Financial Mathematics Books

New and Published Books

1. Monte Carlo Simulation with Applications to Finance

   By Hui Wang

   Series: Chapman & Hall/CRC Financial Mathematics Series

   Developed from the author’s course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applications to Finance provides a self-contained introduction to Monte Carlo methods in financial engineering. It is suitable for advanced undergraduate and graduate students taking a...

   Published May 21st 2012 by Chapman and Hall/CRC
2. Economic Time Series

   Modeling and Seasonality

   Edited by William R. Bell, Scott H. Holan, Tucker S. McElroy

   Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases...

   Published March 18th 2012 by Chapman and Hall/CRC
3. Quantitative Operational Risk Models

   By Catalina Bolancé, Montserrat Guillén, Jim Gustafsson, Jens Perch Nielsen

   Series: Chapman & Hall/CRC Finance Series

   Using real-life examples from the banking and insurance industries, Quantitative Operational Risk Models details how internal data can be improved based on external information of various kinds. Using a simple and intuitive methodology based on classical transformation methods, the book includes...

   Published February 14th 2012 by Chapman and Hall/CRC
4. 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 and Hall/CRC
5. 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 and Hall/CRC
6. 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
7. 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 and Hall/CRC
8. 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 and Hall/CRC
9. 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 and Hall/CRC
10. 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