FINANCIAL ENGINEERING

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Focusing on financial engineering, this collection showcases Alexander Lipton's significant contributions over two decades as a leading quant. The volume includes original papers addressing critical topics such as the volatility smile problem, credit risk, macroeconomics, and exotic options. Lipton's work reflects his expertise and influence in the field, making it a valuable resource for understanding complex financial concepts and their applications in major financial hubs like New York, Chicago, and London.