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.
Monte Carlo Methods and Models in Finance and Insurance
1st Edition
By Ralf Korn, Elke Korn, Gerald Kroisandt
January 21, 2023
Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the...
Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables
1st Edition
By Robert R. Reitano
December 28, 2022
Every financial professional wants and needs an advantage. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are not—and that is the advantage these books offer the astute reader. Published under the collective title of ...
Financial Mathematics: From Discrete to Continuous Time
1st Edition
By Kevin J. Hastings
December 21, 2022
Financial Mathematics: From Discrete to Continuous Time is a study of the mathematical ideas and techniques that are important to the two main arms of the area of financial mathematics: portfolio optimization and derivative valuation. The text is authored for courses taken by advanced ...
Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing
2nd Edition
Edited
By M. A. H. Dempster, Ke Tang
December 16, 2022
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. Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing, Second...
Introduction to Financial Derivatives with Python
1st Edition
By Elisa Alos, Raúl Merino
December 15, 2022
Introduction to Financial Derivatives with Python is an ideal textbook for an undergraduate course on derivatives, whether on a finance, economics, or financial mathematics programme. As well as covering all of the essential topics one would expect to be covered, the book also includes the basis of...
Introduction to Stochastic Finance with Market Examples
2nd Edition
By Nicolas Privault
December 13, 2022
Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous-time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in ...
Introducing Financial Mathematics: Theory, Binomial Models, and Applications
1st Edition
By Mladen Victor Wickerhauser
November 09, 2022
Introducing Financial Mathematics: Theory, Binomial Models, and Applications seeks to replace existing books with a rigorous stand-alone text that covers fewer examples in greater detail with more proofs. The book uses the fundamental theorem of asset pricing as an introduction to linear algebra ...
Stochastic Modelling of Big Data in Finance
1st Edition
By Anatoliy Swishchuk
November 08, 2022
Stochastic Modelling of Big Data in Finance provides a rigorous overview and exploration of stochastic modelling of big data in finance (BDF). The book describes various stochastic models, including multivariate models, to deal with big data in finance. This includes data in high-frequency and ...
Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions
1st Edition
By Robert R. Reitano
October 31, 2022
This is the first in a set of 10 books written for professionals in quantitative finance. These books fill the gap between informal mathematical developments found in introductory materials, and more advanced treatments that summarize without formally developing the important foundational ...
Introductory Mathematical Analysis for Quantitative Finance
1st Edition
By Daniele Ritelli, Giulia Spaletta
June 13, 2022
Introductory Mathematical Analysis for Quantitative Finance is a textbook designed to enable students with little knowledge of mathematical analysis to fully engage with modern quantitative finance. A basic understanding of dimensional Calculus and Linear Algebra is assumed. The exposition of the ...
Quantitative Finance with Python: A Practical Guide to Investment Management, Trading, and Financial Engineering
1st Edition
By Chris Kelliher
May 20, 2022
Quantitative Finance with 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 provides students ...
Optional Processes: Theory and Applications
1st Edition
By Mohamed Abdelghani, Alexander Melnikov
April 29, 2022
It is well-known that modern stochastic calculus has been exhaustively developed under usual conditions. Despite such a well-developed theory, there is evidence to suggest that these very convenient technical conditions cannot necessarily be fulfilled in real-world applications. Optional Processes:...