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Chapman & Hall/CRC Financial Mathematics Series

Short Title: Chapman Hall/CRC Financ. Math. Ser.
Publisher: CRC Press, Boca Raton, FL
Online: https://www.crcpress.com/Chapman-and-HallCRC-Financial-Mathematics-Series/book-series/CHFINANCMTH
Comments: Book series
Documents Indexed: 47 Publications (since 2003)

Latest Volumes

(2003-2022)

Publications by Year

Citations contained in zbMATH Open

33 Publications have been cited 1,589 times in 1,558 Documents Cited by Year
Financial modelling with jump processes. Zbl 1052.91043
Cont, Rama; Tankov, Peter
2004
American-style derivatives. Valuation and computation. Zbl 1095.91015
Detemple, Jérôme
47
2006
Introduction to stochastic calculus applied to finance. 2nd ed. Zbl 1167.60001
Lamberton, Damien; Lapeyre, Bernard
47
2008
Analysis, geometry, and modeling in finance. Advanced methods in option pricing. Zbl 1151.91006
Henry-Labordère, Pierre
32
2009
The financial mathematics of market liquidity. From optimal execution to market making. Zbl 1338.91006
Gueant, Olivier
31
2016
An introduction to credit risk modeling. Zbl 1066.91055
Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph
25
2003
Monte Carlo methods and models in finance and insurance. Zbl 1196.91006
Korn, Ralf; Korn, Elke; Kroisandt, Gerald
22
2010
Counterparty risk and funding. A tale of two puzzles. With an introductory dialogue by Damiano Brigo. Zbl 1294.91005
Crépey, Stéphane; Bielecki, Tomasz R.
21
2014
Portfolio optimization and performance analysis. Zbl 1188.91003
Prigent, Jean-Luc
19
2007
Introduction to risk parity and budgeting. Zbl 1278.91001
Roncalli, Thierry
18
2014
Robust Libor modelling and pricing of derivative products. Zbl 1069.91062
Schoenmakers, John
17
2005
Model-free hedging. A martingale optimal transport viewpoint. Zbl 1411.91007
Henry-Labordère, Pierre
13
2017
Stochastic finance. A numeraire approach. Zbl 1208.91005
Vecer, Jan
11
2011
Stochastic volatility modeling. Zbl 1329.91003
Bergomi, Lorenzo
10
2016
Introduction to credit risk modeling. 2nd ed. Zbl 1207.91001
Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph
9
2010
Nonlinear option pricing. Zbl 1285.91002
Guyon, Julien; Henry-Labordère, Pierre
8
2014
An introduction to exotic option pricing. Zbl 1242.91183
Buchen, Peter
8
2012
Stochastic finance. An introduction with market examples. Zbl 1294.91003
Privault, Nicolas
7
2014
Structured credit portfolio analysis, baskets & CDOs. Zbl 1104.91030
Bluhm, Christian; Overbeck, Ludger
6
2007
Equity-linked life insurance. Partial hedging methods. Zbl 1414.91002
Melnikov, Alexander; Nosrati, Amir
5
2018
Stochastic processes with applications to finance. 2nd updated ed. Zbl 1270.91004
Kijima, Masaaki
5
2013
Computational methods in finance. Zbl 1260.91258
Hirsa, Ali
5
2013
Engineering BGM. Zbl 1149.91032
Brace, Alan
4
2008
Financial mathematics. A comprehensive treatment. Zbl 1290.91001
Campolieti, Giuseppe; Makarov, Roman N.
3
2014
Quantitative equity portfolio management: Modern technique and applications. Zbl 1186.91008
Qian, Edward E.; Hua, Ronald H.; Sorensen, Eric H.
3
2007
Quantitative fund management. Zbl 1152.91004
3
2009
Monte Carlo simulation with applications to finance. Zbl 1258.65005
Wang, Hui
3
2012
Risk analysis in finance and insurance. 2nd ed. Zbl 1219.91003
Melnikov, Alexander
2
2011
An introduction to computational risk management of equity-linked insurance. Zbl 1396.91002
Feng, Runhuan
2
2018
Interest rate modeling. Theory and practice. Zbl 1173.91006
Wu, Lixin
1
2009
Stochastic financial models. Zbl 1196.91005
