
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
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-
Stochastic Calculus for Finance I
The Binomial Asset Pricing Model
- Authors:
-
- Steven Shreve
- Copyright: 2004
Available Renditions
- Hard cover
- Soft cover
- eBook
-
Continuous-Time Asset Pricing Theory
A Martingale-Based Approach
- Authors:
-
- Robert A. Jarrow
- Copyright: 2018
Available Renditions
- Hard cover
- Soft cover
-
Financial Markets Theory
Equilibrium, Efficiency and Information
- Authors:
-
- Emilio Barucci
- Claudio Fontana
- Copyright: 2017
Available Renditions
- Hard cover
- Soft cover
- eBook
-
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