Springer Quantitative Finance titles
http://www.springer.com/mathematics/quantitative+finance?SGWID=0-10050-0-0-0
These are Springer recent titles in Quantitative FinanceWed, 26 Jul 2017 10:42:32 GMT2017-07-26T10:42:32ZSpringer Quantitative Financehttp://images.springer.com/cda/content/designimage/cda_displaydesignimage.gif?SGWID=0-0-17-901483-0
http://www.springer.com/mathematics/quantitative+finance?SGWID=0-10050-0-0-0
Financial Modeling, Actuarial Valuation and Solvency in Insurance(Wüthrich et al.)
http://www.springer.com/us/book/9783642313912
<b>series:</b>Springer Finance<p>Risk management for financial institutions is one of the key topics the financial industry has to deal with. The present volume is a mathematically rigorous text on solvency modeling. Currently, there are many new developments in this area in the financial and insurance industry (Basel III and Solvency II), but none of these developments provides a fully consistent and comprehensive framework ...Quantitative FinanceWed, 10 Apr 2013 23:32:23 GMThttp://www.springer.com/us/book/97836423139122013-04-10T23:32:23ZInterest Rate Derivatives(Beyna)
http://www.springer.com/us/book/9783642349256
Valuation, Calibration and Sensitivity Analysis<br /><b>series:</b>Lecture Notes in Economics and Mathematical Systems<p>The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a time dependent volatility parameterization. This book addresses the above mentioned class of interest rate models and concentrates on the calibration, valuation and sensitivity analysis in multifactor models. It derives analytical pricing formulas for bonds and caplets and ...Quantitative FinanceFri, 22 Mar 2013 14:26:01 GMThttp://www.springer.com/us/book/97836423492562013-03-22T14:26:01ZInterest Rate Derivatives(Beyna)
http://www.springer.com/us/book/9783642349249
Valuation, Calibration and Sensitivity Analysis<br /><b>series:</b>Lecture Notes in Economics and Mathematical Systems<p>The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a time dependent volatility parameterization. This book addresses the above mentioned class of interest rate models and concentrates on the calibration, valuation and sensitivity analysis in multifactor models. It derives analytical pricing formulas for bonds and caplets and ...Quantitative FinanceSun, 24 Feb 2013 00:42:30 GMThttp://www.springer.com/us/book/97836423492492013-02-24T00:42:30ZDiscrete Time Series, Processes, and Applications in Finance(Zumbach)
http://www.springer.com/us/book/9783642317422
<b>series:</b>Springer Finance<p>Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world. Time series and processes are the natural tools for describing the dynamic behavior of financial data, leading to the required forecasts. This book presents a survey of the empirical properties of financial time series, their descriptions ...Quantitative FinanceSat, 06 Oct 2012 00:56:48 GMThttp://www.springer.com/us/book/97836423174222012-10-06T00:56:48ZDerivative Pricing in Discrete Time(Cutland et al.)
http://www.springer.com/us/book/9781447144083
<b>series:</b>Springer Undergraduate Mathematics Series<p>Derivatives are financial entities whose value is derived from the value of other more concrete assets such as stocks and commodities. They are an important ingredient of modern financial markets.This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern ...Quantitative FinanceThu, 04 Oct 2012 23:53:39 GMThttp://www.springer.com/us/book/97814471440832012-10-04T23:53:39ZTopics in Numerical Methods for Finance
http://www.springer.com/us/book/9781461434337
<b>series:</b>Springer Proceedings in Mathematics & Statistics<p>Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are ...Quantitative FinanceSat, 29 Sep 2012 07:00:13 GMThttp://www.springer.com/us/book/97814614343372012-09-29T07:00:13ZDiscrete Time Series, Processes, and Applications in Finance(Zumbach)
http://www.springer.com/us/book/9783642317415
<b>series:</b>Springer Finance<p>Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world. Time series and processes are the natural tools for describing the dynamic behavior of financial data, leading to the required forecasts. This book presents a survey of the empirical properties of financial time series, their descriptions ...Quantitative FinanceSat, 29 Sep 2012 06:51:03 GMThttp://www.springer.com/us/book/97836423174152012-09-29T06:51:03ZContract Theory in Continuous-Time Models(Cvitanic et al.)
