Financial Mathematics Books

New and Published Books – Page 5

41. Introducing Game Theory and its Applications

    By Elliott Mendelson

    Series: Discrete Mathematics and Its Applications

    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 even biology and politics. Most texts on the subject, however, are written at the graduate level for those with strong...

    Published July 2nd 2004 by Chapman and Hall/CRC
42. Financial Modelling with Jump Processes

    By Peter Tankov

    Series: Chapman & Hall/CRC Financial Mathematics Series

    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...

    Published December 29th 2003 by Chapman and Hall/CRC
43. Extreme Values in Finance, Telecommunications, and the Environment

    Edited by Barbel Finkenstadt, Holger Rootzen

    Series: Chapman & Hall/CRC Monographs on Statistics & Applied Probability

    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 mathematical researchers. This book brings together world-recognized authorities in their respective fields to provide...

    Published July 27th 2003 by Chapman and Hall/CRC
44. Computer-Aided Econometrics

    Edited by David E. A. Giles

    Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econometric techniques and practices—focusing on current innovations in Monte Carlo simulation,...

    Published June 17th 2003 by CRC Press
45. Financial and Actuarial Statistics

    An Introduction

    By Dale S. Borowiak, Arnold F. Shapiro

    Series: Statistics: A Series of Textbooks and Monographs

    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 advanced methods in pension plan structuring, risk estimation, and modeling of investment and options pricing. An...

    Published March 31st 2003 by CRC Press
46. 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 Processes with Applications to Finance shows that this is not necessarily so. It presents the theory of...

    Published July 28th 2002 by Chapman and Hall/CRC
47. 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 wavelet transform methods. The author uses several hundred illustrations, some in color, to convey...

    Published July 14th 2002 by Taylor & Francis
48. Matrix-Analytic Methods in Stochastic Models

    Edited by S. Chakravarthy, Attahiru S. Alfa

    Series: Lecture Notes in Pure and Applied Mathematics

    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 working knowledge of MAM through tutorial articles and application papers. It furnishes information on MAM studies carried out...

    Published September 18th 1996 by CRC Press
49. 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, up-to-date mathematical modeling and analysis. In the wake of the increased level of mathematical awareness in the...

    Published May 14th 1995 by Chapman and Hall/CRC