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: 56 Publications (since 2003) Latest Volumes (2003-2023) all top 5 Authors / Editors 3 Bluhm, Christian E. 3 Campolieti, Giuseppe 3 Dempster, Michael A. H. 3 Henry-Labordère, Pierre 3 Makarov, Roman N. 3 Melnikov, Aleksander Viktorovich 3 Overbeck, Ludger 2 Alòs, Elisa 2 Coqueret, Guillaume 2 Guida, Tony 2 Junghenn, Hugo D. 2 Qian, Edward E. 2 Roncalli, Thierry 2 Wagner, Christoph K. J. 2 Wu, Lixin 1 Abdelghani, Mohamed N. 1 Bergomi, Lorenzo 1 Bielecki, Tomasz R. 1 Brace, Alan 1 Brigo, Damiano 1 Buchen, Peter W. 1 Cont, Rama 1 Crepey, Stephane 1 Detemple, Jerome B. 1 Feng, Runhuan 1 Gan, Guojun 1 García Lorite, David 1 Gątarek, Dariusz 1 Guéant, Olivier 1 Guyon, Julien 1 Hastings, Kevin J. 1 Hirsa, Ali 1 Hua, Ronald H. 1 Jarrow, Robert Alan 1 Kanniainen, Juho 1 Keane, John A. 1 Kennedy, Douglas P. 1 Kijima, Masaaki 1 Korn, Elke 1 Korn, Ralf 1 Kroisandt, Gerald 1 Lamberton, Damien 1 Lapeyre, Bernard 1 Lo, Ambrose 1 Malinovskiĭ, Vsevolod Konstantinovich 1 Merino, Raúl 1 Mitra, Gautam 1 Murphy, David J. 1 Nosrati, Amir 1 Pflug, Georg Ch. 1 Prigent, Jean-Luc 1 Privault, Nicolas 1 Ritelli, Daniele 1 Schlögl, Erik 1 Schoenmakers, John G. M. 1 Sorensen, Eric H. 1 Spaletta, Giulia 1 Swishchuk, Anatoliy 1 Tang, Ke 1 Tankov, Peter 1 Valdez, Emiliano A. 1 Večeř, Jan 1 Vynckier, Erik 1 Wang, Hui 1 Webster, Kevin T. 1 Wickerhauser, Mladen Victor all top 5 Fields 56 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 22 Probability theory and stochastic processes (60-XX) 8 Statistics (62-XX) 4 Numerical analysis (65-XX) 3 General and overarching topics; collections (00-XX) 3 Computer science (68-XX) 2 Partial differential equations (35-XX) 2 Mathematics education (97-XX) 1 Number theory (11-XX) 1 Measure and integration (28-XX) 1 Ordinary differential equations (34-XX) 1 Differential geometry (53-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 37 Publications have been cited 1,872 times in 1,827 Documents Cited by ▼ Year ▼ Financial modelling with jump processes. Zbl 1052.91043Cont, Rama; Tankov, Peter 1,385 2004 American-style derivatives. Valuation and computation. Zbl 1095.91015Detemple, Jérôme 54 2006 Introduction to stochastic calculus applied to finance. 2nd ed. Zbl 1167.60001Lamberton, Damien; Lapeyre, Bernard 50 2008 The financial mathematics of market liquidity. From optimal execution to market making. Zbl 1338.91006Gueant, Olivier 46 2016 Analysis, geometry, and modeling in finance. Advanced methods in option pricing. Zbl 1151.91006Henry-Labordère, Pierre 46 2009 Counterparty risk and funding. A tale of two puzzles. With an introductory dialogue by Damiano Brigo. Zbl 1294.91005Crépey, Stéphane; Bielecki, Tomasz R. 33 2014 An introduction to credit risk modeling. Zbl 1066.91055Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph 27 2003 Monte Carlo methods and models in finance and insurance. Zbl 1196.91006Korn, Ralf; Korn, Elke; Kroisandt, Gerald 26 2010 Introduction to risk parity and budgeting. Zbl 1278.91001Roncalli, Thierry 23 2014 Portfolio optimization and performance analysis. Zbl 1188.91003Prigent, Jean-Luc 20 2007 Robust Libor modelling and pricing of derivative products. Zbl 1069.91062Schoenmakers, John 17 2005 Model-free hedging. A martingale optimal transport viewpoint. Zbl 1411.91007Henry-Labordère, Pierre 15 2017 Nonlinear option pricing. Zbl 1285.91002Guyon, Julien; Henry-Labordère, Pierre 14 2014 Stochastic volatility modeling. Zbl 1329.91003Bergomi, Lorenzo 14 2016 Introduction to credit risk modeling. 