автор: Alexander Lipton

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 …

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 aspect …

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 thes …

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 thes …

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How to empower people and communities with user-centric data ownership, transparent and accountable algorithms, and secure digital transaction systems.Data is now central to the economy, government, …

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 …

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 perspecti …

With recent advances in quantum computing technology, we finally reached the era of Noisy Intermediate-Scale Quantum (NISQ) computing. NISQ-era quantum computers are powerful enough to test quantum c …