Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach
Book Details
Format
Hardback or Cased Book
ISBN-10
9810246153
ISBN-13
9789810246150
Publisher
World Scientific Publishing Co Pte Ltd
Imprint
World Scientific Publishing Co Pte Ltd
Country of Manufacture
SG
Country of Publication
GB
Publication Date
Oct 16th, 2001
Print length
700 Pages
Product Classification:
Monetary economicsInternational financeApplied mathematics
Ksh 20,500.00
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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.
This comprehensive book presents a systematic and practically oriented approach to mathematical modeling in finance, particularly in the foreign exchange context. It 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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