Springer Finance

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