Kennedy, Douglas
1
2010
Machine learning for factor investing. R version. Zbl 1471.91006
Coqueret, Guillaume; Guida, Tony
1
2021
An introduction to financial mathematics. Option valuation. 2nd edition. Zbl 1417.91003
Junghenn, Hugo D.
1
2019
Machine learning for factor investing. R version. Zbl 1471.91006
Coqueret, Guillaume; Guida, Tony
1
2021
An introduction to financial mathematics. Option valuation. 2nd edition. Zbl 1417.91003
Junghenn, Hugo D.
1
2019
Equity-linked life insurance. Partial hedging methods. Zbl 1414.91002
Melnikov, Alexander; Nosrati, Amir
5
2018
An introduction to computational risk management of equity-linked insurance. Zbl 1396.91002
Feng, Runhuan
2
2018
Model-free hedging. A martingale optimal transport viewpoint. Zbl 1411.91007
Henry-Labordère, Pierre
13
2017
The financial mathematics of market liquidity. From optimal execution to market making. Zbl 1338.91006
Gueant, Olivier
31
2016
Stochastic volatility modeling. Zbl 1329.91003
Bergomi, Lorenzo
10
2016
Counterparty risk and funding. A tale of two puzzles. With an introductory dialogue by Damiano Brigo. Zbl 1294.91005
Crépey, Stéphane; Bielecki, Tomasz R.
21
2014
Introduction to risk parity and budgeting. Zbl 1278.91001
Roncalli, Thierry
18
2014
Nonlinear option pricing. Zbl 1285.91002
Guyon, Julien; Henry-Labordère, Pierre
8
2014
Stochastic finance. An introduction with market examples. Zbl 1294.91003
Privault, Nicolas
7
2014
Financial mathematics. A comprehensive treatment. Zbl 1290.91001
Campolieti, Giuseppe; Makarov, Roman N.
3
2014
Stochastic processes with applications to finance. 2nd updated ed. Zbl 1270.91004
Kijima, Masaaki
5
2013
Computational methods in finance. Zbl 1260.91258
Hirsa, Ali
5
2013
An introduction to exotic option pricing. Zbl 1242.91183
Buchen, Peter
8
2012
Monte Carlo simulation with applications to finance. Zbl 1258.65005
Wang, Hui
3
2012
Stochastic finance. A numeraire approach. Zbl 1208.91005
Vecer, Jan
11
2011
Risk analysis in finance and insurance. 2nd ed. Zbl 1219.91003
Melnikov, Alexander
2
2011
Monte Carlo methods and models in finance and insurance. Zbl 1196.91006
Korn, Ralf; Korn, Elke; Kroisandt, Gerald
22
2010
Introduction to credit risk modeling. 2nd ed. Zbl 1207.91001
Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph
9
2010
Stochastic financial models. Zbl 1196.91005
Kennedy, Douglas
1
2010
Analysis, geometry, and modeling in finance. Advanced methods in option pricing. Zbl 1151.91006
Henry-Labordère, Pierre
32
2009
Quantitative fund management. Zbl 1152.91004
3
2009
Interest rate modeling. Theory and practice. Zbl 1173.91006
Wu, Lixin
1
2009
Introduction to stochastic calculus applied to finance. 2nd ed. Zbl 1167.60001
Lamberton, Damien; Lapeyre, Bernard
47
2008
Engineering BGM. Zbl 1149.91032
Brace, Alan
4
2008
Portfolio optimization and performance analysis. Zbl 1188.91003
Prigent, Jean-Luc
19
2007
Structured credit portfolio analysis, baskets & CDOs. Zbl 1104.91030
Bluhm, Christian; Overbeck, Ludger
6
2007
Quantitative equity portfolio management: Modern technique and applications. Zbl 1186.91008
Qian, Edward E.; Hua, Ronald H.; Sorensen, Eric H.
3
2007
American-style derivatives. Valuation and computation. Zbl 1095.91015
Detemple, Jérôme
47
2006
Robust Libor modelling and pricing of derivative products. Zbl 1069.91062
Schoenmakers, John
17
2005
Financial modelling with jump processes. Zbl 1052.91043
Cont, Rama; Tankov, Peter
2004
An introduction to credit risk modeling. Zbl 1066.91055
Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph
25
2003
all top 5

