Mathematical Finance Products

  • Inhomogeneous Random Evolutions and Their Applications

    1st Edition

    By Anatoliy Swishchuk

    Inhomogeneous Random Evolutions and their Applications explains how to model various dynamical systems in finance and insurance with non-homogeneous in time characteristics. It includes modeling for: financial underlying and derivatives via Levy processes with time-dependent characteristics;…

    Hardback – 2019-10-16 
    Chapman and Hall/CRC

  • Modelling Fixed Income Securities and Interest Rate Options

    1st Edition

    By Robert Jarrow

    Modelling Fixed Income Securities and Interest Rate Options, 3rd 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 – 2019-10-02 
    Chapman and Hall/CRC

  • International Financial Markets

    Volume 1, 1st Edition

    Edited by Julien Chevallier, Stéphane Goutte, David Guerreiro, Sophie Saglio, Bilel Sanhaji

    This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics. International Financial Markets: Volume I provides…

    Hardback – 2019-07-18
    Routledge
    Routledge Advances in Applied Financial Econometrics

  • Financial Mathematics, Volatility and Covariance Modelling

    Volume 2, 1st Edition

    Edited by Julien Chevallier, Stéphane Goutte, David Guerreiro, Sophie Saglio, Bilel Sanhaji

    This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics. Financial Mathematics, Volatility and Covariance…

    Hardback – 2019-07-18
    Routledge
    Routledge Advances in Applied Financial Econometrics

  • 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

  • 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 – 2019-02-20
    Routledge

  • 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

  • Basic Mathematics for Economists

    3rd Edition

    By Mike Rosser, Piotr Lis

    Basic Mathematics for Economists, now in its 3rd edition, is a classic of its genre and this new edition builds on the success of previous editions. Suitable for students who may only have a basic mathematics background, as well as students who may have followed more advanced mathematics courses…

    Paperback – 2016-03-22
    Routledge

  • Mathematics for Economists with Applications

    1st Edition

    By James Bergin

    Mathematics for Economists with Applications provides detailed coverage of the mathematical techniques essential for undergraduate and introductory graduate work in economics, business and finance. Beginning with linear algebra and matrix theory, the book develops the techniques of univariate and…

    Paperback – 2014-12-18
    Routledge

  • Financial Modelling and Asset Valuation with Excel

    1st Edition

    By Morten Helbæk, Ragnar Løvaas, Jon Olav Mjølhus

    Finance is Excel! This book takes you straight into the fascinating world of Excel, the powerful tool for number crunching. In a clear cut language it amalgamates financial theory with Excel providing you with the skills you need to build financial models for private or professional use. A&…

    Paperback – 2013-06-07
    Routledge

  • Introductory Regression Analysis

    with Computer Application for Business and Economics, 1st Edition

    By Allen Webster

    Regression analysis is arguably the single most powerful and widely applicable tool in any effective examination of common business issues. Every day, decision-makers face problems that require constructive actions with significant consequences, and regression procedures can prove a meaningful and…

    Paperback – 2012-12-03
    Routledge

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