Mathematical Methods For Foreign Exchange: A Financial Engineer’s Approach


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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. 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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Product Details

  • Item Weight:2.15 pounds
  • Paperback:700 pages
  • ISBN-10:9810248237
  • ISBN-13:978-9810248239
  • Product Dimensions:6.1 x 1.36 x 8.48 inches
  • Publisher:World Scientific Publishing Company (October 16, 2001)
  • Language::English
    • Best Sellers Rank:#2,557,007 in Books
    • #634 in Business Mathematics
    • #767 in Risk Management (Books)
    • #1,195 in Foreign Exchange (Books)

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