Cited by 2,221 Authors

16 Jakobsen, Espen Robstad
14 Belomestny, Denis
13 Figueroa-López, José E.
11 Forsyth, Peter A.
11 Pistorius, Martijn R.
10 Schoenmakers, John G. M.
10 Tankov, Peter
9 Company, Rafael
9 Crepey, Stephane
9 D’Amico, Guglielmo
9 Klüppelberg, Claudia
9 Ros-Oton, Xavier
9 Schwab, Christoph
8 Benth, Fred Espen
8 Dang, Duy Minh
8 Jódar Sanchez, Lucas Antonio
8 Li, Lingfei
7 Cartea, Álvaro
7 Fabozzi, Frank J.
7 Fu, Ke’ang
7 Gajda, Janusz
7 Grabchak, Michael
7 Guéant, Olivier
7 Heß, Markus
7 Itkin, Andrey
7 Jaimungal, Sebastian
7 Jeon, Junkee
7 Korn, Ralf
7 Manca, Raimondo
7 Scherer, Matthias
7 Wyłomańska, Agnieszka
7 Yamazaki, Akira
7 Yang, Yang
6 Barndorff-Nielsen, Ole Eiler
6 Carr, Peter P.
6 Delong, Łukasz
6 Fakharany, M.
6 Gapeev, Pavel V.
6 Jacquier, Antoine
6 Khedher, Asma
6 Kumar, Amit N.
6 Kuznetsov, Alexey
6 Kyprianou, Andreas E.
6 Leisen, Fabrizio
6 Lijoi, Antonio
6 Lorig, Matthew J.
6 Magdziarz, Marcin
6 Mai, Jan-Frederik
6 Mancini, Cecilia
6 Muthukumar, Palanisamy
6 Pergamenshchikov, Sergeĭ Markovich
6 Prigent, Jean-Luc
6 Sgarra, Carlo
6 Teng, Kaimin
6 Wang, Dingcheng
5 Annunziato, Mario
5 Antonelli, Fabio
5 Barrios Barrera, Begoña
5 Bender, Christian
5 Cifani, Simone
5 Fusai, Gianluca
5 Gan, Siqing
5 Glau, Kathrin
5 Grbac, Zorana
5 Hausenblas, Erika
5 Ivanov, Roman V.
5 Janssen, Jacques
5 Liu, Zhi
5 Madan, Dilip B.
5 Marazzina, Daniele
5 Mariucci, Ester
5 Mendoza-Arriaga, Rafael
5 Ortiz-Gracia, Luis
5 Prünster, Igor
5 Ramponi, Alessandro
5 Tassinari, Gian Luca
5 Vanmaele, Michèle
5 Vázquez Cendón, Carlos
4 Albrecher, Hansjörg
4 Arai, Takuji
4 Bäuerle, Nicole
4 Bayraktar, Erhan
4 Beghin, Luisa
4 Bhuruth, Muddun
4 Biagini, Francesca
4 Borthagaray, Juan Pablo
4 Borzì, Alfio
4 Caffarelli, Luis Ángel
4 Cheang, Gerald H. L.
4 Cont, Rama
4 Coqueret, Guillaume
4 Cufaro Petroni, Nicola
4 Cui, Zhenyu
4 Del Pezzo, Leandro M.
4 Di Nunno, Giulia
4 Ding, Deng
4 Duan, Jinqiao
4 Eberlein, Ernst W.
4 Figueiredo, Giovany Malcher
4 Gómez-Valle, Lourdes
...and 2,121 more Authors
all top 5

