Aston Zhang (Amazon Web Services),Zachary C. (Carnegie Mellon University Lipton Pennsylvania),Mu Li (Amazon Web Services),Alexander J. Smola (Amazon Web Services)
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Lipton engages some mathematical problems he has encountered as a mathematician turned financial engineer at Banker's Trust and Deutsche Bank. The topics are mostly concerned with foreign exchange, bo
Edited by Alexander Lipton (Quant of the Year, 2000), this volume is a collection of Lipton's important and original papers on financial engineering over his 20-year career as a preeminent quant worki
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 t
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
