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.
The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making
1st Edition
By Olivier Gueant
April 01, 2016
This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making presents a general modeling framework for optimal ...
Stochastic Volatility Modeling
1st Edition
By Lorenzo Bergomi
January 05, 2016
Packed with insights, Lorenzo Bergomi’s Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including: Which trading issues do we tackle with stochastic volatility? How do we design models and assess their relevance...
Quantitative Finance: An Object-Oriented Approach in C++
1st Edition
By Erik Schlogl
November 19, 2013
Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. ...
Stochastic Processes with Applications to Finance
2nd Edition
By Masaaki Kijima
April 18, 2013
Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks and ethical standards involved. Stochastic Processes with Applications to Finance, Second Edition presents the mathematical theory of ...
Unravelling the Credit Crunch
1st Edition
By David Murphy
June 08, 2009
Fascinating Insight into How the Financial System Works and How the Credit Crisis AroseClearly supplies details vital to understanding the crisis Unravelling the Credit Crunch provides a clearly written, comprehensive account of the current credit crisis that is easily understandable to ...
Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing
1st Edition
By Pierre Henry-Labordère
September 22, 2008
Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used in physics and mathematics to the financial field. It even obtains new results when only approximate and partial solutions were previously ...
Credit Risk: Models, Derivatives, and Management
1st Edition
Edited
By Niklas Wagner
May 28, 2008
Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable ...
Understanding Risk: The Theory and Practice of Financial Risk Management
1st Edition
By David Murphy
April 23, 2008
Sound risk management often involves a combination of both mathematical and practical aspects. Taking this into account, Understanding Risk: The Theory and Practice of Financial Risk Management explains how to understand financial risk and how the severity and frequency of losses can be controlled....
Quantitative Equity Portfolio Management: Modern Techniques and Applications
1st Edition
By Edward E. Qian, Ronald H. Hua, Eric H. Sorensen
May 11, 2007
Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research. While many texts are devoted to these disciplines, few deal with quantitative equity investing in a ...
Portfolio Optimization and Performance Analysis
1st Edition
By Jean-Luc Prigent
May 07, 2007
In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performance Analysis offers a solid grounding in modern portfolio theory. The book presents both standard and novel results on the axiomatics of ...
Robust Libor Modelling and Pricing of Derivative Products
1st Edition
By John Schoenmakers
March 29, 2005
One of Riskbook.com's Best of 2005 - Top Ten Finance BooksThe Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the respective...
Financial Modelling with Jump Processes
1st Edition
By Rama Cont, Peter Tankov
December 30, 2003
WINNER of a Riskbook.com Best of 2004 Book Award!During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for ...