Chapman and Hall/CRC Financial Mathematics Series
About the Book Series
The field of financial mathematics forms an ever-expanding slice of the financial sector. This series aims to capture new developments and summarize what is known over the whole spectrum of this field. It includes a broad range of textbooks, reference works, and handbooks that are meant to appeal to both academics and practitioners. The inclusion of numerical code and concrete real-world examples is highly encouraged, and can be found across many of the texts.
Equity Release Finance
1st Edition
By Radu S. Tunaru, Enoch B. Quaye
March 10, 2025
Equity Release Finance provides a self-contained introduction to the principles underpinning Equity Release Products (ERPs). The approach of the book, while academically robust, is also accessible and engaging, with a focus on practical examples and applications. It will provide an invaluable ...
Arbitrage and Rational Decisions
1st Edition
By Robert Nau
January 31, 2025
This unique book offers a unified approach to the modeling of rational decision-making under conditions of uncertainty and strategic and competitive interactions among agents. Its most elementary axiom of rationality is the principle of no-arbitrage, namely that neither an individual decision maker...
Malliavin Calculus in Finance: Theory and Practice
2nd Edition
By Elisa Alòs, David Garcia Lorite
December 23, 2024
Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Originally motivated by the study of the existence of smooth densities of certain random variables, Malliavin calculus has had a profound impact on ...
Foundations of Quantitative Finance, Book VI: Densities, Transformed Distributions, and Limit Theorems
1st Edition
By Robert R. Reitano
November 12, 2024
Every finance professional wants and needs a competitive edge. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are not—and that is the competitive edge these books offer the astute reader. Published under the collective ...
Data Science and Risk Analytics in Finance and Insurance
1st Edition
By Tze Leung Lai, Haipeng Xing
October 02, 2024
This book presents statistics and data science methods for risk analytics in quantitative finance and insurance. Part I covers the background, financial models, and data analytical methods for market risk, credit risk, and operational risk in financial instruments, as well as models of risk premium...
Computational Methods in Finance
2nd Edition
By Ali Hirsa
August 30, 2024
Computational Methods in Finance is a book developed from the author’s courses at Columbia University and the Courant Institute of New York University. This self-contained text is designed for graduate students in financial engineering and mathematical finance, as well as practitioners in the ...
Interest Rate Modeling: Theory and Practice
3rd Edition
By Lixin Wu
August 27, 2024
Containing many results that are new, or which exist only in recent research articles, this thoroughly revised third edition of Interest Rate Modeling: Theory and Practice, Third Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and ...
Financial Mathematics: A Comprehensive Treatment in Discrete Time
1st Edition
By Giuseppe Campolieti, Roman N. Makarov
August 26, 2024
The book has been tested and refined through years of classroom teaching experience. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way. This textbook ...
Pricing Models of Volatility Products and Exotic Variance Derivatives
1st Edition
By Yue Kuen Kwok, Wendong Zheng
May 27, 2024
Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book begins with the presentation of volatility trading and uses of variance derivatives. It then moves on...
Foundations of Quantitative Finance: Book V General Measure and Integration Theory
1st Edition
By Robert R. Reitano
February 27, 2024
Every finance professional wants and needs a competitive edge. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are not—and that is the competitive edge these books offer the astute reader. Published under the collective ...
Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations
1st Edition
By Robert R. Reitano
September 12, 2023
Every finance professional wants and needs a competitive edge. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are not—and that is the competitive edge these books offer the astute reader. Published under the collective ...
Sustainable Life Insurance: Managing Risk Appetite for Insurance Savings and Retirement Products
1st Edition
By Aymeric Kalife, Ludovic Goudenège, Tan Xiaolu, Mouti Saad, Mounir Bellmane
August 18, 2023
Sustainable Life Insurance: Managing Risk Appetite for Insurance Savings and Retirement Products gives an overview of all relevant aspects of traditional and non-traditional savings and retirement products from both insurers’ and policyholders’ respective risk appetites. Examples of such products ...