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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: 56 Publications (since 2003)

Latest Volumes

(2003-2023)

Publications by Year

Citations contained in zbMATH Open

37 Publications have been cited 1,961 times in 1,912 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
54
2006
Introduction to stochastic calculus applied to finance. 2nd ed. Zbl 1167.60001
Lamberton, Damien; Lapeyre, Bernard
51
2008
The financial mathematics of market liquidity. From optimal execution to market making. Zbl 1338.91006
Gueant, Olivier
51
2016
Analysis, geometry, and modeling in finance. Advanced methods in option pricing. Zbl 1151.91006
Henry-Labordère, Pierre
47
2009
Counterparty risk and funding. A tale of two puzzles. With an introductory dialogue by Damiano Brigo. Zbl 1294.91005
Crépey, Stéphane; Bielecki, Tomasz R.
34
2014
An introduction to credit risk modeling. Zbl 1066.91055
Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph
27
2003
Introduction to risk parity and budgeting. Zbl 1278.91001
Roncalli, Thierry
27
2014
Monte Carlo methods and models in finance and insurance. Zbl 1196.91006
Korn, Ralf; Korn, Elke; Kroisandt, Gerald
26
2010
Portfolio optimization and performance analysis. Zbl 1188.91003
Prigent, Jean-Luc
21
2007
Model-free hedging. A martingale optimal transport viewpoint. Zbl 1411.91007
Henry-Labordère, Pierre
19
2017
Robust Libor modelling and pricing of derivative products. Zbl 1069.91062
Schoenmakers, John
17
2005
Stochastic volatility modeling. Zbl 1329.91003
Bergomi, Lorenzo
16
2016
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
13
2010
Stochastic finance. A numeraire approach. Zbl 1208.91005
Vecer, Jan
11
2011
Stochastic finance. An introduction with market examples. Zbl 1294.91003
Privault, Nicolas
11
2014
An introduction to exotic option pricing. Zbl 1242.91183
Buchen, Peter
9
2012
Stochastic processes with applications to finance. 2nd updated ed. Zbl 1270.91004
Kijima, Masaaki
8
2013
An introduction to computational risk management of equity-linked insurance. Zbl 1396.91002
Feng, Runhuan
8
2018
Structured credit portfolio analysis, baskets & CDOs. Zbl 1104.91030
Bluhm, Christian; Overbeck, Ludger
7
2007
Computational methods in finance. Zbl 1260.91258
Hirsa, Ali
6
2013
Quantitative equity portfolio management: Modern technique and applications. Zbl 1186.91008
Qian, Edward E.; Hua, Ronald H.; Sorensen, Eric H.
5
2007
Equity-linked life insurance. Partial hedging methods. Zbl 1414.91002
Melnikov, Alexander; Nosrati, Amir
5
2018
Engineering BGM. Zbl 1149.91032
Brace, Alan
4
2008
Malliavin calculus in finance. Theory and practice. With a foreword by Dariusz Gatarek. Zbl 1476.91003
Alòs, Elisa; García Lorite, David
4
2021
Monte Carlo simulation with applications to finance. Zbl 1258.65005
Wang, Hui
3
2012
Quantitative fund management. Zbl 1152.91004
3
2009
Financial mathematics. A comprehensive treatment. Zbl 1290.91001
Campolieti, Giuseppe; Makarov, Roman N.
3
2014
Risk analysis in finance and insurance. 2nd ed. Zbl 1219.91003
Melnikov, Alexander
2
2011
Optional processes. Theory and applications. Zbl 1471.60003
Abdelghani, Mohamed; Melnikov, Alexander
2
2020
Stochastic financial models. Zbl 1196.91005
Kennedy, Douglas
1
2010
Interest rate modeling. Theory and practice. Zbl 1173.91006
Wu, Lixin
1
2009
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
Interest rate modeling. Theory and practice. 2nd edition. Zbl 1409.91004
Wu, Lixin
1
2019
Metamodeling for variable annuities. Zbl 1416.62009
Gan, Guojun; Valdez, Emiliano A.
1
2020
Malliavin calculus in finance. Theory and practice. With a foreword by Dariusz Gatarek. Zbl 1476.91003
Alòs, Elisa; García Lorite, David
4
2021
Machine learning for factor investing. R version. Zbl 1471.91006
Coqueret, Guillaume; Guida, Tony
1
2021
Optional processes. Theory and applications. Zbl 1471.60003
Abdelghani, Mohamed; Melnikov, Alexander
2
2020
Metamodeling for variable annuities. Zbl 1416.62009
Gan, Guojun; Valdez, Emiliano A.
1
2020
An introduction to financial mathematics. Option valuation. 2nd edition. Zbl 1417.91003
Junghenn, Hugo D.
1
2019
Interest rate modeling. Theory and practice. 2nd edition. Zbl 1409.91004
Wu, Lixin
1
2019
An introduction to computational risk management of equity-linked insurance. Zbl 1396.91002
Feng, Runhuan
8
2018
Equity-linked life insurance. Partial hedging methods. Zbl 1414.91002
Melnikov, Alexander; Nosrati, Amir
5
2018
Model-free hedging. A martingale optimal transport viewpoint. Zbl 1411.91007
Henry-Labordère, Pierre
19
2017
The financial mathematics of market liquidity. From optimal execution to market making. Zbl 1338.91006
Gueant, Olivier
51
2016
Stochastic volatility modeling. Zbl 1329.91003
Bergomi, Lorenzo
16
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.
34
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
8
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
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
26
2010
Introduction to credit risk modeling. 2nd ed. Zbl 1207.91001
Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph
13
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
47
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
51
2008
Engineering BGM. Zbl 1149.91032
Brace, Alan
4
2008
Portfolio optimization and performance analysis. Zbl 1188.91003
Prigent, Jean-Luc
21
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.
5
2007
American-style derivatives. Valuation and computation. Zbl 1095.91015
Detemple, Jérôme
54
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
27
2003
all top 5

