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 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) 23 Probability theory and stochastic processes (60-XX) 9 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 40 Publications have been cited 2,156 times in 2,099 Documents Cited by ▼ Year ▼ Financial modelling with jump processes. Zbl 1052.91043 Cont, Rama; Tankov, Peter 1,562 2004 The financial mathematics of market liquidity. From optimal execution to market making. Zbl 1338.91006 Gueant, Olivier 62 2016 Analysis, geometry, and modeling in finance. Advanced methods in option pricing. Zbl 1151.91006 Henry-Labordère, Pierre 60 2009 American-style derivatives. Valuation and computation. Zbl 1095.91015 Detemple, Jérôme 58 2006 Introduction to stochastic calculus applied to finance. 2nd ed. Zbl 1167.60001 Lamberton, Damien; Lapeyre, Bernard 53 2008 Counterparty risk and funding. A tale of two puzzles. With an introductory dialogue by Damiano Brigo. Zbl 1294.91005 Crépey, Stéphane; Bielecki, Tomasz R. 49 2014 Monte Carlo methods and models in finance and insurance. Zbl 1196.91006 Korn, Ralf; Korn, Elke; Kroisandt, Gerald 28 2010 Introduction to risk parity and budgeting. Zbl 1278.91001 Roncalli, Thierry 27 2014 An introduction to credit risk modeling. Zbl 1066.91055 Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph 27 2003 Portfolio optimization and performance analysis. Zbl 1188.91003 Prigent, Jean-Luc 23 2007 Model-free hedging. A martingale optimal transport viewpoint. Zbl 1411.91007 Henry-Labordère, Pierre 21 2017 Stochastic volatility modeling. Zbl 1329.91003 Bergomi, Lorenzo 19 2016 Robust Libor modelling and pricing of derivative products. Zbl 1069.91062 Schoenmakers, John 18 2005 Nonlinear option pricing. Zbl 1285.91002 Guyon, Julien; Henry-Labordère, Pierre 15 2014 Introduction to credit risk modeling. 2nd ed. Zbl 1207.91001 Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph 14 2010 Stochastic finance. A numeraire approach. Zbl 1208.91005 Vecer, Jan 12 2011 An introduction to computational risk management of equity-linked insurance. Zbl 1396.91002 Feng, Runhuan 12 2018 Stochastic finance. An introduction with market examples. Zbl 1294.91003 Privault, Nicolas 11 2014 Stochastic processes with applications to finance. 2nd updated ed. Zbl 1270.91004 Kijima, Masaaki 10 2013 An introduction to exotic option pricing. Zbl 1242.91183 Buchen, Peter 9 2012 Engineering BGM. Zbl 1149.91032 Brace, Alan 7 2008 Structured credit portfolio analysis, baskets & CDOs. Zbl 1104.91030 Bluhm, Christian; Overbeck, Ludger 7 2007 Malliavin calculus in finance. Theory and practice. With a foreword by Dariusz Gatarek. Zbl 1476.91003 Alòs, Elisa; García Lorite, David 7 2021 Quantitative equity portfolio management: Modern technique and applications. Zbl 1186.91008 Qian, Edward E.; Hua, Ronald H.; Sorensen, Eric H. 6 2007 Computational methods in finance. Zbl 1260.91258 Hirsa, Ali 6 2013 Equity-linked life insurance. Partial hedging methods. Zbl 1414.91002 Melnikov, Alexander; Nosrati, Amir 5 2018 Handbook of price impact modeling. Zbl 1534.91003 Webster, Kevin T. 4 2023 Quantitative fund management. Zbl 1152.91004 3 2009 Financial mathematics. A comprehensive treatment. Zbl 1290.91001 Campolieti, Giuseppe; Makarov, Roman N. 3 2014 Handbook of financial risk management. Zbl 1434.62001 Roncalli, Thierry 3 2020 Optional processes. Theory and applications. Zbl 1471.60003 Abdelghani, Mohamed; Melnikov, Alexander 3 2020 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 Stochastic financial models. Zbl 1196.91005 Kennedy, Douglas 1 2010 Metamodeling for variable annuities. Zbl 1416.62009 Gan, Guojun; Valdez, Emiliano A. 1 2020 Interest rate modeling. Theory and practice. Zbl 1173.91006 Wu, Lixin 1 2009 High-performance computing in finance. Problems, methods, and solutions. Zbl 1496.91007 1 2018 Interest rate modeling. Theory and practice. 