Financial Mathematics Products

  • Introduction to Financial Models for Management and Planning, Second Edition

    By James R. Morris, John P. Daley

    A properly structured financial model can provide decision makers with a powerful planning tool that helps them identify the consequences of their decisions before they are put into practice. Introduction to Financial Models for Management and Planning, Second Edition enables professionals and…

    Hardback – 2017-05-03 
    Chapman and Hall/CRC

  • An Introduction to Excel VBA Programming

    with Applications in Finance and Insurance

    By Guojun Gan

    Visual Basic for Applications (VBA) is a programming language created by Microsoft that can be used to automate operations in Microsoft Excel. This textbook has been written for undergraduate students majoring in actuarial science and related areas who wish to learn the basic fundamentals and…

    Hardback – 2017-04-11 
    Chapman and Hall/CRC

  • C++ for Financial Mathematics

    By John Armstrong

    If you know a little bit about financial mathematics but don’t yet know a lot about programming, then C++ for Financial Mathematics is for you. C++ is an essential skill for many jobs in quantitative finance, but learning it can be a daunting prospect. This book gathers together everything you need…

    Hardback – 2016-12-21
    Chapman and Hall/CRC
    Chapman and Hall/CRC Financial Mathematics Series

  • Quantitative Trading

    Algorithms, Analytics, Data, Models, Optimization

    By Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po-Shing Wong

    The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies,…

    Hardback – 2016-12-15
    Chapman and Hall/CRC

  • A Factor Model Approach to Derivative Pricing

    By James A. Primbs

    Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securities based upon simple factor model related absence of arbitrage ideas. This unique and unifying approach provides for a broad treatment of…

    Paperback – 2016-12-08
    Chapman and Hall/CRC

  • Computational Actuarial Science with R

    Edited by Arthur Charpentier

    A Hands-On Approach to Understanding and Using Actuarial Models Computational Actuarial Science with R provides an introduction to the computational aspects of actuarial science. Using simple R code, the book helps you understand the algorithms involved in actuarial computations. It also covers…

    Paperback – 2016-10-27
    Chapman and Hall/CRC
    Chapman & Hall/CRC The R Series

  • 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 – 2016-08-01
    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
    Chapman & 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

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