Cited by 2,692 Authors

19 Jakobsen, Espen Robstad
15 Belomestny, Denis
14 Figueroa-López, José E.
13 Forsyth, Peter A.
12 Tankov, Peter
11 Cartea, Álvaro
11 Crepey, Stephane
11 Guéant, Olivier
11 Kumar, Arun
11 Pistorius, Martijn R.
11 Ros-Oton, Xavier
10 Company, Rafael
10 Fabozzi, Frank J.
10 Gapeev, Pavel V.
10 Grabchak, Michael
10 Jaimungal, Sebastian
10 Li, Lingfei
10 Schoenmakers, John G. M.
9 D’Amico, Guglielmo
9 Gajda, Janusz
9 Jódar Sanchez, Lucas Antonio
9 Klüppelberg, Claudia
9 Schwab, Christoph
9 Teng, Kaimin
8 Antonelli, Fabio
8 Benth, Fred Espen
8 Dang, Duy Minh
8 Korn, Ralf
8 Lorig, Matthew J.
8 Sabino, Piergiacomo
8 Vázquez Cendón, Carlos
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 Scherer, Matthias
7 Wyłomańska, Agnieszka
7 Yamazaki, Akira
7 Yang, Yang
6 Barndorff-Nielsen, Ole Eiler
6 Bergault, Philippe
6 Chen, Haibo
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 Liu, Lintao
6 Mai, Jan-Frederik
6 Mariucci, Ester
6 Mijatović, Aleksandar
6 Pagliarani, Stefano
6 Prigent, Jean-Luc
6 Prünster, Igor
6 Scarlatti, Sergio
6 Sgarra, Carlo
6 Stelzer, Robert
6 Wang, Dingcheng
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 Feng, Runhuan
5 Friz, Peter
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 Kudryavtsev, Oleg
5 Leonenko, Nikolai N.
5 Liu, Zhi
5 Madan, Dilip B.
5 Marazzina, Daniele
5 Marquardt, Tina
5 Melnikov, Aleksander Viktorovich
5 Mendoza-Arriaga, Rafael
5 Mishura, Yuliya Stepanivna
5 Molica Bisci, Giovanni
5 Oosterlee, Cornelis Willebrordus
5 Ortiz-Gracia, Luis
5 Peng, Jiangyan
5 Reiß, Markus
5 Rüschendorf, Ludger
...and 2,592 more Authors
all top 5