2nd ed. Zbl 1207.91001Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph 13 2010 Stochastic finance. A numeraire approach. Zbl 1208.91005Vecer, Jan 11 2011 Stochastic finance. An introduction with market examples. Zbl 1294.91003Privault, Nicolas 10 2014 An introduction to exotic option pricing. Zbl 1242.91183Buchen, Peter 9 2012 Structured credit portfolio analysis, baskets & CDOs. Zbl 1104.91030Bluhm, Christian; Overbeck, Ludger 7 2007 Stochastic processes with applications to finance. 2nd updated ed. Zbl 1270.91004Kijima, Masaaki 6 2013 An introduction to computational risk management of equity-linked insurance. Zbl 1396.91002Feng, Runhuan 6 2018 Computational methods in finance. Zbl 1260.91258Hirsa, Ali 6 2013 Quantitative equity portfolio management: Modern technique and applications. Zbl 1186.91008Qian, Edward E.; Hua, Ronald H.; Sorensen, Eric H. 5 2007 Equity-linked life insurance. Partial hedging methods. Zbl 1414.91002Melnikov, Alexander; Nosrati, Amir 5 2018 Engineering BGM. Zbl 1149.91032Brace, Alan 4 2008 Monte Carlo simulation with applications to finance. Zbl 1258.65005Wang, Hui 3 2012 Financial mathematics. A comprehensive treatment. Zbl 1290.91001Campolieti, Giuseppe; Makarov, Roman N. 3 2014 Quantitative fund management. Zbl 1152.91004 3 2009 Risk analysis in finance and insurance. 2nd ed. Zbl 1219.91003Melnikov, Alexander 2 2011 Malliavin calculus in finance. Theory and practice. With a foreword by Dariusz Gatarek. Zbl 1476.91003Alòs, Elisa; García Lorite, David 2 2021 Optional processes. Theory and applications. Zbl 1471.60003Abdelghani, Mohamed; Melnikov, Alexander 1 2020 An introduction to financial mathematics. Option valuation. 2nd edition. Zbl 1417.91003Junghenn, Hugo D. 1 2019 Interest rate modeling. Theory and practice. 2nd edition. Zbl 1409.91004Wu, Lixin 1 2019 Metamodeling for variable annuities. Zbl 1416.62009Gan, Guojun; Valdez, Emiliano A. 1 2020 Interest rate modeling. Theory and practice. Zbl 1173.91006Wu, Lixin 1 2009 Stochastic financial models. Zbl 1196.91005Kennedy, Douglas 1 2010 Machine learning for factor investing. R version. Zbl 1471.91006Coqueret, Guillaume; Guida, Tony 1 2021 Malliavin calculus in finance. Theory and practice. With a foreword by Dariusz Gatarek. Zbl 1476.91003Alòs, Elisa; García Lorite, David 2 2021 Machine learning for factor investing. R version. Zbl 1471.91006Coqueret, Guillaume; Guida, Tony 1 2021 Optional processes. Theory and applications. Zbl 1471.60003Abdelghani, Mohamed; Melnikov, Alexander 1 2020 Metamodeling for variable annuities. Zbl 1416.62009Gan, Guojun; Valdez, Emiliano A. 1 2020 An introduction to financial mathematics. Option valuation. 2nd edition. Zbl 1417.91003Junghenn, Hugo D. 1 2019 Interest rate modeling. Theory and practice. 