About this book series

Springer Finance Textbooks is a subseries of Springer Finance offering graduate-level textbooks.
The Springer Finance series, launched in 1998, is addressed to students, academic researchers and practitioners working on increasingly technical approaches to the analysis of financial markets. It covers mathematical and computational finance broadly, reaching into foreign exchange, term structure, risk measure and management, portfolio theory, equity derivatives, energy finance and commodities, financial economics. 
All titles in this series are peer-reviewed to the usual standards of mathematics and its applications.
Part of this series
Springer Finance
Electronic ISSN
2945-9125
Print ISSN
2945-9117
Series Editor
  • Francesca Biagini,
  • Bruno Bouchard,
  • Mark Broadie,
  • Charles-Albert Lehalle,
  • Paolo Guasoni,
  • Mathieu Rosenbaum

Book titles in this series

  1. Financial Markets Theory

    Equilibrium, Efficiency and Information

    Authors:
    • Emilio Barucci
    • Claudio Fontana
    • Copyright: 2017

    Available Renditions

    • Hard cover
    • Soft cover
    • eBook
  2. Financial Modeling

    A Backward Stochastic Differential Equations Perspective

    Authors:
    • Stephane Crepey
    • Copyright: 2013

    Available Renditions

    • Hard cover ( Book w. online files / update )
    • Soft cover
    • eBook