Alexander Lipton – författare
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17 produkter
Oxford Handbook of Credit Derivatives
Av Andrew Rennie, Alexander Lipton
E-bok, 2013
569 kr
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From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering …
Oxford Handbook of Credit Derivatives
Av Andrew Rennie, Alexander Lipton
E-bok, 2013
569 kr
Lägg i varukorg
From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering …
The Oxford Handbook of Credit Derivatives
Av Alexander Lipton, Andrew Rennie m. fl.
Inbunden, 2011
2581 kr
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From the late nineties, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering …
The Oxford Handbook of Credit Derivatives
Av Alexander Lipton, Andrew Rennie m. fl.
Häftad, 2013
840 kr
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From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering …
Hydrodynamics of Markets
Hidden Links between Physics and Finance
Häftad, 2025
308 kr
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An intriguing link between a wide range of problems occurring in physics and financial engineering is presented. These problems include the evolution of small perturbations of linear flows in hydrodynamics, the movements of particles in random fields described by the Kolmogorov and Klein-Kramers …
Hydrodynamics of Markets
Hidden Links between Physics and Finance
Inbunden, 2025
911 kr
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An intriguing link between a wide range of problems occurring in physics and financial engineering is presented. These problems include the evolution of small perturbations of linear flows in hydrodynamics, the movements of particles in random fields described by the Kolmogorov and Klein-Kramers …
MATHEMATICAL METHODS FOR FOREIGN EXCHANGE: A FINANCIAL ENGINEER'S APPROACH
Inbunden, 2001
1971 kr
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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, …
MATHEMATICAL METHODS FOR FOREIGN EXCHANGE: A FINANCIAL ENGINEER'S APPROACH
Häftad, 2001
1163 kr
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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, …
BLOCKCHAIN AND DISTRIBUTED LEDGERS: MATHEMATICS, TECHNOLOGY, AND ECONOMICS
Av Alexander Lipton, Adrien Treccani
Inbunden, 2021
1984 kr
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This textbook focuses on distributed ledger technology (DLT) and its potential impact on society at large. It aims to offer a detailed and self-contained introduction to the founding principles behind DLT accessible to a well-educated but not necessarily mathematically oriented audience. DLT allows …
BLOCKCHAIN AND DISTRIBUTED LEDGERS: MATHEMATICS, TECHNOLOGY, AND ECONOMICS
Av Alexander Lipton, Adrien Treccani
Häftad, 2021
1019 kr
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This textbook focuses on distributed ledger technology (DLT) and its potential impact on society at large. It aims to offer a detailed and self-contained introduction to the founding principles behind DLT accessible to a well-educated but not necessarily mathematically oriented audience. DLT allows …
GENERALIZED INTEGRAL TRANSFORMS IN MATHEMATICAL FINANCE
Av Andrey Itkin, Alexander Lipton m. fl.
Inbunden, 2021
2398 kr
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This book describes several techniques, first invented in physics for solving problems of heat and mass transfer, and applies them to various problems of mathematical finance defined in domains with moving boundaries. These problems include: (a) semi-closed form pricing of options in the one-factor …
OPTIONS - 45 YEARS SINCE THE PUBLICATION OF THE BLACK-SCHOLES-MERTON MODEL: THE GERSHON FINTECH CENTER CONFERENCE
Av Gershon David, David Gershon m. fl.
Inbunden, 2023
1965 kr
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This book contains contributions by the best-known and consequential researchers who, over several decades, shaped the field of financial engineering. It presents a comprehensive and unique perspective on the historical development and the current state of derivatives research. The book covers …
CREDIT CORRELATION: LIFE AFTER COPULAS
Av LIPTON ALEXANDER, Alexander Lipton m. fl.
Inbunden, 2008
1789 kr
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The recent growth of credit derivatives has been explosive. The global credit derivatives market grew in notional value from $1 trillion to $20 trillion from 2000 to 2006. However, understanding the true nature of these instruments still poses both theoretical and practical challenges. For a long …
FINANCIAL ENGINEERING: SELECTED WORKS OF ALEXANDER LIPTON
Inbunden, 2018
3322 kr
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"Alex Lipton is an absolutely remarkable person. Having joined the field of quantitative finance after a career where he became a world leader in the field of plasma and fusion physics, he has become rightly famous for his beautiful papers on many topics, from the volatility smile to money supply … …