2nd edition. Zbl 1409.91004Wu, Lixin 1 2019 An introduction to computational risk management of equity-linked insurance. Zbl 1396.91002Feng, Runhuan 6 2018 Equity-linked life insurance. Partial hedging methods. Zbl 1414.91002Melnikov, Alexander; Nosrati, Amir 5 2018 Model-free hedging. A martingale optimal transport viewpoint. Zbl 1411.91007Henry-Labordère, Pierre 15 2017 The financial mathematics of market liquidity. From optimal execution to market making. Zbl 1338.91006Gueant, Olivier 46 2016 Stochastic volatility modeling. Zbl 1329.91003Bergomi, Lorenzo 14 2016 Counterparty risk and funding. A tale of two puzzles. With an introductory dialogue by Damiano Brigo. Zbl 1294.91005Crépey, Stéphane; Bielecki, Tomasz R. 33 2014 Introduction to risk parity and budgeting. Zbl 1278.91001Roncalli, Thierry 23 2014 Nonlinear option pricing. Zbl 1285.91002Guyon, Julien; Henry-Labordère, Pierre 14 2014 Stochastic finance. An introduction with market examples. Zbl 1294.91003Privault, Nicolas 10 2014 Financial mathematics. A comprehensive treatment. Zbl 1290.91001Campolieti, Giuseppe; Makarov, Roman N. 3 2014 Stochastic processes with applications to finance. 2nd updated ed. Zbl 1270.91004Kijima, Masaaki 6 2013 Computational methods in finance. Zbl 1260.91258Hirsa, Ali 6 2013 An introduction to exotic option pricing. Zbl 1242.91183Buchen, Peter 9 2012 Monte Carlo simulation with applications to finance. Zbl 1258.65005Wang, Hui 3 2012 Stochastic finance. A numeraire approach. Zbl 1208.91005Vecer, Jan 11 2011 Risk analysis in finance and insurance. 2nd ed. Zbl 1219.91003Melnikov, Alexander 2 2011 Monte Carlo methods and models in finance and insurance. Zbl 1196.91006Korn, Ralf; Korn, Elke; Kroisandt, Gerald 26 2010 Introduction to credit risk modeling. 2nd ed. Zbl 1207.91001Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph 13 2010 Stochastic financial models. Zbl 1196.91005Kennedy, Douglas 1 2010 Analysis, geometry, and modeling in finance. Advanced methods in option pricing. Zbl 1151.91006Henry-Labordère, Pierre 46 2009 Quantitative fund management. Zbl 1152.91004 3 2009 Interest rate modeling. Theory and practice. Zbl 1173.91006Wu, Lixin 1 2009 Introduction to stochastic calculus applied to finance. 2nd ed. Zbl 1167.60001Lamberton, Damien; Lapeyre, Bernard 50 2008 Engineering BGM. Zbl 1149.91032Brace, Alan 4 2008 Portfolio optimization and performance analysis. Zbl 1188.91003Prigent, Jean-Luc 20 2007 Structured credit portfolio analysis, baskets & CDOs. Zbl 1104.91030Bluhm, Christian; Overbeck, Ludger 7 2007 Quantitative equity portfolio management: Modern technique and applications. Zbl 1186.91008Qian, Edward E.; Hua, Ronald H.; Sorensen, Eric H. 5 2007 American-style derivatives. Valuation and computation. Zbl 1095.91015Detemple, Jérôme 54 2006 Robust Libor modelling and pricing of derivative products. Zbl 1069.91062Schoenmakers, John 17 2005 Financial modelling with jump processes. Zbl 1052.91043Cont, Rama; Tankov, Peter 1,385 2004 An introduction to credit risk modeling. Zbl 1066.91055Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph 27 2003 all cited Publications top 5 cited Publications all top 5 Cited by 2,582 Authors 18 Jakobsen, Espen Robstad 15 Belomestny, Denis 14 Figueroa-López, José E. 12 Forsyth, Peter A. 12 Tankov, Peter 11 Crepey, Stephane 11 Guéant, Olivier 11 Kumar, Arun 11 Pistorius, Martijn R. 10 Cartea, Álvaro 10 Fabozzi, Frank J. 10 Gapeev, Pavel V. 10 Jaimungal, Sebastian 10 Li, Lingfei 10 Ros-Oton, Xavier 10 Schoenmakers, John G. M. 9 Company, Rafael 9 D’Amico, Guglielmo 9 Gajda, Janusz 9 Grabchak, Michael 9 Klüppelberg, Claudia 9 Schwab, Christoph 8 Antonelli, Fabio 8 Benth, Fred Espen 8 Dang, Duy Minh 8 Jódar Sanchez, Lucas Antonio 8 Korn, Ralf 8 Lorig, Matthew J. 7 Carr, Peter Paul 7 Fu, Ke’ang 7 Heß, Markus 7 Itkin, Andrey 7 Ivanov, Roman V. 7 Lijoi, Antonio 7 Manca, Raimondo 7 