / Alexander Lipton.
Mathematical methods for foreign exchange : a financial engineer's approach / Alexander Lipton.
About this item
Full title
Author / Creator
Publisher
Singapore ; River Edge, N.J. : World Scientific, c2001.
Call Numbers
N332.45/ 193
Record Identifier
MMS ID
Language
English
Formats
Physical Description
Physical content
xxii, 676 p. : ill. ; 23 cm.
Contents
I. Introduction -- 1. Foreign exchange markets -- II. Mathematical preliminaries -- 2. Elements of probability theory -- 3. Discrete-time stochastic engines -- 4. Continuous-time stochastic engines -- III. Discrete-time models -- 5. Single-period markets -- 6. Multi-period markets -- IV. Continuous-...
Publication information
Publisher
Singapore ; River Edge, N.J. : World Scientific, c2001.
Date Published
c2001.
Subjects
More information
Alternative Titles
Full title
Mathematical methods for foreign exchange : a financial engineer's approach / Alexander Lipton.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Includes bibliographical references (p. 647-668) and index.
Contextual Information
Date Copyright
c2001.
Identifiers
Primary Identifiers
Call Numbers
N332.45/ 193
Record Identifier
74Vv5Gqap5GO
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74Vv5Gqap5GO
Other Identifiers
ISBN
9810246153
9789810248239 (pbk.)
9810248237 (pbk.)
9789810246150
DDC
332.45
332.450151
MMS ID
991017765289702626
