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Chapman and Hall/CRC Financial Mathematics Series


About the Series

The field of financial mathematics forms an ever-expanding slice of the financial sector. This series aims to capture new developments and summarize what is known over the whole spectrum of this field. It includes a broad range of textbooks, reference works, and handbooks that are meant to appeal to both academics and practitioners. The inclusion of numerical code and concrete real-world examples is highly encouraged, and can be found across many of the texts.

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Understanding Risk: The Theory and Practice of Financial Risk Management

Understanding Risk: The Theory and Practice of Financial Risk Management

1st Edition

David Murphy
April 23, 2008

Sound risk management often involves a combination of both mathematical and practical aspects. Taking this into account, Understanding Risk: The Theory and Practice of Financial Risk Management explains how to understand financial risk and how the severity and frequency of losses can be controlled....

Introduction to Stochastic Calculus Applied to Finance

Introduction to Stochastic Calculus Applied to Finance

2nd Edition

Damien Lamberton, Bernard Lapeyre
November 30, 2007

Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Maintaining the...

Quantitative Equity Portfolio Management: Modern Techniques and Applications

Quantitative Equity Portfolio Management: Modern Techniques and Applications

1st Edition

Edward E. Qian, Ronald H. Hua, Eric H. Sorensen
May 11, 2007

Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research. While many texts are devoted to these disciplines, few deal with quantitative equity investing in a...

Portfolio Optimization and Performance Analysis

Portfolio Optimization and Performance Analysis

1st Edition

Jean-Luc Prigent
May 07, 2007

In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performance Analysis offers a solid grounding in modern portfolio theory. The book presents both standard and novel results on the axiomatics of...

Robust Libor Modelling and Pricing of Derivative Products

Robust Libor Modelling and Pricing of Derivative Products

1st Edition

John Schoenmakers
March 29, 2005

One of Riskbook.com's Best of 2005 - Top Ten Finance BooksThe Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the respective...

Financial Modelling with Jump Processes

Financial Modelling with Jump Processes

1st Edition

Peter Tankov, Rama Cont
December 30, 2003

WINNER of a Riskbook.com Best of 2004 Book Award!During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for...

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