Lipton, Alexander Mathematical methods for foreign exchange : a financial engineer's approach / Alexander Lipton - Singapore : World Scientific, 2001 - xxii, 676 p. : ill. ; 23 cm. Includes bibliographical references (p. 647-668) and index ISBN: 9810246153 RM297.37 LCCN: 2002-277000 Subjects--Topical Terms: Foreign exchange--Mathematical modelsFinancial engineering--Mathematical models