Financial Mathematics Products

  • An Introduction to Excel VBA Programming

    with Applications in Finance and Insurance, 1st Edition

    By Guojun Gan

    Excel Visual Basic for Applications (VBA) can be used to automate operations in Excel and is one of the most frequently used software programs for manipulating data and building models in banks and insurance companies. An Introduction to Excel VBA Programming: with Applications in Finance and…

    Paperback – 2019-05-12 
    Chapman and Hall/CRC

  • An Introduction to Financial Mathematics

    Option Valuation, 2nd Edition

    By Hugo D. Junghenn

    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…

    Hardback – 2019-04-02 
    Chapman and Hall/CRC
    Chapman and Hall/CRC Financial Mathematics Series

  • Pathwise Estimation and Inference for Diffusion Market Models

    1st Edition

    By Nikolai Dokuchaev, Lin Yee Hin

    Pathwise estimation and inference for diffusion market models discusses contemporary techniques for inferring, from options and bond prices, the market participants' aggregate view on important financial parameters such as implied volatility, discount rate, future interest rate, and their…

    Hardback – 2019-03-14 
    Chapman and Hall/CRC

  • Interest Rate Modeling

    Theory and Practice, Second Edition, 2nd Edition

    By Lixin Wu

    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…

    Hardback – 2019-03-04 
    CRC Press
    Chapman and Hall/CRC Financial Mathematics Series

  • Panel Data Econometrics

    Common Factor Analysis for Empirical Researchers, 1st Edition

    By Donggyu Sul

    In the last 20 years, econometric theory on panel data has developed rapidly, particularly for analyzing common behaviors among individuals over time. Meanwhile, the statistical methods employed by applied researchers have not kept up-to-date. This book attempts to fill in this gap by teaching…

    Paperback – 2019-02-28 
    Routledge

  • MATLAB Handbook with Applications to Mathematics, Science, Engineering, and Finance

    1st Edition

    By Jose Miguel David Baez-Lopez, David Alfredo Baez Villegas

    The purpose of this handbook is to allow users to learn and master the mathematics software package MATLAB®, as well as to serve as a quick reference to some of the most used instructions in the package. A unique feature of this handbook is that it can be used by the novice and by experienced users…

    Hardback – 2019-01-15
    Chapman and Hall/CRC

  • Smart Computing Applications in Crowdfunding

    1st Edition

    By Bo Xing, Tshilidzi Marwala

    The book focuses on smart computing for crowdfunding usage, looking at the crowdfunding landscape, e.g., reward-, donation-, equity-, P2P-based and the crowdfunding ecosystem, e.g., regulator, asker, backer, investor, and operator. The increased complexity of fund raising scenario, driven by the…

    Hardback – 2018-12-18
    CRC Press

  • Portfolio Rebalancing

    1st Edition

    By Edward E. Qian

    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…

    Hardback – 2018-11-06
    Chapman and Hall/CRC
    Chapman and Hall/CRC Financial Mathematics Series

  • Reproducible Finance with R

    Code Flows and Shiny Apps for Portfolio Analysis, 1st Edition

    By Jonathan K. Regenstein, Jr.

    Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis is a unique introduction to data science for investment management that explores the three major R/finance coding paradigms, emphasizes data visualization, and explains how to build a cohesive suite of functioning Shiny…

    Paperback – 2018-10-08
    Chapman and Hall/CRC
    Chapman & Hall/CRC The R Series

  • Geometry and Martingales in Banach Spaces

    1st Edition

    By Wojbor A. Woyczynski

    Geometry and Martingales in Banach Spaces provides a compact exposition of the results explaining the interrelations existing between the metric geometry of Banach spaces and the theory of martingales, and general random vectors with values in those Banach spaces. Geometric concepts such as…

    Hardback – 2018-09-17
    CRC Press

  • Financial Literacy Education

    Addressing Student, Business, and Government Needs, 1st Edition

    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…

    Paperback – 2018-07-30
    Auerbach Publications

  • Technical Analysis of Stock Trends

    11th Edition

    By Robert D. Edwards, John Magee, W.H.C. Bassetti

    This revised and updated version of the best-selling book, Technical Analysis of Stock Trends, 10th Edition, presents proven long- and short-term stock trend analysis enabling investors to make smart, profitable trading decisions. The book covers technical theory such as The Dow Theory, reversal…

    Hardback – 2018-07-19
    CRC Press

1Series in Financial Mathematics

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