Mancini, Cecilia 7 Muthukumar, Palanisamy 7 Ramponi, Alessandro 7 Sabino, Piergiacomo 7 Scherer, Matthias 7 Teng, Kaimin 7 Vázquez Cendón, Carlos 7 Wang, Dingcheng 7 Wyłomańska, Agnieszka 7 Yamazaki, Akira 6 Barndorff-Nielsen, Ole Eiler 6 Bergault, Philippe 6 Delong, Łukasz 6 Fakharany, M. 6 Forde, Martin 6 Jacquier, Antoine 6 Jeon, Junkee 6 Khedher, Asma 6 Kuznetsov, Alexey 6 Kyprianou, Andreas E. 6 Leisen, Fabrizio 6 Magdziarz, Marcin 6 Mai, Jan-Frederik 6 Mariucci, Ester 6 Pagliarani, Stefano 6 Prigent, Jean-Luc 6 Prünster, Igor 6 Scarlatti, Sergio 6 Sgarra, Carlo 6 Stelzer, Robert 6 Yang, Yang 5 Annunziato, Mario 5 Barrios Barrera, Begoña 5 Bender, Christian 5 Borthagaray, Juan Pablo 5 Cifani, Simone 5 Cufaro Petroni, Nicola 5 Del Pezzo, Leandro M. 5 Friz, Peter Karl 5 Fusai, Gianluca 5 Gan, Siqing 5 Glau, Kathrin 5 Gong, Ruoting 5 Grbac, Zorana 5 Gulisashvili, Archil 5 Hausenblas, Erika 5 Janssen, Jacques 5 Leonenko, Nikolai N. 5 Liu, Zhi 5 Madan, Dilip B. 5 Marazzina, Daniele 5 Marquardt, Tina 5 Mendoza-Arriaga, Rafael 5 Mishura, Yuliya Stepanivna 5 Oosterlee, Cornelis Willebrordus 5 Ortiz-Gracia, Luis 5 Peng, Jiangyan 5 Reiß, Markus 5 Rüschendorf, Ludger 5 Sánchez-Betancourt, Leandro 5 Stadje, Mitja 5 Takahashi, Akihiko 5 Tassinari, Gian Luca 5 Vanmaele, Michèle 5 Vargiolu, Tiziano ...and 2,482 more Authors all top 5 Cited in 320 Journals 111 International Journal of Theoretical and Applied Finance 84 Quantitative Finance 53 Insurance Mathematics & Economics 51 Stochastic Processes and their Applications 50 Journal of Computational and Applied Mathematics 48 SIAM Journal on Financial Mathematics 44 Finance and Stochastics 43 Applied Mathematical Finance 39 European Journal of Operational Research 25 Physica A 24 Review of Derivatives Research 22 Statistics & Probability Letters 21 Mathematical Finance 21 Stochastics 20 Journal of Economic Dynamics & Control 19 Annals of Operations Research 19 The Annals of Applied Probability 19 Communications in Statistics. Theory and Methods 19 Methodology and Computing in Applied Probability 18 Applied Mathematics and Computation 18 Journal of Applied Probability 16 Journal of Mathematical Analysis and Applications 16 Journal of Differential Equations 16 Journal of Multivariate Analysis 16 Bernoulli 16 Annals of Finance 15 Computers & Mathematics with Applications 15 Stochastic Analysis and Applications 15 International Journal of Computer Mathematics 15 Asia-Pacific Financial Markets 14 Advances in Applied Probability 13 Journal of Econometrics 13 Mathematics and Financial Economics 13 Electronic Journal of Statistics 12 Applied Mathematics and Optimization 12 SIAM Journal on Numerical Analysis 12 Applied Numerical Mathematics 11 Journal of Scientific Computing 11 Decisions in Economics and Finance 10 Numerische Mathematik 10 Calculus of Variations and Partial Differential Equations 10 Mathematical Methods of Operations Research 10 Discrete and Continuous Dynamical Systems. Series B 9 Operations Research Letters 9 Statistical Inference for Stochastic Processes 9 Scandinavian Actuarial Journal 9 ASTIN Bulletin 9 Science China. Mathematics 8 The Annals of Statistics 8 The ANZIAM Journal 8 Stochastic Models 8 Computational Management Science 8 Journal of Industrial and Management Optimization 8 Statistics and Computing 7 Journal of Mathematical Physics 7 Journal of Statistical Physics 7 Theory of