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Chapman and Hall/CRC Financial Mathematics Series


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Sustainable Life Insurance Managing Risk Appetite for Insurance Savings and Retirement Products

Sustainable Life Insurance: Managing Risk Appetite for Insurance Savings and Retirement Products

1st Edition

Forthcoming

By Aymeric Kalife, Mouti Saad, Ludovic Goudenège, Tan Xiaolu, Mounir Bellmane
May 16, 2023

Sustainable Life Insurance: Managing Risk Appetite for Insurance Savings and Retirement Products gives an overview of all relevant aspects of traditional and non-traditional savings and retirement products from both insurers’ and policyholders’ respective risk appetites. Examples of such products ...

Handbook of Price Impact Modeling

Handbook of Price Impact Modeling

1st Edition

Forthcoming

By Kevin Thomas Webster
May 10, 2023

The Handbook of Price Impact Modeling provides practitioners and students with a mathematical framework grounded in academic references to apply price impact models to quantitative trading and portfolio management. Automated trading is now the dominant form of trading across all frequencies. ...

Financial Mathematics From Discrete to Continuous Time

Financial Mathematics: From Discrete to Continuous Time

1st Edition

Forthcoming

By Kevin J. Hastings
December 21, 2022

Financial Mathematics: From Discrete to Continuous Time is a study of the mathematical ideas and techniques that are important to the two main arms of the area of financial mathematics: portfolio optimization and derivative valuation. The text is authored for courses taken by advanced ...

Commodities Fundamental Theory of Futures, Forwards, and Derivatives Pricing

Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing

2nd Edition

Forthcoming

Edited By M. A. H. Dempster, Ke Tang
December 16, 2022

Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity futures markets are key issues for continued economic development. Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing, Second...

Introduction to Financial Derivatives with Python

Introduction to Financial Derivatives with Python

1st Edition

Forthcoming

By Elisa Alòs, Raúl Merino
December 15, 2022

Introduction to Financial Derivatives with Python is an ideal textbook for an undergraduate course on derivatives, whether on a finance, economics, or financial mathematics programme. As well as covering all of the essential topics one would expect to be covered, the book also includes the basis of...

Introduction to Stochastic Finance with Market Examples

Introduction to Stochastic Finance with Market Examples

2nd Edition

Forthcoming

By Nicolas Privault
December 13, 2022

Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous-time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in ...

Introducing Financial Mathematics Theory, Binomial Models, and Applications

Introducing Financial Mathematics: Theory, Binomial Models, and Applications

1st Edition

By Mladen Victor Wickerhauser
November 09, 2022

Introducing Financial Mathematics: Theory, Binomial Models, and Applications seeks to replace existing books with a rigorous stand-alone text that covers fewer examples in greater detail with more proofs. The book uses the fundamental theorem of asset pricing as an introduction to linear algebra ...

Stochastic Modelling of Big Data in Finance

Stochastic Modelling of Big Data in Finance

1st Edition

By Anatoliy Swishchuk
November 08, 2022

Stochastic Modelling of Big Data in Finance provides a rigorous overview and exploration of stochastic modelling of big data in finance (BDF). The book describes various stochastic models, including multivariate models, to deal with big data in finance. This includes data in high-frequency and ...

Quantitative Finance with Python A Practical Guide to Investment Management, Trading, and Financial Engineering

Quantitative Finance with Python: A Practical Guide to Investment Management, Trading, and Financial Engineering

1st Edition

By Chris Kelliher
May 20, 2022

Quantitative Finance with Python: A Practical Guide to Investment Management, Trading and Financial Engineering bridges the gap between the theory of mathematical finance and the practical applications of these concepts for derivative pricing and portfolio management. The book provides students ...

Pricing Models of Volatility Products and Exotic Variance Derivatives

Pricing Models of Volatility Products and Exotic Variance Derivatives

1st Edition

By Yue Kuen Kwok, Wendong Zheng
May 14, 2022

Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book begins with the presentation of volatility trading and uses of variance derivatives. It then moves on...

Optional Processes Theory and Applications

Optional Processes: Theory and Applications

1st Edition

By Mohamed Abdelghani, Alexander Melnikov
April 29, 2022

It is well-known that modern stochastic calculus has been exhaustively developed under usual conditions. Despite such a well-developed theory, there is evidence to suggest that these very convenient technical conditions cannot necessarily be fulfilled in real-world applications. Optional Processes:...

Risk Measures and Insurance Solvency Benchmarks Fixed-Probability Levels in Renewal Risk Models

Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models

1st Edition

By Vsevolod K. Malinovskii
July 22, 2021

Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models is written for academics and practitioners who are concerned about potential weaknesses of the Solvency II regulatory system. It is also intended for readers who are interested in pure and applied ...

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