Springer Finance

Current editor(s): Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this chapter series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Introduction: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Introduction: Mario V. Wüthrich and Michael Merz
Approximative Hedging: Yuri Kabanov and Mher Safarian
Prerequisites: Emilio Barucci and Claudio Fontana
Introduction: Gilles Zumbach
Volatility Processes: Archil Gulisashvili
Introduction: Damir Filipović
Introduction: Antonio Mele and Yoshiki Obayashi
Reading the Black-Scholes Formula in Terms of First and Last Passage Times: Christophe Profeta, Bernard Roynette and Marc Yor
Introduction: David Nicolay
Preliminaries from Probability Theory: Eckhard Platen and David Heath
Option Valuation and the Volatility Smile: Jianwei Zhu
Correction to: Continuous-Time Asset Pricing Theory: Robert Jarrow
Introduction: Fred Espen Benth and Paul Krühner
A Primer on the Signature Method in Machine Learning: Ilya Chevyrev and Andrey Kormilitzin
Introduction: You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
Stochastic Processes: Robert Jarrow
The Story in a Nutshell: Freddy Delbaen and Walter Schachermayer
Notions of Mathematical Finance: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Univariate statistics: Attilio Meucci
Continuous-Path Random Processes: Mathematical Prerequisites: Monique Jeanblanc, Marc Yor and Marc Chesney
Some Classes of Discrete-Time Stochastic Processes: Stéphane Crépey
Introduction: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
Principal–Agent Problem: Jakša Cvitanić and Jianfeng Zhang
Interest Rates and Related Contracts: Damir Filipović
Discrete Stochastic Calculus: Ernst Eberlein and Jan Kallsen
Single-Period Examples: Jakša Cvitanić and Jianfeng Zhang
Notation, Naming, and General Definitions: Gilles Zumbach
Models of Financial Markets on Finite Probability Spaces: Freddy Delbaen and Walter Schachermayer
Elements of Numerical Methods for PDEs: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
State Price Deflators and Stochastic Discounting: Mario V. Wüthrich and Michael Merz
Dynamic Programming Theory: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Choices Under Risk: Emilio Barucci and Claudio Fontana
Stylized Facts: Gilles Zumbach
Linear Models with Project Selection, and Preview of Results: Jakša Cvitanić and Jianfeng Zhang
European Style Derivatives: You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
Variance Contracts: Fixed Income Security Design: Antonio Mele and Yoshiki Obayashi
Characteristic Functions in Option Pricing: Jianwei Zhu
The Fundamental Theorems: Robert Jarrow
Generalized Black-Scholes Formulae for Martingales, in Terms of Last Passage Times: Christophe Profeta, Bernard Roynette and Marc Yor
The Linear Quadratic Regulator: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Some Classes of Continuous-Time Stochastic Processes: Stéphane Crépey
Volatility Dynamics for a Single Underlying: Foundations: David Nicolay
Modelling Framework: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
The General Risk Sharing Problem: Jakša Cvitanić and Jianfeng Zhang
Lévy processes on Hilbert Spaces: Fred Espen Benth and Paul Krühner
A Simple Equilibrium Model: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Finite Element Methods for Parabolic Problems: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Estimating the Term-Structure: Damir Filipović
Multivariate statistics: Attilio Meucci