http://www.springer.com/us/book/9783642141997
<b>series:</b>Springer Finance<p>In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization problems of finding the optimal contracts between two parties, under various assumptions on the information they have access to, and the effect ...Quantitative FinanceSat, 29 Sep 2012 06:44:41 GMThttp://www.springer.com/us/book/97836421419972012-09-29T06:44:41ZAnalytically Tractable Stochastic Stock Price Models(Gulisashvili)
http://www.springer.com/us/book/9783642312144
<b>series:</b>Springer Finance<p>Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing. In a stock price model with stochastic volatility, the random behavior of the volatility is described by a ...Quantitative FinanceSat, 29 Sep 2012 06:38:03 GMThttp://www.springer.com/us/book/97836423121442012-09-29T06:38:03ZQuantitative Assessment of Securitisation Deals(Campolongo et al.)
http://www.springer.com/us/book/9783642297212
<b>series:</b>SpringerBriefs in Finance<p>The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate a more informed usage of securitisation ratings. We show how global sensitivity analysis techniques can be used to better analyse and to enhance the understanding of the uncertainties inherent in ratings due to uncertainty in the input ...Quantitative FinanceSat, 29 Sep 2012 06:37:50 GMThttp://www.springer.com/us/book/97836422972122012-09-29T06:37:50ZOptimal Stochastic Control, Stochastic Target Problems, and Backward SDE(Touzi)
http://www.springer.com/us/book/9781461442868
<b>series:</b>Fields Institute Monographs<p>This book collects some recent developments in stochastic control theory with applications to financial mathematics. In the first part of the volume, standard stochastic control problems are addressed from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis is put on regularity issues and, in particular, on the behavior of the value function near the ...Quantitative FinanceSat, 29 Sep 2012 06:11:53 GMThttp://www.springer.com/us/book/97814614428682012-09-29T06:11:53ZOptimal Stochastic Control, Stochastic Target Problems, and Backward SDE(Touzi)
http://www.springer.com/us/book/9781461442851
<b>series:</b>Fields Institute Monographs<p>This book collects some recent developments in stochastic control theory with applications to financial mathematics. In the first part of the volume, standard stochastic control problems are addressed from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis is put on regularity issues and, in particular, on the behavior of the value function near the ...Quantitative FinanceSat, 29 Sep 2012 06:11:52 GMThttp://www.springer.com/us/book/97814614428512012-09-29T06:11:52ZContract Theory in Continuous-Time Models(Cvitanic et al.)
http://www.springer.com/us/book/9783642142000
<b>series:</b>Springer Finance<p>In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization problems of finding the optimal contracts between two parties, under various assumptions on the information they have access to, and the effect ...Quantitative FinanceSat, 29 Sep 2012 05:57:48 GMThttp://www.springer.com/us/book/97836421420002012-09-29T05:57:48ZDerivative Pricing in Discrete Time(Cutland et al.)
http://www.springer.com/us/book/9781447144076
<b>series:</b>Springer Undergraduate Mathematics Series<p>Derivatives are financial entities whose value is derived from the value of other more concrete assets such as stocks and commodities. They are an important ingredient of modern financial markets.This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern ...Quantitative FinanceSun, 09 Sep 2012 23:51:45 GMThttp://www.springer.com/us/book/97814471440762012-09-09T23:51:45ZQuantitative Assessment of Securitisation Deals(Campolongo et al.)
http://www.springer.com/us/book/9783642297205
<b>series:</b>SpringerBriefs in Finance<p>The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate a more informed usage of securitisation ratings. We show how global sensitivity analysis techniques can be used to better analyse and to enhance the understanding of the uncertainties inherent in ratings due to uncertainty in the input ...Quantitative FinanceFri, 07 Sep 2012 05:12:00 GMThttp://www.springer.com/us/book/97836422972052012-09-07T05:12:00Z