New and Published Books
1-10 of 29 results in Chapman & Hall/CRC Financial Mathematics Series
An Object-Oriented Approach in C++
Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++....
Published December 1st 2013 by Chapman and Hall/CRC
Although portfolio management didn’t change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and asset management. Risk parity then became a popular...
Published July 15th 2013 by Chapman and Hall/CRC
Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks and ethical standards involved. Stochastic Processes with Applications to Finance, Second Edition presents the mathematical theory of...
Published April 17th 2013 by Chapman and Hall/CRC
As today’s financial products have become more complex, quantitative analysts, financial engineers, and others in the financial industry now require robust techniques for numerical analysis. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex...
Published September 4th 2012 by CRC Press
Developed from the author’s course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applications to Finance provides a self-contained introduction to Monte Carlo methods in financial engineering. It is suitable for advanced undergraduate and graduate students taking a...
Published May 21st 2012 by Chapman and Hall/CRC
In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving partial differential equations (PDEs). The author...
Published February 2nd 2012 by Chapman and Hall/CRC
A First Course in Financial Mathematics
Option Valuation: A First Course in Financial Mathematics provides a straightforward introduction to the mathematics and models used in the valuation of financial derivatives. It examines the principles of option pricing in detail via standard binomial and stochastic calculus models. Developing the...
Published November 22nd 2011 by Chapman and Hall/CRC
Risk Analysis in Finance and Insurance, Second Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Taking into account the interdisciplinary nature of risk analysis, the author discusses many...
Published April 24th 2011 by Chapman and Hall/CRC
A Numeraire Approach
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...
Published January 5th 2011 by CRC Press
Contains Nearly 100 Pages of New Material The recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model...
Published June 1st 2010 by Chapman and Hall/CRC
Nonlinear Option Pricing
To Be Published December 29th 2013
Stochastic Finance: An Introduction with Market Examples
To Be Published January 1st 2014
Financial Mathematics: A Comprehensive Treatment
To Be Published February 24th 2014
Counterparty Risk and Funding: A Tale of Two Puzzles
To Be Published April 24th 2014
Active Risk Management: Financial Models and Statistical Methods
To Be Published July 14th 2014