![Fixed Income Analytics]( "Fixed Income Analytics")
Textbook
Marty, W. (2020)
This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated for negative and positive interest rates. The transition from a …
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Hardcover
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![Quantitative Investing]( "Quantitative Investing")
Textbook
Ma, L. (2020)
This book provides readers with a systematic approach to quantitative investments and bridges the gap between theory and practice, equipping students to more seamlessly enter the …
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Hardcover
eBook
![ERM and QRM in Life Insurance]( "ERM and QRM in Life Insurance")
Textbook
Pitacco, E. (2020)
This book deals with Enterprise Risk Management (ERM) and, in particular, Quantitative Risk Management (QRM) in life insurance business. Constituting a “bridge” between …
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Softcover
eBook
![Mathematical Methods and Quantum Mathematics for Economics and Finance]( "Mathematical Methods and Quantum Mathematics for Economics and Finance")
Textbook
Baaquie, B. E. (2020)
Given the rapid pace of development in economics and finance, a concise and up-to-date introduction to mathematical methods has become a prerequisite for all graduate students, …
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Hardcover
eBook
![Risk and Insurance]( "Risk and Insurance")
Textbook
Asmussen, S., Steffensen, M. (2020)
This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability. Both …
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Hardcover
eBook
![Quantum Finance]( "Quantum Finance")
Textbook
Lee, R. S. T. (2020)
With the exponential growth of program trading in the global financial industry, quantum finance and its underlying technologies have become one of the hottest topics in the …
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Hardcover
eBook
![Mathematics of Finance]( "Mathematics of Finance")
Textbook
Saari, D. G. (2019)
This textbook invites the reader to develop a holistic grounding in mathematical finance, where concepts and intuition play as important a role as powerful mathematical tools. …
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Softcover
eBook
![Statistics of Financial Markets]( "Statistics of Financial Markets")
Textbook
Franke, J., Härdle, W. K., Hafner, C. M. (2019)
Now in its fifth edition, this book offers a detailed yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods …
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eBook
Softcover
![Continuous-Time Asset Pricing Theory]( "Continuous-Time Asset Pricing Theory")
Textbook
Jarrow, R. A. (2018)
Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the …
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Softcover
![Introduction to Stochastic Finance]( "Introduction to Stochastic Finance")
Textbook
Yan, J. (2018)
This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and hedging of contingent …
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Softcover
eBook
![Numerical Probability]( "Numerical Probability")
Textbook
Pagès, G. (2018)
This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance. Topics covered include the Monte Carlo simulation …
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eBook
Softcover
![Applied Quantitative Finance]( "Applied Quantitative Finance")
Textbook
Härdle, W. K. (Ed), Chen, C. Y. (Ed), Overbeck, L. (Ed) (2017)
This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula …
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![Backward Stochastic Differential Equations]( "Backward Stochastic Differential Equations")
Textbook
Zhang, J. (2017)
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial …
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Hardcover
eBook
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![Financial Markets Theory]( "Financial Markets Theory")
Textbook
Barucci, E., Fontana, C. (2017)
This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a …
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Hardcover
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Softcover
![Tools for Computational Finance]( "Tools for Computational Finance")
Textbook
Seydel, R. U. (2017)
Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. …
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Softcover
eBook
![An Introduction to Mathematical Finance with Applications]( "An Introduction to Mathematical Finance with Applications")
Textbook
Petters, A. O., Dong, X. (2016)
This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately …
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eBook
Softcover
Hardcover
![Brownian Motion, Martingales, and Stochastic Calculus]( "Brownian Motion, Martingales, and Stochastic Calculus")
Textbook
Le Gall, J. (2016)
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main …
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eBook
![Market-Consistent Actuarial Valuation]( "Market-Consistent Actuarial Valuation")
Textbook
Wüthrich, M. V. (2016)
This is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed …
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Softcover
eBook
![Stochastic Analysis for Finance with Simulations]( "Stochastic Analysis for Finance with Simulations")
Textbook
Choe, G. H. (2016)
This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, …
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Softcover
eBook
![Fundamentals and Advanced Techniques in Derivatives Hedging]( "Fundamentals and Advanced Techniques in Derivatives Hedging")
Textbook
Bouchard, B., Chassagneux, J. (2016)
This book covers the theory of derivatives pricing and hedging as well as techniques used in mathematical finance. The authors use a top-down approach, starting with fundamentals …
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Softcover
eBook