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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.

58 Series Titles

Per Page

Metamodeling for Variable Annuities

Metamodeling for Variable Annuities

1st Edition

By Guojun Gan, Emiliano A. Valdez
July 11, 2019

This book is devoted to the mathematical methods of metamodeling that can be used to speed up the valuation of large portfolios of variable annuities. It is suitable for advanced undergraduate students, graduate students, and practitioners. It is the goal of this book to describe the computational ...

An Introduction to Financial Mathematics Option Valuation

An Introduction to Financial Mathematics: Option Valuation

2nd Edition

By Hugo D. Junghenn
March 08, 2019

Introduction to Financial Mathematics: Option Valuation, Second Edition is a well-rounded primer to the mathematics and models used in the valuation of financial derivatives. The book consists of fifteen chapters, the first ten of which develop option valuation techniques in discrete time, the last ...

Interest Rate Modeling Theory and Practice, Second Edition

Interest Rate Modeling: Theory and Practice, Second Edition

2nd Edition

By Lixin Wu
February 25, 2019

Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with ...

Portfolio Rebalancing

Portfolio Rebalancing

1st Edition

By Edward E. Qian
November 06, 2018

The goal of Portfolio Rebalancing is to provide mathematical and empirical analysis of the effects of portfolio rebalancing on portfolio returns and risks. The mathematical analysis answers the question of when and why fixed-weight portfolios might outperform buy-and-hold portfolios based on ...

Financial Mathematics A Comprehensive Treatment

Financial Mathematics: A Comprehensive Treatment

1st Edition

By Giuseppe Campolieti, Roman N. Makarov
March 12, 2014

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 ...

Stochastic Financial Models

Stochastic Financial Models

1st Edition

By Douglas Kennedy
September 10, 2018

Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financial Models provides a sound introduction to mathematical finance. The author takes a classical ...

Quantitative Finance An Object-Oriented Approach in C++

Quantitative Finance: An Object-Oriented Approach in C++

1st Edition

By Erik Schlogl
November 19, 2013

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++. ...

Derivative Pricing A Problem-Based Primer

Derivative Pricing: A Problem-Based Primer

1st Edition

By Ambrose Lo
June 27, 2018

The proliferation of financial derivatives over the past decades, options in particular, has underscored the increasing importance of derivative pricing literacy among students, researchers, and practitioners. Derivative Pricing: A Problem-Based Primer demystifies the essential derivative pricing ...

An Introduction to Computational Risk Management of Equity-Linked Insurance

An Introduction to Computational Risk Management of Equity-Linked Insurance

1st Edition

By Runhuan Feng
June 12, 2018

The quantitative modeling of complex systems of interacting risks is a fairly recent development in the financial and insurance industries. Over the past decades, there has been tremendous innovation and development in the actuarial field. In addition to undertaking mortality and longevity risks in...

High-Performance Computing in Finance Problems, Methods, and Solutions

High-Performance Computing in Finance: Problems, Methods, and Solutions

1st Edition

Edited By M. A. H. Dempster, Juho Kanniainen, John Keane, Erik Vynckier
March 12, 2018

High-Performance Computing (HPC) delivers higher computational performance to solve problems in science, engineering and finance. There are various HPC resources available for different needs, ranging from cloud computing– that can be used without much expertise and expense – to more tailored ...

Equity-Linked Life Insurance Partial Hedging Methods

Equity-Linked Life Insurance: Partial Hedging Methods

1st Edition

By Alexander Melnikov, Amir Nosrati
August 30, 2017

This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts. It provides an accessible, up-to-date introduction to quantifying financial and insurance risks. The book also explains how to price innovative financial and ...

Stochastic Finance A Numeraire Approach

Stochastic Finance: A Numeraire Approach

1st Edition

By Jan Vecer
June 14, 2017

Unlike much of the existing literature, Stochastic Finance: A Numeraire Approach treats price as a number of units of one asset needed for an acquisition of a unit of another asset instead of expressing prices in dollar terms exclusively. This numeraire approach leads to simpler pricing options for...

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