Mathematical methods foreign exchange

The mathematical methods for foreign exchange: A financial engineers approach by Alexander Lipton is one of the finest publications on the subject available today. The book presents a systematic approach to the mathematical modeling in finance and in particular the context of foreign exchanges. The book contains information such as the mathematical processes as well as economic and trading background information which are explained in detail and in a precise way. The book aims to be used as a text which students who are studying financial engineering and should be used as a basic reference guide for risk managers and trading academics.

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