2nd edition. Zbl 1409.91004 Wu, Lixin 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 Handbook of price impact modeling. Zbl 1534.91003 Webster, Kevin T. 4 2023 Malliavin calculus in finance. Theory and practice. With a foreword by Dariusz Gatarek. Zbl 1476.91003 Alòs, Elisa; García Lorite, David 7 2021 Machine learning for factor investing. R version. Zbl 1471.91006 Coqueret, Guillaume; Guida, Tony 1 2021 Handbook of financial risk management. Zbl 1434.62001 Roncalli, Thierry 3 2020 Optional processes. Theory and applications. Zbl 1471.60003 Abdelghani, Mohamed; Melnikov, Alexander 3 2020 Metamodeling for variable annuities. Zbl 1416.62009 Gan, Guojun; Valdez, Emiliano A. 1 2020 Interest rate modeling. Theory and practice. 2nd edition. Zbl 1409.91004 Wu, Lixin 1 2019 An introduction to financial mathematics. Option valuation. 2nd edition. Zbl 1417.91003 Junghenn, Hugo D. 1 2019 An introduction to computational risk management of equity-linked insurance. Zbl 1396.91002 Feng, Runhuan 12 2018 Equity-linked life insurance. Partial hedging methods. Zbl 1414.91002 Melnikov, Alexander; Nosrati, Amir 5 2018 High-performance computing in finance. Problems, methods, and solutions. Zbl 1496.91007 1 2018 Model-free hedging. A martingale optimal transport viewpoint. Zbl 1411.91007 Henry-Labordère, Pierre 21 2017 The financial mathematics of market liquidity. From optimal execution to market making. Zbl 1338.91006 Gueant, Olivier 62 2016 Stochastic volatility modeling. Zbl 1329.91003 Bergomi, Lorenzo 19 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. 49 2014 Introduction to risk parity and budgeting. Zbl 1278.91001 Roncalli, Thierry 27 2014 Nonlinear option pricing. Zbl 1285.91002 Guyon, Julien; Henry-Labordère, Pierre 15 2014 Stochastic finance. An introduction with market examples. Zbl 1294.91003 Privault, Nicolas 11 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 10 2013 Computational methods in finance. Zbl 1260.91258 Hirsa, Ali 6 2013 An introduction to exotic option pricing. Zbl 1242.91183 Buchen, Peter 9 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 12 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 28 2010 Introduction to credit risk modeling. 2nd ed. Zbl 1207.91001 Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph 14 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 60 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 53 2008 Engineering BGM. Zbl 1149.91032 Brace, Alan 7 2008 Portfolio optimization and performance analysis. Zbl 1188.91003 Prigent, Jean-Luc 23 2007 Structured credit portfolio analysis, baskets & CDOs. Zbl 1104.91030 Bluhm, Christian; Overbeck, Ludger 7 2007 Quantitative equity portfolio management: Modern technique and applications. Zbl 1186.91008 Qian, Edward E.; Hua, Ronald H.; Sorensen, Eric H. 6 2007 American-style derivatives. Valuation and computation. Zbl 1095.91015 Detemple, Jérôme 58 2006 Robust Libor modelling and pricing of derivative products. Zbl 1069.91062 Schoenmakers, John 18 2005 Financial modelling with jump processes. Zbl 1052.91043 Cont, Rama; Tankov, Peter 1,562 2004 An introduction to credit risk modeling. Zbl 1066.91055 Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph 27 2003 all cited Publications top 5 cited Publications all top 5 Cited by 2,926 Authors 19 Jakobsen, Espen Robstad 15 Belomestny, Denis 15 Figueroa-López, José E. 14 Cartea, Álvaro 14 Forsyth, Peter A. 13 Crepey, Stephane 