Financial Mathematics Products

  • C++ for Financial Mathematics

    By John Armstrong

    This book simultaneously introduces C++ programming techniques and numerical techniques for derivative pricing and risk management. The techniques covered include Monte Carlo pricing, finite difference methods, simulations and risk calculations. These numerical methods are used to develop an…

    Hardback – 2016-10-25 
    CRC Press
    Chapman and Hall/CRC Financial Mathematics Series

  • A Factor Model Approach to Derivative Pricing

    By James A. Primbs

    Paperback – 2016-10-17 
    Chapman and Hall/CRC

  • Monte-Carlo Methods and Stochastic Processes

    From Linear to Non-Linear

    By Emmanuel Gobet

    Developed from the author’s course at the Ecole Polytechnique, Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear focuses on the simulation of stochastic processes in continuous time and their link with partial differential equations (PDEs). It covers linear and nonlinear…

    Hardback – 2016-07-07
    Chapman and Hall/CRC

  • The Financial Mathematics of Market Liquidity

    From Optimal Execution to Market Making

    By Olivier Gueant

    This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making presents a general modeling framework for optimal…

    Hardback – 2016-04-01
    Chapman and Hall/CRC
    Chapman and Hall/CRC Financial Mathematics Series

  • Risk Parity Fundamentals

    By Edward E. Qian

    Discover the Benefits of Risk Parity Investing Despite recent progress in the theoretical analysis and practical applications of risk parity, many important fundamental questions still need to be answered. Risk Parity Fundamentals uses fundamental, quantitative, and historical analysis to address…

    Hardback – 2016-02-23
    Chapman and Hall/CRC

  • Stochastic Cauchy Problems in Infinite Dimensions

    Generalized and Regularized Solutions

    By Irina V. Melnikova

    Stochastic Cauchy Problems in Infinite Dimensions: Generalized and Regularized Solutions presents stochastic differential equations for random processes with values in Hilbert spaces. Accessible to non-specialists, the book explores how modern semi-group and distribution methods relate to the…

    Hardback – 2016-02-19
    Chapman and Hall/CRC
    Monographs and Research Notes in Mathematics

  • Stochastic Volatility Modeling

    By Lorenzo Bergomi

    Packed with insights, Lorenzo Bergomi’s Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including: Which trading issues do we tackle with stochastic volatility? How do we design models and assess their relevance…

    Hardback – 2016-01-05
    Chapman and Hall/CRC
    Chapman and Hall/CRC Financial Mathematics Series

  • Commodities

    Edited by M. A. H. Dempster, Ke Tang

    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.This book covers the fundamental theory of and derivatives pricing for major commodity…

    Hardback – 2015-11-18
    Chapman and Hall/CRC
    Chapman and Hall/CRC Financial Mathematics Series

  • Financial Literacy Education

    Addressing Student, Business, and Government Needs

    Edited by Jay Liebowitz

    Today's graduates should be grounded in the basics of personal finance and possess the skills and knowledge necessary to make informed decisions and take responsibility for their own financial well-being. Faced with an array of complex financial services and sophisticated products, many graduates…

    Hardback – 2015-11-18
    Auerbach Publications

  • Introduction to Financial Mathematics

    By Kevin J. Hastings

    Introduction to Financial Mathematics is ideal for an introductory undergraduate course. Unlike most textbooks aimed at more advanced courses, the text motivates students through a discussion of personal finances and portfolio management. The author then goes on to cover valuation of financial…

    Hardback – 2015-10-23
    Chapman and Hall/CRC
    Advances in Applied Mathematics

  • Principles of Copula Theory

    By Fabrizio Durante, Carlo Sempi

    Principles of Copula Theory explores the state of the art on copulas and provides you with the foundation to use copulas in a variety of applications. Throughout the book, historical remarks and further readings highlight active research in the field, including new results, streamlined…

    Hardback – 2015-07-07
    Chapman and Hall/CRC

  • Economics Made Fun

    Philosophy of the pop-economics

    Edited by N. Emrah Aydinonat, Jack J Vromen

    Best-selling books such as Freakonomics and The Undercover Economist have paved the way for the flourishing economics-made-fun genre. While books like these present economics as a strong and explanatory science, the ongoing economic crisis has exposed the shortcomings of economics to the general…

    Hardback – 2015-06-25

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