Cited in 296 Journals

104 International Journal of Theoretical and Applied Finance
76 Quantitative Finance
48 Journal of Computational and Applied Mathematics
45 Insurance Mathematics & Economics
44 Stochastic Processes and their Applications
41 Finance and Stochastics
37 Applied Mathematical Finance
34 European Journal of Operational Research
27 SIAM Journal on Financial Mathematics
22 Review of Derivatives Research
19 Physica A
19 Journal of Economic Dynamics & Control
18 Mathematical Finance
17 Statistics & Probability Letters
16 Journal of Applied Probability
16 Journal of Multivariate Analysis
16 Annals of Operations Research
16 The Annals of Applied Probability
16 Communications in Statistics. Theory and Methods
16 Annals of Finance
15 Journal of Mathematical Analysis and Applications
15 Journal of Differential Equations
15 International Journal of Computer Mathematics
14 Computers & Mathematics with Applications
14 Applied Mathematics and Computation
14 Stochastic Analysis and Applications
14 Bernoulli
14 Asia-Pacific Financial Markets
13 Journal of Econometrics
13 Mathematics and Financial Economics
12 Advances in Applied Probability
12 Applied Mathematics and Optimization
12 Methodology and Computing in Applied Probability
12 Stochastics
12 Electronic Journal of Statistics
10 Numerische Mathematik
10 SIAM Journal on Numerical Analysis
10 Applied Numerical Mathematics
10 Mathematical Methods of Operations Research
10 Decisions in Economics and Finance
9 Discrete and Continuous Dynamical Systems. Series B
8 The Annals of Statistics
8 Operations Research Letters
8 Journal of Scientific Computing
8 Statistical Inference for Stochastic Processes
8 The ANZIAM Journal
8 Scandinavian Actuarial Journal
8 ASTIN Bulletin
8 Journal of Industrial and Management Optimization
8 Science China. Mathematics
7 Journal of Mathematical Physics
7 Journal of Statistical Physics
7 Calculus of Variations and Partial Differential Equations
7 Abstract and Applied Analysis
7 Journal of Systems Science and Complexity
7 Stochastic Models
7 Modern Stochastics. Theory and Applications
6 Theory of Probability and its Applications
6 Numerical Algorithms
6 Discrete and Continuous Dynamical Systems
6 Communications in Nonlinear Science and Numerical Simulation
6 Communications on Pure and Applied Analysis
6 Computational Management Science
6 Journal of the Korean Statistical Society
6 European Actuarial Journal
6 Statistics and Computing
5 Chaos, Solitons and Fractals
5 Journal of Statistical Computation and Simulation
5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
5 Potential Analysis
5 Journal of Statistical Mechanics: Theory and Experiment
4 Advances in Mathematics
4 BIT
4 Journal of Optimization Theory and Applications
4 Mathematics and Computers in Simulation
4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
4 SIAM Journal on Control and Optimization
4 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
4 Japan Journal of Industrial and Applied Mathematics
4 Computational Statistics
4 Communications in Statistics. Simulation and Computation
4 SIAM Journal on Scientific Computing
4 Applied Mathematics. Series B (English Edition)
4 Mathematical Problems in Engineering
4 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
4 Journal of Inequalities and Applications
4 Journal of Applied Statistics
4 Stochastics and Dynamics
4 North American Actuarial Journal
4 Advances in Difference Equations
3 Archive for Rational Mechanics and Analysis
3 Journal of Computational Physics
3 Lithuanian Mathematical Journal
3 ZAMP. Zeitschrift für angewandte Mathematik und Physik
3 Mathematics of Computation
3 Automatica
3 Calcolo
3 Inventiones Mathematicae
3 Journal of Functional Analysis
3 Journal of Statistical Planning and Inference
...and 196 more Journals
all top 5

Cited in 47 Fields

965 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
894 Probability theory and stochastic processes (60-XX)
302 Numerical analysis (65-XX)
297 Statistics (62-XX)
277 Partial differential equations (35-XX)
119 Systems theory; control (93-XX)
67 Calculus of variations and optimal control; optimization (49-XX)
59 Operations research, mathematical programming (90-XX)
52 Operator theory (47-XX)
46 Integral equations (45-XX)
35 Ordinary differential equations (34-XX)
25 Statistical mechanics, structure of matter (82-XX)
24 Real functions (26-XX)
19 Approximations and expansions (41-XX)
15 Harmonic analysis on Euclidean spaces (42-XX)
13 Computer science (68-XX)
10 Integral transforms, operational calculus (44-XX)
9 Biology and other natural sciences (92-XX)
8 Fluid mechanics (76-XX)
7 Special functions (33-XX)
7 Functional analysis (46-XX)
7 Global analysis, analysis on manifolds (58-XX)
6 Dynamical systems and ergodic theory (37-XX)
5 Mechanics of deformable solids (74-XX)
4 Linear and multilinear algebra; matrix theory (15-XX)
4 Measure and integration (28-XX)
4 Potential theory (31-XX)
4 Quantum theory (81-XX)
4 Information and communication theory, circuits (94-XX)
3 Combinatorics (05-XX)
2 General and overarching topics; collections (00-XX)
2 Mathematical logic and foundations (03-XX)
2 Topological groups, Lie groups (22-XX)
2 Functions of a complex variable (30-XX)
2 Difference and functional equations (39-XX)
2 Sequences, series, summability (40-XX)
2 Abstract harmonic analysis (43-XX)
2 Differential geometry (53-XX)
1 History and biography (01-XX)
1 Number theory (11-XX)
1 Algebraic geometry (14-XX)
1 Convex and discrete geometry (52-XX)
1 General topology (54-XX)
1 Algebraic topology (55-XX)
1 Manifolds and cell complexes (57-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Geophysics (86-XX)

Citations by Year