New and Published Books
1-10 of 31 results in Chapman & Hall/CRC Financial Mathematics Series
An Introduction with Market Examples
This comprehensive text presents an introduction to pricing and hedging in financial models, with an emphasis on analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance. The book starts with the basics of finance and stochastic calculus...
Published December 19th 2013 by Chapman and Hall/CRC
New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research—including Risk magazine’s 2013 Quant of the Year—Nonlinear Option...
Published December 18th 2013 by Chapman and Hall/CRC
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 November 18th 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
Financial Mathematics: A Comprehensive Treatment
To Be Published March 19th 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 November 14th 2014
Market Risk Management: A Practitioner's Guide with Excel and VBA
To Be Published January 25th 2015
Equity-Linked Life Insurance: Partial Hedging Approach
To Be Published February 1st 2015