Financial Mathematics Products

  • Applied Quantitative Analysis for Real Estate

    1st Edition

    By Sotiris Tsolacos, Mark Andrew

    To fully function in today’s global real estate industry, students and professionals need to understand how to implement essential and cutting edge quantitative techniques. This new book presents an easy-to-read guide to using quantitative analysis in real estate that will be accessible to…

    Paperback – 2020-02-28 

  • Capital Account Liberation

    Methods and Applications, 1st Edition

    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 – 2020-01-10 
    CRC Press
    Systems Evaluation, Prediction, and Decision-Making

  • Financial Modelling in Commodity Markets

    1st Edition

    By Viviana Fanelli

    Financial Modelling in Commodity Markets provides a basic and self-contained introduction to the ideas underpinning financial modelling of products in commodity markets. The book offers a concise and operational vision of the main models used to represent, assess and simulate real assets and…

    Paperback – 2019-12-20 
    Chapman and Hall/CRC
    Chapman and Hall/CRC Financial Mathematics Series

  • Commodities

    1st Edition

    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…

    Paperback – 2019-11-29 
    Chapman and Hall/CRC

  • Modeling Fixed Income Securities and Interest Rate Options

    1st Edition

    By Robert Jarrow

      Modeling Fixed Income Securities and Interest Rate Options, Third Edition presents the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond market, all of which could…

    Hardback – 2019-09-30
    Chapman and Hall/CRC
    Chapman and Hall/CRC Financial Mathematics Series

  • Random Dynamical Systems in Finance

    1st Edition

    By Anatoliy Swishchuk, Shafiqul Islam

    The theory and applications of random dynamical systems (RDS) are at the cutting edge of research in mathematics and economics, particularly in modeling the long-run evolution of economic systems subject to exogenous random shocks. Despite this interest, there are no books available that solely…

    Paperback – 2019-09-23
    Chapman and Hall/CRC

  • The Fundamental Rules of Risk Management

    1st Edition

    By Nigel Lewis

    The consequences of taking on risk can be ruinous to personal finances, professional careers, corporate survivability, and even nation states. Yet many risk managers do not have a clear understanding of the basics. Requiring no statistical or mathematical background, The Fundamental Rules of Risk…

    Paperback – 2019-09-05
    CRC Press

  • Metamodeling for Variable Annuities

    1st Edition

    By Guojun Gan, Emiliano A. Valdez

    This book is devoted to the mathematical methods of metamodeling that can be used to speed up the valuation of large portfolios of variable annuities. It is suitable for advanced undergraduate students, graduate students, and practitioners. It is the goal of this book to describe the computational…

    Hardback – 2019-07-11
    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 – 2019-03-28
    Chapman and Hall/CRC

  • 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 – 2019-03-22
    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 – 2019-03-08
    Chapman and Hall/CRC
    Chapman and Hall/CRC Financial Mathematics Series

  • 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 – 2019-02-25
    CRC Press
    Chapman and Hall/CRC Financial Mathematics Series

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