About this book series
This subseries of Springer Finance includes books with the character of lecture notes. Typically these are research monographs on new, cutting-edge developments in mathematical finance; sometimes they may be a glimpse of a new field of research activity, or presentations of a new angle in a more classical field.
In the established tradition of Lecture Notes, the timeliness of a manuscript can be more important than its form, which may be informal, preliminary or tentative.
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
- 2524-6828
- Print ISSN
- 2524-681X
- Series Editor
-
- Francesca Biagini,
- Bruno Bouchard,
- Mark Broadie,
- Charles-Albert Lehalle,
- Paolo Guasoni,
- Mathieu Rosenbaum
