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Browse Financial Mathematics Titles:

Introducing Game Theory and its Applications

By Elliott Mendelson

The mathematical study of games is an intriguing endeavor with implications and applications that reach far beyond tic-tac-toe, chess, and poker to economics, business, and…

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2004 | Hardback: 978-1-58488-300-5 (Chapman and Hall)

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Financial Modelling with Jump Processes

By Peter Tankov

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…

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2003 | Hardback: 978-1-58488-413-2 (Chapman and Hall)

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Extreme Values in Finance, Telecommunications, and the Environment

Edited by Barbel Finkenstadt, Holger RootzenN. ReidValerie IshamR.J. TibshiraniThomas A. LouisHowell TongNiels Keiding

Because of its potential to ...predict the unpredictable,... extreme value theory (EVT) and methodology is currently receiving a great deal of attention from statistical and…

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2003 | Hardback: 978-1-58488-411-8 (Chapman and Hall)

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Computer-Aided Econometrics

Edited by David E. A. Giles

2003 | Hardback: 978-0-8247-4271-3 (CRC Press)

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Financial and Actuarial Statistics

An Introduction

By Dale S. Borowiak, Arnold F. Shapiro

Based on a loss function approach, this comprehensive reference reviews the most recent advances in financial and actuarial modeling, providing a strong statistical background for…

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2003 | Hardback: 978-0-8247-4270-6 (CRC Press)

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An Introduction to Credit Risk Modeling

By Christian Bluhm, Ludger Overbeck, Christoph WagnerM.A.H. DempsterDilip B. Madan

In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative…

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2002 | Hardback: 978-1-58488-326-5 (Chapman and Hall)

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Stochastic Processes with Applications to Finance

By Masaaki Kijima

In recent years, modeling financial uncertainty using stochastic processes has become increasingly important, but it is commonly perceived as requiring a deep mathematical background. Stochastic…

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2002 | Hardback: 978-1-58488-224-4 (Chapman and Hall)

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The Illustrated Wavelet Transform Handbook

Introductory Theory and Applications in Science, Engineering, Medicine and Finance

By Paul S. Addison

The Illustrated Wavelet Transform Handbook: Introductory Theory and Applications in Science, Engineering, Medicine and Finance provides an overview of the theory and practical applications of…

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2002 | Hardback: 978-0-7503-0692-8 (Taylor & Francis)

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Matrix-Analytic Methods in Stochastic Models

Edited by S. Chakravarthy, Attahiru S. AlfaZuhair NashedEarl Taft

Based on the proceedings of the first International Conference on Matrix-Analytic Methods (MAM) in Stochastic Models, held in Flint, Michigan, this book presents a general…

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1996 | Paperback: 978-0-8247-9766-9 (CRC Press)

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Mathematical Models in Finance

By S.D. Howison, F.P. Kelly, P. Wilmott

Mathematical Models in Finance compiles papers presented at the Royal Society of London discussion meeting. Topics range from the foundations of classical theory to sophisticated,…

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1995 | Hardback: 978-0-412-63070-5 (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