Probability and its Applications 7 Abstract and Applied Analysis 7 Communications in Nonlinear Science and Numerical Simulation 7 Journal of Systems Science and Complexity 7 Communications on Pure and Applied Analysis 7 European Actuarial Journal 7 Modern Stochastics. Theory and Applications 6 Mathematics and Computers in Simulation 6 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 6 SIAM Journal on Control and Optimization 6 Numerical Algorithms 6 SIAM Journal on Scientific Computing 6 Discrete and Continuous Dynamical Systems 6 Stochastics and Dynamics 6 Boundary Value Problems 6 Journal of the Korean Statistical Society 5 Chaos, Solitons and Fractals 5 Journal of Theoretical Probability 5 Japan Journal of Industrial and Applied Mathematics 5 Computational Statistics 5 Journal of Statistical Computation and Simulation 5 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 5 Potential Analysis 5 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 5 Probability in the Engineering and Informational Sciences 5 Advances in Difference Equations 5 Journal of Statistical Mechanics: Theory and Experiment 5 Probability Surveys 4 Applicable Analysis 4 Mathematics of Computation 4 Advances in Mathematics 4 BIT 4 Journal of Optimization Theory and Applications 4 Journal of Statistical Planning and Inference 4 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 4 Applied Mathematics Letters 4 Communications in Statistics. Simulation and Computation 4 SIAM Journal on Mathematical Analysis 4 Applied Mathematics. Series B (English Edition) 4 Monte Carlo Methods and Applications 4 Mathematical Problems in Engineering 4 Journal of Applied Statistics 4 Acta Mathematica Scientia. Series B. (English Edition) ...and 220 more Journals all top 5 Cited in 47 Fields 1,125 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,047 Probability theory and stochastic processes (60-XX) 344 Statistics (62-XX) 341 Numerical analysis (65-XX) 336 Partial differential equations (35-XX) 142 Systems theory; control (93-XX) 84 Calculus of variations and optimal control; optimization (49-XX) 70 Operations research, mathematical programming (90-XX) 62 Operator theory (47-XX) 57 Integral equations (45-XX) 41 Ordinary differential equations (34-XX) 33 Real functions (26-XX) 27 Statistical mechanics, structure of matter (82-XX) 23 Approximations and expansions (41-XX) 17 Computer science (68-XX) 16 Harmonic analysis on Euclidean spaces (42-XX) 15 Integral transforms, operational calculus (44-XX) 15 Biology and other natural sciences (92-XX) 10 Functional analysis (46-XX) 9 Dynamical systems and ergodic theory (37-XX) 9 Global analysis, analysis on manifolds (58-XX) 7 Special functions (33-XX) 7 Fluid mechanics (76-XX) 6 Mechanics of deformable solids (74-XX) 5 Quantum theory (81-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Measure and integration (28-XX) 4 Potential theory (31-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 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 Classical thermodynamics, heat transfer (80-XX) 1 History and biography (01-XX) 1 Number theory (11-XX) 1 Algebraic geometry (14-XX) 1 Topological groups, Lie groups (22-XX) 1 Convex and discrete geometry (52-XX) 1 Differential geometry (53-XX) 1 General topology (54-XX) 1 Algebraic topology (55-XX) 1 Mechanics of particles and systems (70-XX) 1 Geophysics (86-XX) Citations by Year