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 book series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

A Benchmark Approach to Quantitative Finance: Eckhard Platen and David Heath
A Course in Derivative Securities: Kerry Back
Analytically Tractable Stochastic Stock Price Models: Archil Gulisashvili
Applications of Fourier Transform to Smile Modeling: Jianwei Zhu
Asymptotic Chaos Expansions in Finance: David Nicolay
Binomial Models in Finance: John Hoek and Robert J. Elliott
Computational Methods for Quantitative Finance: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Continuous-Time Asset Pricing Theory: Robert Jarrow
Contract Theory in Continuous-Time Models: Jakša Cvitanić and Jianfeng Zhang
Derivative Securities and Difference Methods: You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
Discrete Time Series, Processes, and Applications in Finance: Gilles Zumbach
Empirical Techniques in Finance: Ramaprasad Bhar and Shigeyuki Hamori
Financial Markets Theory: Emilio Barucci and Claudio Fontana
Financial Modeling: Stéphane Crépey
Financial Modeling Under Non-Gaussian Distributions: Eric Jondeau, Ser-Huang Poon and Michael Rockinger
Financial Modeling, Actuarial Valuation and Solvency in Insurance: Mario V. Wüthrich and Michael Merz
Implementing Models in Quantitative Finance: Methods and Cases: Gianluca Fusai and Andrea Roncoroni
Interest Rate Models — Theory and Practice: Damiano Brigo and Fabio Mercurio
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective: René A. Carmona and Michael R. Tehranchi
Markets with Transaction Costs: Yuri Kabanov and Mher Safarian
Mathematical Finance: Ernst Eberlein and Jan Kallsen
Mathematical Methods for Financial Markets: Monique Jeanblanc, Marc Yor and Marc Chesney
Mathematical Models of Financial Derivatives: Yue-Kuen Kwok
Mathematics of Financial Markets: Robert J. Elliott and P. Ekkehard Kopp
Modelling, Pricing, and Hedging Counterparty Credit Exposure: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee and Ion Manda
Option Prices as Probabilities: Cristophe Profeta, Bernard Roynette and Marc Yor
Risk and Asset Allocation: Attilio Meucci
Semiparametric Modeling of Implied Volatility: Matthias Fengler
Stochastic Calculus of Variations in Mathematical Finance: Paul Malliavin and Anton Thalmaier
Stochastic Models for Prices Dynamics in Energy and Commodity Markets: Fred Espen Benth and Paul Krühner
Term-Structure Models: Damir Filipovic
The Mathematics of Arbitrage: Freddy Delbaen and Walter Schachermayer
The Price of Fixed Income Market Volatility: Antonio Mele and Yoshiki Obayashi
Time-Inconsistent Control Theory with Finance Applications: Tomas Bjork, Mariana Khapko and Agatha Murgoci