Cited in 336 Journals

113 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
49 SIAM Journal on Financial Mathematics
46 Applied Mathematical Finance
45 Finance and Stochastics
39 European Journal of Operational Research
25 Physica A
24 Review of Derivatives Research
23 Mathematical Finance
22 Statistics & Probability Letters
22 Stochastics
20 Journal of Economic Dynamics & Control
20 Annals of Operations Research
19 Journal of Applied Probability
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
16 Journal of Mathematical Analysis and Applications
16 Journal of Differential Equations
16 Journal of Multivariate Analysis
16 Bernoulli
16 Annals of Finance
15 Advances in Applied Probability
15 Computers & Mathematics with Applications
15 Stochastic Analysis and Applications
15 International Journal of Computer Mathematics
15 Asia-Pacific Financial Markets
14 Mathematics and Financial Economics
13 Applied Mathematics and Optimization
13 Journal of Econometrics
13 Electronic Journal of Statistics
12 SIAM Journal on Numerical Analysis
12 Applied Numerical Mathematics
11 Journal of Scientific Computing
11 Calculus of Variations and Partial Differential Equations
11 Discrete and Continuous Dynamical Systems. Series B
11 Decisions in Economics and Finance
10 Numerische Mathematik
10 Mathematical Methods of Operations Research
10 Science China. Mathematics
10 Statistics and Computing
9 Journal of Mathematical Physics
9 Operations Research Letters
9 Statistical Inference for Stochastic Processes
9 Scandinavian Actuarial Journal
9 Stochastic Models
9 ASTIN Bulletin
9 Journal of Industrial and Management Optimization
8 The Annals of Statistics
8 Discrete and Continuous Dynamical Systems
8 Communications in Nonlinear Science and Numerical Simulation
8 The ANZIAM Journal
8 Journal of Systems Science and Complexity
8 Computational Management Science
8 European Actuarial Journal
7 Applicable Analysis
7 Journal of Statistical Physics
7 Theory of Probability and its Applications
7 Mathematics and Computers in Simulation
7 Abstract and Applied Analysis
7 Stochastics and Dynamics
7 Communications on Pure and Applied Analysis
7 Modern Stochastics. Theory and Applications
6 Mathematical Methods in the Applied Sciences
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 Boundary Value Problems
6 Journal of the Korean Statistical Society
5 Chaos, Solitons and Fractals
5 Advances in Mathematics
5 Journal of Optimization Theory and Applications
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 Mathematics of Computation
4 BIT
4 Calcolo
4 Journal of Statistical Planning and Inference
4 Mathematics of Operations Research
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 Journal of Mathematical Sciences (New York)
...and 236 more Journals
all top 5

Cited in 47 Fields

1,165 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1,084 Probability theory and stochastic processes (60-XX)
363 Partial differential equations (35-XX)
357 Statistics (62-XX)
354 Numerical analysis (65-XX)
150 Systems theory; control (93-XX)
86 Calculus of variations and optimal control; optimization (49-XX)
72 Operations research, mathematical programming (90-XX)
68 Operator theory (47-XX)
62 Integral equations (45-XX)
45 Ordinary differential equations (34-XX)
37 Real functions (26-XX)
28 Statistical mechanics, structure of matter (82-XX)
23 Approximations and expansions (41-XX)
18 Computer science (68-XX)
16 Harmonic analysis on Euclidean spaces (42-XX)
16 Integral transforms, operational calculus (44-XX)
16 Biology and other natural sciences (92-XX)
11 Functional analysis (46-XX)
10 Global analysis, analysis on manifolds (58-XX)
9 Dynamical systems and ergodic theory (37-XX)
8 Fluid mechanics (76-XX)
7 Special functions (33-XX)
6 Mechanics of deformable solids (74-XX)
5 Linear and multilinear algebra; matrix theory (15-XX)
5 Measure and integration (28-XX)
5 Quantum theory (81-XX)
5 Information and communication theory, circuits (94-XX)
4 Potential theory (31-XX)
3 Combinatorics (05-XX)
2 General and overarching topics; collections (00-XX)
2 History and biography (01-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 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