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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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Foundations of Quantitative Finance, Book VI:  Densities, Transformed Distributions, and Limit Theorems

Foundations of Quantitative Finance, Book VI: Densities, Transformed Distributions, and Limit Theorems

1st Edition

Forthcoming

By Robert R. Reitano
November 12, 2024

Every finance professional wants and needs a competitive edge. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are not—and that is the competitive edge these books offer the astute reader. Published under the collective ...

Data Science and Risk Analytics in Finance and Insurance

Data Science and Risk Analytics in Finance and Insurance

1st Edition

Forthcoming

By Tze Leung Lai, Haipeng Xing
October 02, 2024

This book presents statistics and data science methods for risk analytics in quantitative finance and insurance. Part I covers the background, financial models, and data analytical methods for market risk, credit risk, and operational risk in financial instruments, as well as models of risk premium...

Interest Rate Modeling Theory and Practice

Interest Rate Modeling: Theory and Practice

3rd Edition

Forthcoming

By Lixin Wu
August 27, 2024

Containing many results that are new, or which exist only in recent research articles, this thoroughly revised third edition of Interest Rate Modeling: Theory and Practice, Third Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and ...

Computational Methods in Finance

Computational Methods in Finance

2nd Edition

Forthcoming

By Ali Hirsa
August 02, 2024

Computational Methods in Finance is a book developed from the author’s courses at Columbia University and the Courant Institute of New York University. This self-contained text is designed for graduate students in financial engineering and mathematical finance, as well as practitioners in the ...

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 27, 2024

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...

Foundations of Quantitative Finance:  Book V General Measure and Integration Theory

Foundations of Quantitative Finance: Book V General Measure and Integration Theory

1st Edition

By Robert R. Reitano
February 27, 2024

Every finance professional wants and needs a competitive edge. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are not—and that is the competitive edge these books offer the astute reader. Published under the collective ...

Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations

Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations

1st Edition

By Robert R. Reitano
September 12, 2023

Every finance professional wants and needs a competitive edge. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are not—and that is the competitive edge these books offer the astute reader. Published under the collective ...

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

By Aymeric Kalife, Ludovic Goudenège, Tan Xiaolu, Mouti Saad, Mounir Bellmane
August 18, 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 ...

Machine Learning for Factor Investing Python Version

Machine Learning for Factor Investing: Python Version

1st Edition

By Guillaume Coqueret, Tony Guida
August 08, 2023

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 ...

Malliavin Calculus in Finance Theory and Practice

Malliavin Calculus in Finance: Theory and Practice

1st Edition

By Elisa Alos, David Garcia Lorite
July 24, 2023

Malliavin Calculus in Finance: Theory and Practice aims to introduce the study of stochastic volatility (SV) models via Malliavin Calculus. Malliavin calculus has had a profound impact on stochastic analysis. Originally motivated by the study of the existence of smooth densities of certain random ...

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 24, 2023

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 ...

Foundations of Quantitative Finance: Book III.  The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes

Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes

1st Edition

By Robert R. Reitano
May 23, 2023

Every financial professional wants and needs an advantage. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are not—and that is the advantage these books offer the astute reader. Published under the collective title of ...

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