Financial Mathematics Products

  • Equity-Linked Life Insurance

    Partial Hedging Methods

    By Alexander Melnikov, Amir Nosrati

    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…

    Hardback – 2017-09-13 
    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…

    Paperback – 2017-09-01 
    Auerbach Publications

  • Statistical Portfolio Estimation

    By Masanobu Taniguchi, Hiroshi Shiraishi, Junichi Hirukawa, Hiroko Kato Solvang, Takashi Yamashita

    The composition of portfolios is one of the most fundamental and important methods in financial engineering, used to control the risk of investments. This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are…

    Hardback – 2017-08-25 
    Chapman and Hall/CRC

  • Capital Account Liberation

    Methods and Applications

    By Ying Yirong, Jeffrey Yi-Lin Forrest

    Along with the development of economic globalization, many countries have begun to relax their controls on their capital accounts. However, the recent financial crises in Latin American countries as well as the exchange rate crises in Southeast Asian countries have shown that there is major risk…

    Paperback – 2017-08-01
    CRC Press
    Systems Evaluation, Prediction, and Decision-Making

  • Introduction to Statistical Methods for Financial Models

    By Thomas A Severini

    This book provides an introduction to the use of statistical concepts and methods to model and analyze financial data. The ten chapters of the book fall naturally into three sections. Chapters 1 to 3 cover some basic concepts of finance, focusing on the properties of returns on an asset. Chapters 4…

    Hardback – 2017-07-19
    Chapman and Hall/CRC
    Chapman & Hall/CRC Texts in Statistical Science

  • Stochastic Finance

    A Numeraire Approach

    By Jan Vecer

    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…

    Paperback – 2017-06-14
    CRC Press
    Chapman and Hall/CRC Financial Mathematics Series

  • Risk Monetization

    Converting Threats and Opportunities into Impact on Project Value

    By Glenn R. Koller

    Risk Monetization: Converting Threats and Opportunities into Impact on Project Value addresses the organizational, political, cultural, and technical issues related to implementing a successful risk assessment, management, and monetization process. Suitable for readers in any organization or area…

    Paperback – 2017-06-14
    Chapman and Hall/CRC

  • Operational Risk Modelling and Management

    By Claudio Franzetti

    Taking into account the standards of the Basel Accord, Operational Risk Modelling and Management presents a simulation model for generating the loss distribution of operational risk. It also examines a multitude of management issues that must be considered when adjusting the quantitative results of…

    Paperback – 2017-06-07
    Chapman and Hall/CRC
    Chapman & Hall/CRC Finance Series

  • 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…

    Paperback – 2017-06-07
    Routledge

  • Emerging Markets

    Performance, Analysis and Innovation

    Edited by Greg N. Gregoriou

    Although emerging market economies consist of 50% of the global population, they are relatively unknown. Filling this knowledge gap, Emerging Markets: Performance, Analysis and Innovation compiles the latest research by noteworthy academics and money managers from around the world. With a focus on…

    Paperback – 2017-06-07
    CRC Press
    Chapman & Hall/CRC Finance Series

  • Handbook of Empirical Economics and Finance

    Edited by Aman Ullah, David E. A. Giles

    Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields.…

    Paperback – 2017-06-07
    Chapman and Hall/CRC
    Statistics: A Series of Textbooks and Monographs

  • Stock Market Volatility

    Edited by Greg N. Gregoriou

    Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who…

    Paperback – 2017-05-31
    Chapman and Hall/CRC
    Chapman & Hall/CRC Finance Series

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