World Scientific

Published titles in this catalogue:

Mathematical Methods for Foreign Exchange: A Financial Engineer's Approach

Alexander Lipton · 2001 · World Scientific

This text offers a comprehensive exploration of mathematical methods specifically tailored for the foreign exchange market, focusing on the quantitative techniques employed by financial engineers. It covers a range of derivatives and their applications within FX, making it essential for practitioners seeking to enhance their analytical capabilities.

FX
Derivatives
Quantitative finance

Modern Derivatives Pricing and Credit Exposure Analysis

Lipton & Sepp · 2018 · World Scientific

This comprehensive text delves into the intricacies of modern derivatives pricing and the analysis of credit exposure. It is tailored for professionals in risk management and quantitative finance, providing a robust framework for understanding the valuation of derivatives in the context of credit risk.

Derivatives
Quantitative finance
Credit