Chapman & Hall/CRC Financial Mathematics Series

New and Published Books

1-10 of 23 results in Chapman & Hall/CRC Financial Mathematics Series

1. Monte Carlo Simulation with Applications to Finance

   By Hui Wang

   Series: Chapman & Hall/CRC Financial Mathematics Series

   Developed from the author’s course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applications to Finance provides a self-contained introduction to Monte Carlo methods in financial engineering. It is suitable for advanced undergraduate and graduate students taking a...

   Published May 21st 2012 by Chapman and Hall/CRC
2. An Introduction to Exotic Option Pricing

   By Peter Buchen

   Series: Chapman & Hall/CRC Financial Mathematics Series

   In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving partial differential equations (PDEs). The author...

   Published February 2nd 2012 by Chapman and Hall/CRC
3. Option Valuation

   A First Course in Financial Mathematics

   By Hugo D. Junghenn

   Series: Chapman & Hall/CRC Financial Mathematics Series

   Option Valuation: A First Course in Financial Mathematics provides a straightforward introduction to the mathematics and models used in the valuation of financial derivatives. It examines the principles of option pricing in detail via standard binomial and stochastic calculus models. Developing the...

   Published November 22nd 2011 by Chapman and Hall/CRC
4. Risk Analysis in Finance and Insurance, Second Edition

   By Alexander Melnikov

   Series: Chapman & Hall/CRC Financial Mathematics Series

   Risk Analysis in Finance and Insurance, Second Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Taking into account the interdisciplinary nature of risk analysis, the author discusses many...

   Published April 24th 2011 by Chapman and Hall/CRC
5. Stochastic Finance

   A Numeraire Approach

   By Jan Vecer

   Series: Chapman & Hall/CRC Financial Mathematics Series

   Unlike much of the existing literature, Stochastic Finance: A Numeraire Approach treats price as a number of units of one asset needed for an acquisition of a unit of another asset instead of expressing prices in dollar terms exclusively. This numeraire approach leads to simpler pricing options for...

   Published January 5th 2011 by CRC Press
6. Introduction to Credit Risk Modeling, Second Edition

   By Christian Bluhm, Ludger Overbeck, Christoph Wagner

   Series: Chapman & Hall/CRC Financial Mathematics Series

   Contains Nearly 100 Pages of New Material The recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model...

   Published June 1st 2010 by Chapman and Hall/CRC
7. Monte Carlo Methods and Models in Finance and Insurance

   By Ralf Korn, Elke Korn, Gerald Kroisandt

   Series: Chapman & Hall/CRC Financial Mathematics Series

   Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the...

   Published February 25th 2010 by CRC Press
8. Stochastic Financial Models

   By Douglas Kennedy

   Series: Chapman & Hall/CRC Financial Mathematics Series

   Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financial Models provides a sound introduction to mathematical finance. The author takes a classical...

   Published January 14th 2010 by Chapman and Hall/CRC
9. Unravelling the Credit Crunch

   By David Murphy

   Series: Chapman & Hall/CRC Financial Mathematics Series

   Fascinating Insight into How the Financial System Works and How the Credit Crisis AroseClearly supplies details vital to understanding the crisis Unravelling the Credit Crunch provides a clearly written, comprehensive account of the current credit crisis that is easily understandable to...

   Published June 7th 2009 by Chapman and Hall/CRC
10. Interest Rate Modeling

    Theory and Practice

    By Lixin Wu

    Series: Chapman & Hall/CRC Financial Mathematics Series

    Containing many results that are new or exist only in recent research articles, Interest Rate Modeling: Theory and Practice portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financial-economical...

    Published May 13th 2009 by Chapman and Hall/CRC