12 Jaimungal, Sebastian 12 Kumar, Arun 12 Ros-Oton, Xavier 12 Tankov, Peter 11 Company, Rafael 11 Fabozzi, Frank J. 11 Guéant, Olivier 11 Schoenmakers, John G. M. 11 Teng, Kaimin 10 Dang, Duy Minh 10 Gapeev, Pavel V. 10 Grabchak, Michael 10 Jódar Sanchez, Lucas Antonio 10 Kim, Young Shin Aaron 10 Klüppelberg, Claudia 10 Li, Lingfei 10 Lorig, Matthew J. 10 Muthukumar, Palanisamy 10 Pistorius, Martijn R. 9 D’Amico, Guglielmo 9 Gajda, Janusz 9 Liu, Lintao 9 Vázquez Cendón, Carlos 8 Antonelli, Fabio 8 Benth, Fred Espen 8 Carr, Peter Paul 8 Chen, Haibo 8 Friz, Peter 8 Itkin, Andrey 8 Jacquier, Antoine 8 Korn, Ralf 8 Sabino, Piergiacomo 8 Schwab, Christoph 8 Wyłomańska, Agnieszka 7 Barndorff-Nielsen, Ole Eiler 7 Fu, Ke’ang 7 Gobet, Emmanuel 7 Heß, Markus 7 Ivanov, Roman V. 7 Lijoi, Antonio 7 Manca, Raimondo 7 Mancini, Cecilia 7 Pagliarani, Stefano 7 Ramponi, Alessandro 7 Scherer, Matthias 7 Wang, Dingcheng 7 Yamazaki, Akira 7 Yang, Jie 7 Yang, Yang 6 Bender, Christian 6 Bergault, Philippe 6 Borthagaray, Juan Pablo 6 Brigo, Damiano 6 Delong, Łukasz 6 Durga, Nagarajan 6 Fakharany, M. 6 Fëdorov, Vladimir Evgen’evich 6 Feng, Runhuan 6 Forde, Martin 6 Glau, Kathrin 6 Gómez-Valle, Lourdes 6 Grbac, Zorana 6 Jeon, Junkee 6 Khedher, Asma 6 Kuznetsov, Alexey 6 Kyprianou, Andreas E. 6 Leisen, Fabrizio 6 Liu, Zhi 6 Madan, Dilip B. 6 Mai, Jan-Frederik 6 Mariucci, Ester 6 Martínez-Rodríguez, Julia 6 Melnikov, Aleksander Viktorovich 6 Mendoza-Arriaga, Rafael 6 Mijatović, Aleksandar 6 Oosterlee, Cornelis Willebrordus 6 Papapantoleon, Antonis 6 Peng, Jiangyan 6 Prigent, Jean-Luc 6 Prünster, Igor 6 Reiß, Markus 6 Rutkowski, Marek 6 Scarlatti, Sergio 6 Sgarra, Carlo 6 Stadje, Mitja 6 Stelzer, Robert 6 Veraart, Almut E. D. 6 Yadrikhinskiĭ, Khristofor Vasil’evich 6 Zhang, Zhimin 5 Alòs, Elisa 5 Barrios Barrera, Begoña 5 Bäuerle, Nicole 5 Cifani, Simone 5 Cufaro Petroni, Nicola ...and 2,826 more Authors all top 5 Cited in 357 Journals 114 International Journal of Theoretical and Applied Finance 97 Quantitative Finance 55 Journal of Computational and Applied Mathematics 54 Insurance Mathematics & Economics 53 Stochastic Processes and their Applications 53 SIAM Journal on Financial Mathematics 50 Applied Mathematical Finance 45 Finance and Stochastics 41 Mathematical Finance 39 European Journal of Operational Research 27 Physica A 26 Annals of Operations Research 24 Statistics & Probability Letters 24 Review of Derivatives Research 22 Stochastics 20 Journal of Economic Dynamics & Control 20 Communications in Statistics. Theory and Methods 19 Journal of Mathematical Analysis and Applications 19 Applied Mathematics and Computation 19 Journal of Applied Probability 19 The Annals of Applied Probability 19 Methodology and Computing in Applied Probability 17 Bernoulli 17 Annals of Finance 16 Computers & Mathematics with Applications 16 Mathematical Methods in the Applied Sciences 16 Journal of Differential Equations 16 Journal of Multivariate Analysis 16 Stochastic Analysis and Applications 15 Advances in Applied Probability 15 International Journal of Computer Mathematics 15 Asia-Pacific Financial Markets 15 Mathematics and Financial Economics 14 Applied Numerical Mathematics 13 Applied Mathematics and Optimization 13 Journal of Econometrics 13 Electronic Journal of Statistics 12 SIAM Journal on Numerical Analysis 11 Journal of Mathematical Physics 11 Journal of Scientific Computing 11 Calculus of Variations and Partial Differential Equations 11 Communications in Nonlinear Science and Numerical Simulation 11 Applied Stochastic Models in Business and Industry 11 Discrete and Continuous Dynamical Systems. Series B 11 Decisions in