Financial Engineering: Selected Works of Alexander Lipton
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Book Overview Edited by Alexander Lipton (Quant of the Year, 2000), this volume is a collection of Lipton's important and original papers on financial ...
Edited by Alexander Lipton (Quant of the Year, 2000), this volume is a collection of Lipton's important and original papers on financial engineering written over his 20-year career as a preeminent quant working for leading financial institutions in New York, Chicago, and London. The papers cover topics ranging from the volatility smile problem, credit risk, macroeconomics and monetary circuit, and exotic options, summarizing Lipton's fundamental contributions to these areas.
In addition to papers published in leading academic and practitioner-oriented journals, this volume contains a detailed introduction and two previously unpublished chapters. Some of the seminal papers in this book cover local-stochastic volatility models, passport options, credit value adjustments for credit default swaps, and asymptotics for exponential L
Book Details Format: Hardcover | Pages: 632 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9813209151
FormatHardcover
Pages632
LanguageEnglish
ISBN9813209151
EAN9789813209152
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date1970-01-01
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight2.64 Pounds
Length9.61 Inches
Width6.69 Inches
Height1.38 Inches
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