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.

Utility Maximisation on Finite Probability Spaces: Freddy Delbaen and Walter Schachermayer
Spot Rate Models: Mario V. Wüthrich and Michael Merz
Stock Price Models with Stochastic Volatility: Archil Gulisashvili
Time-Inconsistent Control Theory: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Elements of Stochastic Analysis: Stéphane Crépey
Simulation Models: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
Stochastic Volatility Models: Jianwei Zhu
Mathematical Theory for General Moral Hazard Problems: Jakša Cvitanić and Jianfeng Zhang
European Options in BS Markets: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Empirical Mug Shots: Gilles Zumbach
Portfolio, Insurance and Saving Decisions: Emilio Barucci and Claudio Fontana
Statistical Methods: Eckhard Platen and David Heath
Extensions and Further Results: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Bachelier and Black-Scholes: Freddy Delbaen and Walter Schachermayer
Process Overview: Gilles Zumbach
Arbitrage Theory: Damir Filipović
Interest Rate Swaps: Antonio Mele and Yoshiki Obayashi
The Filipović Space and Operators: Fred Espen Benth and Paul Krühner
American Options: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
An Introduction to Tensors for Path Signatures: Jack Beda, Gonçalo dos Reis and Nikolas Tapia
Representation of some particular Azéma supermartingales: Christophe Profeta, Bernard Roynette and Marc Yor
Realized Volatility and Mixing Distributions: Archil Gulisashvili
Logarithmic Versus Relative Random Walks: Gilles Zumbach
Arbitrage Theory for Frictionless Markets: Yuri Kabanov and Mher Safarian
Non-exponential Discounting: Tomas Bjork, Mariana Khapko and Agatha Murgoci
The Kreps-Yan Theorem: Freddy Delbaen and Walter Schachermayer
Asset Price Bubbles: Robert Jarrow
Exotic Options: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Integral Transforms of Distribution Densities: Archil Gulisashvili
Numerical Issues of Stochastic Volatility Models: Jianwei Zhu
Basic Concepts and Examples in Finance: Monique Jeanblanc, Marc Yor and Marc Chesney
Valuation and Sensitivities: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
Short-Rate Models: Damir Filipović
Martingale Modeling: Stéphane Crépey
The Dalang-Morton-Willinger Theorem: Freddy Delbaen and Walter Schachermayer
The Signature Kernel: Darrick Lee and Harald Oberhauser
Interest Rate Models: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Special Cases and Applications: Jakša Cvitanić and Jianfeng Zhang
ARCH Processes: Gilles Zumbach
Mean-Variance Portfolios: Tomas Bjork, Mariana Khapko and Agatha Murgoci
An Interesting Family of Black-Scholes Perpetuities: Christophe Profeta, Bernard Roynette and Marc Yor
Multi-asset Options: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Basis Assets, Multiple-Factor Beta Models, and Systematic Risk: Robert Jarrow
Stochastic Integration and Partial Differential Equations: Fred Espen Benth and Paul Krühner
Heath–Jarrow–Morton (HJM) Methodology: Damir Filipović
Time-Inconsistent Regulator Problems: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Stochastic Forward Rate and Yield Curve Modeling: Mario V. Wüthrich and Michael Merz
Lévy Processes: Ernst Eberlein and Jan Kallsen
Modeling via Stochastic Processes: Eckhard Platen and David Heath
Computational Framework: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda