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Financial Mathematics Books

You are currently browsing 1–10 of 72 new and published books in the subject of Financial Mathematics — sorted by publish date from newer books to older books.

For books that are not yet published; please browse forthcoming books.

New and Published Books

  1. Investment and Employment Opportunities in China

    By Jeffrey Yi-Lin Forrest, Tao Lixin

    Series: Systems Evaluation, Prediction, and Decision-Making

    Presenting the most recent statistical data, Investment and Employment Opportunities in China provides first-of-its-kind coverage of the regional economic, industrial, investment, and employment structures in China. After establishing the theoretical foundation, the rest of the book utilizes the...

    Published November 26th 2014 by CRC Press

  2. Pricing in General Insurance

    By Pietro Parodi

    Based on the syllabus of the actuarial industry course on general insurance pricing — with additional material inspired by the author’s own experience as a practitioner and lecturer — Pricing in General Insurance presents pricing as a formalised process that starts with collecting information about...

    Published October 15th 2014 by Chapman and Hall/CRC

  3. Computational Actuarial Science with R

    Edited by Arthur Charpentier

    Series: Chapman & Hall/CRC The R Series

    A Hands-On Approach to Understanding and Using Actuarial Models Computational Actuarial Science with R provides an introduction to the computational aspects of actuarial science. Using simple R code, the book helps you understand the algorithms involved in actuarial computations. It also covers...

    Published August 26th 2014 by Chapman and Hall/CRC

  4. Actuarial Models

    The Mathematics of Insurance, Second Edition

    By Vladimir I. Rotar

    Actuarial Models: The Mathematics of Insurance, Second Edition thoroughly covers the basic models of insurance processes. It also presents the mathematical frameworks and methods used in actuarial modeling. This second edition provides an even smoother, more robust account of the main ideas and...

    Published August 13th 2014 by Chapman and Hall/CRC

  5. Counterparty Risk and Funding

    A Tale of Two Puzzles

    By Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo

    Series: Chapman and Hall/CRC Financial Mathematics Series

    Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between the bank and its counterparty. The authors provide an analytical basis for the quantitative...

    Published June 23rd 2014 by Chapman and Hall/CRC

  6. Economics and the Price Index

    By S.N. Afriat, Carlo Milana

    Series: Routledge Frontiers of Political Economy

    The price index, a pervasive long established institution for economics, is a number issued by the Statistical Office that should tell anyone the ratio of costs of maintaining a given standard of living in two periods where prices differ. For a chain of three periods, the product of the ratios...

    Published June 23rd 2014 by Routledge

  7. Quantitative Finance

    A Simulation-Based Introduction Using Excel

    By Matt Davison

    Teach Your Students How to Become Successful Working Quants Quantitative Finance: A Simulation-Based Introduction Using Excel provides an introduction to financial mathematics for students in applied mathematics, financial engineering, actuarial science, and business administration. The text not...

    Published May 8th 2014 by Chapman and Hall/CRC

  8. Financial Mathematics

    A Comprehensive Treatment

    By Giuseppe Campolieti, Roman N. Makarov

    Series: Chapman and Hall/CRC Financial Mathematics Series

    Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels Financial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of...

    Published March 12th 2014 by Chapman and Hall/CRC

  9. Stochastic Finance

    An Introduction with Market Examples

    By Nicolas Privault

    Series: Chapman and Hall/CRC Financial Mathematics Series

    Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hedging in discrete and continuous time financial models without friction, emphasizing the complementarity of analytical and probabilistic methods. It demonstrates both the power and limitations of...

    Published December 20th 2013 by Chapman and Hall/CRC

  10. Nonlinear Option Pricing

    By Julien Guyon, Pierre Henry-Labordere

    Series: Chapman and Hall/CRC Financial Mathematics Series

    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 19th 2013 by Chapman and Hall/CRC