Chapman and Hall/CRC Financial Mathematics Series
About the Book Series
The field of financial mathematics forms an ever-expanding slice of the financial sector. This series aims to capture new developments and summarize what is known over the whole spectrum of this field. It includes a broad range of textbooks, reference works, and handbooks that are meant to appeal to both academics and practitioners. The inclusion of numerical code and concrete real-world examples is highly encouraged, and can be found across many of the texts.
Poisson Process and its Fractional Extensions with Applications
1st Edition
By Enzo Orsingher, Riccardo Cesari, Vieri Mosco
June 23, 2026
The book accompanies the reader from the simple, standard Poisson process to its more complex transformations, using a unified framework, showing proofs of basic theorems and references to more difficult results. The reader will also benefit from the empirical applications of the various models to ...
Sustainable Financial Structured Products: Managing Risk Appetites across Modelling, Structuring, and Hedging
1st Edition
By Aymeric Kalife
May 08, 2026
Sustainable Financial Structured Products: Managing Risk Appetite across Modelling, Structuring, and Hedging gives an overview of all relevant aspects of Financial Structured Products (i.e. long-term savings products) from the risk perspective of both issuers (banks, insurers) and customers. The ...
Foundations of Quantitative Finance, Book VII: Brownian Motion and Other Stochastic Processes
1st Edition
By Robert R. Reitano
April 28, 2026
This is the seventh book in a set of ten published under the collective title of Foundations of Quantitative Finance. The targeted readers are students, researchers, and practitioners of quantitative finance who find that many sources for financial applications are written at a level assuming ...
XVA Analysis: Probabilistic, Risk Measure, and Machine Learning Issues
1st Edition
By Stéphane Crépey
February 04, 2026
XVA Analysis: Probabilistic, Risk Measure, and Machine Learning Issues offers readers an up-to-date and comprehensive exploration of the X-Value Adjustment (XVA) universe and of the embedded risk measure issues inherent within it. The book tackles this subject through the triple lens of finance (...
Handbook of Quantitative Sustainable Finance
1st Edition
Edited
By Peter Tankov, Ruixun Zhang
December 12, 2025
Handbook of Quantitative Sustainable Finance is an edited collection concerning the integration of sustainability and climate risk considerations into mathematical and quantitative finance. This comprehensive handbook provides a valuable resource for researchers, practitioners, policymakers, and ...
Quantitative Finance with Case Studies in Python: A Practical Guide to Investment Management, Trading and Financial Engineering
2nd Edition
By Chris Kelliher
December 29, 2025
Quantitative Finance with Case Studies in Python: A Practical Guide to Investment Management, Trading and Financial Engineering bridges the gap between the theory of mathematical finance and the practical applications of these concepts for derivative pricing and portfolio management. The book ...
Risk Analysis in Finance and Insurance
3rd Edition
By Alexander Melnikov
September 04, 2025
Risk Analysis in Finance and Insurance, Third Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Considering the interdisciplinary nature of risk analysis, the author discusses many important ...
Equity Release Finance
1st Edition
By Radu S. Tunaru, Enoch B. Quaye
March 11, 2025
Equity Release Finance provides a self-contained introduction to the principles underpinning Equity Release Products (ERPs). The approach of the book, while academically robust, is also accessible and engaging, with a focus on practical examples and applications. It will provide an invaluable ...
Arbitrage and Rational Decisions
1st Edition
By Robert Nau
January 31, 2025
This unique book offers a unified approach to the modeling of rational decision-making under conditions of uncertainty and strategic and competitive interactions among agents. Its most elementary axiom of rationality is the principle of no-arbitrage, namely that neither an individual decision maker...
Malliavin Calculus in Finance: Theory and Practice
2nd Edition
By Elisa Alos, David Garcia Lorite
December 23, 2024
Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Originally motivated by the study of the existence of smooth densities of certain random variables, Malliavin calculus has had a profound impact on ...
Foundations of Quantitative Finance, Book VI: Densities, Transformed Distributions, and Limit Theorems
1st Edition
By Robert R. Reitano
November 12, 2024
Every finance professional wants and needs a competitive edge. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are not—and that is the competitive edge these books offer the astute reader. Published under the collective ...
Data Science and Risk Analytics in Finance and Insurance
1st Edition
By Tze Leung Lai, Haipeng Xing
October 02, 2024
This book presents statistics and data science methods for risk analytics in quantitative finance and insurance. Part I covers the background, financial models, and data analytical methods for market risk, credit risk, and operational risk in financial instruments, as well as models of risk premium...