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Financial Mathematics Books

You are currently browsing 1–10 of 68 new and published books in the subject of Financial Mathematics — sorted by publish date from newer books to older books.

For books that are not yet published; please browse forthcoming books.

New and Published Books

  1. Counterparty Risk and Funding

    A Tale of Two Puzzles

    By Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo

    Series: Chapman and Hall/CRC Financial Mathematics Series

    Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between the bank and its counterparty. The authors provide an analytical basis for the quantitative...

    Published June 22nd 2014 by Chapman and Hall/CRC

  2. Economics and the Price Index

    By S.N. Afriat, Carlo Milana

    Series: Routledge Frontiers of Political Economy

    The price index, a pervasive long established institution for economics, is a number issued by the Statistical Office that should tell anyone the ratio of costs of maintaining a given standard of living in two periods where prices differ. For a chain of three periods, the product of the ratios...

    Published June 22nd 2014 by Routledge

  3. Quantitative Finance

    A Simulation-Based Introduction Using Excel

    By Matt Davison

    Teach Your Students How to Become Successful Working Quants Quantitative Finance: A Simulation-Based Introduction Using Excel provides an introduction to financial mathematics for students in applied mathematics, financial engineering, actuarial science, and business administration. The text not...

    Published May 7th 2014 by Chapman and Hall/CRC

  4. Financial Mathematics

    A Comprehensive Treatment

    By Giuseppe Campolieti, Roman N. Makarov

    Series: Chapman and Hall/CRC Financial Mathematics Series

    Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels Financial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of...

    Published March 11th 2014 by Chapman and Hall/CRC

  5. Stochastic Finance

    An Introduction with Market Examples

    By Nicolas Privault

    Series: Chapman and Hall/CRC Financial Mathematics Series

    Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hedging in discrete and continuous time financial models without friction, emphasizing the complementarity of analytical and probabilistic methods. It demonstrates both the power and limitations of...

    Published December 19th 2013 by Chapman and Hall/CRC

  6. Nonlinear Option Pricing

    By Julien Guyon, Pierre Henry-Labordere

    Series: Chapman and Hall/CRC Financial Mathematics Series

    New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research—including Risk magazine’s 2013 Quant of the Year—Nonlinear Option...

    Published December 18th 2013 by Chapman and Hall/CRC

  7. Economic-Mathematical Methods and Models under Uncertainty

    By A. G. Aliyev

    In this book on mathematical programming, the postulate spacial-time certainty of economic process at uncertainty conditions in finite-dimensional vector space and the principle piecewise-linear homogeneity of economic process at uncertainty conditions in finite-dimensional vector space are first...

    Published December 6th 2013 by Apple Academic Press

  8. Quantitative Finance

    An Object-Oriented Approach in C++

    By Erik Schlogl

    Series: Chapman and Hall/CRC Financial Mathematics Series

    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++....

    Published November 18th 2013 by Chapman and Hall/CRC

  9. Financial and Actuarial Statistics

    An Introduction, Second Edition

    By Dale S. Borowiak, Arnold F. Shapiro

    Understand Up-to-Date Statistical Techniques for Financial and Actuarial Applications Since the first edition was published, statistical techniques, such as reliability measurement, simulation, regression, and Markov chain modeling, have become more prominent in the financial and actuarial...

    Published November 11th 2013 by Chapman and Hall/CRC

  10. Introduction to Risk Parity and Budgeting

    By Thierry Roncalli

    Series: Chapman and Hall/CRC Financial Mathematics Series

    Although portfolio management didn’t change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and asset management. Risk parity then became a popular...

    Published July 15th 2013 by Chapman and Hall/CRC