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.

Wavelet Methods: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Incomplete Markets: Robert Jarrow
Existence and Properties of Pseudo-Inverses for Bessel and Related Processes: Christophe Profeta, Bernard Roynette and Marc Yor
Signature Maximum Mean Discrepancy Two-Sample Statistical Tests: Andrew Alden, Blanka Horvath and Zacharia Issa
Monte Carlo Methods: Stéphane Crépey
Martingales and Stochastic Integrals: Eckhard Platen and David Heath
Time-Reversal Asymmetry: Gilles Zumbach
Special Cases and Extensions: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Asymptotic Analysis of Stock Price Distributions: Archil Gulisashvili
Estimating the distribution of the market invariants: Attilio Meucci
Utility Functions: Robert Jarrow
Valuation Portfolio: Mario V. Wüthrich and Michael Merz
Non-exponential Discounting: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Stochastic Integration: Ernst Eberlein and Jan Kallsen
Credit Derivatives: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
Lévy Jumps: Jianwei Zhu
Structures: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
Multidimensional Diffusion Models: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Mean-Variance Control: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Characterizing Heteroscedasticity: Gilles Zumbach
Stochastic Maximum Principle: Jakša Cvitanić and Jianfeng Zhang
Consumption–Investment Problems: Yuri Kabanov and Mher Safarian
Counterparty Risk Aggregation and Risk Mitigation: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
Complete Markets (Utility Over Terminal Wealth): Robert Jarrow
The Inconsistent Linear Quadratic Regulator: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Signature and the Functional Taylor Expansion: Bruno Dupire and Valentin Tissot-Daguette
The Innovation Distributions: Gilles Zumbach
Pricing of Commodity and Energy Options: Fred Espen Benth and Paul Krühner
Multidimensional Lévy Models: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Market Models: Damir Filipović
Tree Methods: Stéphane Crépey
A Time-Inconsistent Equilibrium Model: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Factor Asset Pricing Models: CAPM and APT: Emilio Barucci and Claudio Fontana
Regularly Varying Functions and Pareto-Type Distributions: Archil Gulisashvili
Combining Market and Credit Risk: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
Integrating Various Stochastic Factors: Jianwei Zhu
Existence of Pseudo-Inverses for Diffusions: Christophe Profeta, Bernard Roynette and Marc Yor
The Itô Formula: Eckhard Platen and David Heath
Protected Valuation Portfolio: Mario V. Wüthrich and Michael Merz
Leverage Effect: Gilles Zumbach
A Simple Counter-Example to Several Problems in the Theory of Asset Pricing (1998): Freddy Delbaen and Walter Schachermayer
Processes and Market Risk Evaluation: Gilles Zumbach
Practical Applications and Testing: David Nicolay
Credit: Antonio Mele and Yoshiki Obayashi
Complements on Brownian Motion: Monique Jeanblanc, Marc Yor and Marc Chesney
Incomplete Markets (Utility Over Terminal Wealth): Robert Jarrow
Finite Differences: Stéphane Crépey
Pricing Counterparty Credit Risk: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
The No-Arbitrage Property under a Change of Numéraire (1995): Freddy Delbaen and Walter Schachermayer
Optimal Stopping in Discrete Time: Tomas Bjork, Mariana Khapko and Agatha Murgoci