Economics and Finance 11 Statistics and Computing 10 Numerische Mathematik 10 Operations Research Letters 10 Mathematical Methods of Operations Research 10 Scandinavian Actuarial Journal 10 ASTIN Bulletin 10 Science China. Mathematics 9 Mathematics and Computers in Simulation 9 Statistical Inference for Stochastic Processes 9 Stochastic Models 8 Scandinavian Journal of Statistics 8 Theory of Probability and its Applications 8 The Annals of Statistics 8 Discrete and Continuous Dynamical Systems 8 The ANZIAM Journal 8 Journal of Systems Science and Complexity 8 Computational Management Science 8 Journal of Industrial and Management Optimization 8 European Actuarial Journal 7 Applicable Analysis 7 Journal of Statistical Physics 7 Optimal Control Applications & Methods 7 SIAM Journal on Scientific Computing 7 Abstract and Applied Analysis 7 Stochastics and Dynamics 7 Communications on Pure and Applied Analysis 7 Modern Stochastics. Theory and Applications 6 Advances in Mathematics 6 Mathematics of Operations Research 6 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 6 SIAM Journal on Control and Optimization 6 Statistica Neerlandica 6 Numerical Methods for Partial Differential Equations 6 Journal of Theoretical Probability 6 Numerical Algorithms 6 Journal of Statistical Mechanics: Theory and Experiment 6 Boundary Value Problems 6 Journal of the Korean Statistical Society 6 Probability Surveys 6 Probability, Uncertainty and Quantitative Risk 5 Communications on Pure and Applied Mathematics 5 Chaos, Solitons and Fractals 5 Journal of Optimization Theory and Applications 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 Mathematical Problems in Engineering 5 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 5 Fractional Calculus & Applied Analysis 5 Journal of Applied Statistics 5 Probability in the Engineering and Informational Sciences 5 North American Actuarial Journal ...and 257 more Journals all top 5 Cited in 48 Fields 1,273 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,180 Probability theory and stochastic processes (60-XX) 401 Partial differential equations (35-XX) 390 Statistics (62-XX) 383 Numerical analysis (65-XX) 160 Systems theory; control (93-XX) 96 Calculus of variations and optimal control; optimization (49-XX) 76 Operations research, mathematical programming (90-XX) 74 Operator theory (47-XX) 66 Integral equations (45-XX) 54 Ordinary differential equations (34-XX) 46 Real functions (26-XX) 29 Statistical mechanics, structure of matter (82-XX) 26 Approximations and expansions (41-XX) 19 Computer science (68-XX) 18 Integral transforms, operational calculus (44-XX) 17 Biology and other natural sciences (92-XX) 16 Harmonic analysis on Euclidean spaces (42-XX) 15 Functional analysis (46-XX) 13 Global analysis, analysis on manifolds (58-XX) 10 Dynamical systems and ergodic theory (37-XX) 10 Fluid mechanics (76-XX) 7 Special functions (33-XX) 7 Mechanics of deformable solids (74-XX) 6 Quantum theory (81-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Measure and integration (28-XX) 5 Information and communication theory, circuits (94-XX) 4 Potential theory (31-XX) 3 General and overarching topics; collections (00-XX) 3 Combinatorics (05-XX) 3 Differential geometry (53-XX) 2 Mathematical logic and foundations (03-XX) 2 Number theory (11-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 Algebraic geometry (14-XX) 1 Topological groups, Lie groups (22-XX) 1 Convex and discrete geometry (52-XX) 1 General topology (54-XX) 1 Algebraic topology (55-XX) 1 Mechanics of particles and systems (70-XX) 1 Relativity and gravitational theory (83-XX) 1 Geophysics (86-XX) Citations by Year