Springer Finance

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