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Browse Financial Mathematics Titles:

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Financial Econometrics

By Peijie Wang

This book provides an essential toolkit for all students wishing to know more about the modelling and analysis of financial data. Applications of econometric techniques…

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2008 | Paperback: 978-0-415-42669-5 (Routledge)

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Introduction to Probability and Statistics for Science, Engineering, and Finance

By Walter A. Rosenkrantz

Integrating interesting and widely used concepts of financial engineering into traditional statistics courses, Introduction to Probability and Statistics for Science, Engineering, and Finance illustrates the…

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2008 | Hardback: 978-1-58488-812-3 (Chapman and Hall)

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Credit Risk

Models, Derivatives, and Management

Edited by Niklas Wagner

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…

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2008 | Hardback: 978-1-58488-994-6 (Chapman and Hall)

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Understanding Risk

The Theory and Practice of Financial Risk Management

By David Murphy

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

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2008 | Paperback: 978-1-58488-893-2 (Chapman and Hall)

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Introduction to Stochastic Calculus Applied to Finance, Second Edition

2nd Edition

By Damien Lamberton, Bernard Lapeyre

Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical…

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2007 | Hardback: 978-1-58488-626-6 (Chapman and Hall)

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Statistical and Probabilistic Methods in Actuarial Science

By Philip J. Boland

Statistical and Probabilistic Methods in Actuarial Science covers many of the diverse methods in applied probability and statistics for students aspiring to careers in insurance,…

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2007 | Hardback: 978-1-58488-695-2 (Chapman and Hall)

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Structured Credit Portfolio Analysis, Baskets and CDOs

By Christian Bluhm, Ludger OverbeckM.A.H. DempsterDilip B. MadanRama Cont

The financial industry is swamped by credit products whose economic performance is linked to the performance of some underlying portfolio of credit-risky instruments, like loans,…

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2006 | Hardback: 978-1-58488-647-1 (Chapman and Hall)

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Introduction to Stochastic Processes, Second Edition

2nd Edition

By Gregory F. Lawler

Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probability theory applicable to problems…

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2006 | Hardback: 978-1-58488-651-8 (Chapman and Hall)

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Malliavin Calculus with Applications to Stochastic Partial Differential Equations

By Marta Sanz-Sole

Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of variation…

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2005 | Hardback: 978-0-8493-4030-7 (CRC Press)

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Business Economics and Finance with MATLAB, GIS, and Simulation Models

By Patrick L. Anderson

This book takes recent theoretical advances in Finance and Economics and shows how they can be implemented in the real world. It presents tactics for…

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2004 | Hardback: 978-1-58488-348-7 (Chapman and Hall)

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Forthcoming Titles:

The Banking Crisis Handbook
Edited by Greg N. Gregoriou
To be published December 2nd 2009

Pension Fund Risk Management: Financial and Actuarial Modeling
Edited by Marco Micocci, Greg N. Gregoriou, Giovanni Batista Masala
To be published January 21st 2010

Stochastic Finance: A Numeraire Approach
By Jan Vecer
To be published May 15th 2010

Financial Modelling with Jump Processes, Second Edition
By Rama Cont, Peter TankovRama ContDilip B. MadanM.A.H. Dempster
To be published May 15th 2010

Quantitative Finance: An Object-Oriented Approach in C++
By Erik Schlogl
To be published June 15th 2010

Introduction to Credit Risk Modeling, Second Edition
By Christian Bluhm, Ludger Overbeck, Christoph WagnerM.A.H. DempsterDilip B. MadanRama Cont
To be published June 15th 2010

Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice
By Arne Sandstrom
To be published September 26th 2010

The Fundamental Rules of Risk Management
Edited by Nigel Da Costa Lewis
To be published October 15th 2010

Financial and Actuarial Statistics: An Introduction, Second Edition
By Dale S. Borowiak, Arnold F. Shapiro
To be published November 15th 2010