Financial Mathematics Books

New and Published Books

1. An Introduction to Exotic Option Pricing

   By Peter Buchen

   Series: Chapman & Hall/CRC Financial Mathematics Series

   In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving partial differential equations (PDEs). The author...

   Published February 2nd 2012 by Chapman & Hall
2. Agents, Games, and Evolution

   Strategies at Work and Play

   By Steven Orla Kimbrough

   Games, or contexts of strategic interaction, pervade and suffuse our lives and the lives of all organisms. How are we to make sense of and cope with such situations? How should an agent play? When will and when won’t cooperation arise and be maintained? Using examples and a careful digestion of the...

   Published December 18th 2011 by Chapman & Hall
3. Introductory Econometrics

   A Practical Approach, 2nd Edition

   By Hamid Seddighi

   This book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner possible. Recognising the fact that a good level of mathematics is no longer a necessary prerequisite for economics/financial economics undergraduate and...

   Published November 27th 2011 by Routledge
4. Option Valuation

   A First Course in Financial Mathematics

   By Hugo D. Junghenn

   Series: Chapman & Hall/CRC Financial Mathematics Series

   Option Valuation: A First Course in Financial Mathematics provides a straightforward introduction to the mathematics and models used in the valuation of financial derivatives. It examines the principles of option pricing in detail via standard binomial and stochastic calculus models. Developing the...

   Published November 22nd 2011 by Chapman & Hall
5. Risk Monetization

   Converting Threats and Opportunities into Impact on Project Value

   By Glenn R. Koller

   Risk Monetization: Converting Threats and Opportunities into Impact on Project Value addresses the organizational, political, cultural, and technical issues related to implementing a successful risk assessment, management, and monetization process. Suitable for readers in any organization or area...

   Published October 20th 2011 by Chapman & Hall
6. Practical Spreadsheet Risk Modeling for Management

   By Dale Lehman, Huybert Groenendaal, Greg Nolder

   Risk analytics is developing rapidly, and analysts in the field need material that is theoretically sound as well as practical and straightforward. A one-stop resource for quantitative risk analysis, Practical Spreadsheet Risk Modeling for Management dispenses with the use of complex mathematics,...

   Published September 7th 2011 by Chapman & Hall
7. Practical Lean Accounting

   A Proven System for Measuring and Managing the Lean Enterprise, Second Edition

   By Brian H. Maskell, Bruce Baggaley, Larry Grasso

   The methods and concepts presented in the bestselling first edition revolutionized the approach to the management and control of Lean companies. Enhanced with extensive end-of-chapter exercises and a CD-ROM with Lean accounting tools, the second edition of this preeminent practitioner’s guide is...

   Published August 25th 2011 by Productivity Press
8. Mathematics for Economics and Finance

   By Michael Harrison, Patrick Waldron

   The aim of this book is to bring students of economics and finance who have only an introductory background in mathematics up to a quite advanced level in the subject, thus preparing them for the core mathematical demands of econometrics, economic theory, quantitative finance and mathematical...

   Published March 23rd 2011 by Routledge
9. Stochastic Finance

   A Numeraire Approach

   By Jan Vecer

   Series: Chapman & Hall/CRC Financial Mathematics Series

   Unlike much of the existing literature, Stochastic Finance: A Numeraire Approach treats price as a number of units of one asset needed for an acquisition of a unit of another asset instead of expressing prices in dollar terms exclusively. This numeraire approach leads to simpler pricing options for...

   Published January 5th 2011 by CRC Press
10. Handbook of Solvency for Actuaries and Risk Managers

    Theory and Practice

    By Arne Sandström

    Series: Chapman & Hall/CRC Finance Series

    Reflecting the author’s wealth of experience in this field, Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the European Solvency II...

    Published November 7th 2010 by Chapman & Hall