About this book series
The Bocconi & Springer Series aims to publish research monographs and advanced textbooks covering a wide variety of topics in the fields of mathematics, statistics, finance, economics and financial economics. Concerning textbooks, the focus is to provide an educational core at a typical Master's degree level, publishing books and also offering extra material that can be used by teachers, students and researchers.
The series is born in cooperation with Bocconi University Press, the publishing house of the famous academy, the first Italian university to grant a degree in economics, and which today enjoys international recognition in business, economics, and law.
The series is managed by an international scientific Editorial Board. Each member of the Board is a top level researcher in his field, well-known at a local and global scale. Some of the Board Editors are also Springer authors and/or Bocconi high level representatives. They all have in common a unique passion for higher, specific education, and for books.
Volumes of the series are indexed in Web of Science - Thomson Reuters and Scopus.
- Electronic ISSN
- 2039-148X
- Print ISSN
- 2039-1471
- Editor-in-Chief
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- Lorenzo Peccati,
- Sandro Salsa
- Series Editor
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- Beatrice Acciaio,
- Carlo A. Favero,
- Eckhard Platen,
- Wolfgang J. Runggaldier,
- Giuseppe Savare,
- Erik Schlögl
Book titles in this series
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Continuous Time Processes for Finance
Switching, Self-exciting, Fractional and other Recent Dynamics
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Abstracted and indexed in
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- SCImago
- SCOPUS
- zbMATH