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Chapman and Hall/CRC Financial Mathematics Series


About the Series

The field of financial mathematics forms an ever-expanding slice of the financial sector. This series aims to capture new developments and summarize what is known over the whole spectrum of this field. It includes a broad range of textbooks, reference works, and handbooks that are meant to appeal to both academics and practitioners. The inclusion of numerical code and concrete real-world examples is highly encouraged, and can be found across many of the texts.

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Introduction to Stochastic Finance with Market Examples

Introduction to Stochastic Finance with Market Examples

2nd Edition

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:...

Financial Mathematics A Comprehensive Treatment in Discrete Time

Financial Mathematics: A Comprehensive Treatment in Discrete Time

1st Edition

By Giuseppe Campolieti, Roman N. Makarov
July 09, 2021

The book has been tested and refined through years of classroom teaching experience. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way. This textbook ...

Machine Learning for Factor Investing: R Version

Machine Learning for Factor Investing: R Version

1st Edition

By Guillaume Coqueret, Tony Guida
September 01, 2020

Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection. The technicality of the subject can make it hard for ...

Handbook of Financial Risk Management

Handbook of Financial Risk Management

1st Edition

By Thierry Roncalli
April 15, 2020

Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the...

Introductory Mathematical Analysis for Quantitative Finance

Introductory Mathematical Analysis for Quantitative Finance

1st Edition

By Daniele Ritelli, Giulia Spaletta
April 15, 2020

Introductory Mathematical Analysis for Quantitative Finance is a textbook designed to enable students with little knowledge of mathematical analysis to fully engage with modern quantitative finance. A basic understanding of dimensional Calculus and Linear Algebra is assumed. The exposition of the ...

Financial Modelling in Commodity Markets

Financial Modelling in Commodity Markets

1st Edition

By Viviana Fanelli
December 09, 2019

Financial Modelling in Commodity Markets provides a basic and self-contained introduction to the ideas underpinning financial modelling of products in commodity markets. The book offers a concise and operational vision of the main models used to represent, assess and simulate real assets and ...

American-Style Derivatives Valuation and Computation

American-Style Derivatives: Valuation and Computation

1st Edition

By Jerome Detemple
October 23, 2019

While the valuation of standard American option contracts has now achieved a fair degree of maturity, much work remains to be done regarding the new contractual forms that are constantly emerging in response to evolving economic conditions and regulations. Focusing on recent developments in the ...

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