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) 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 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 1,446 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 1,446 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 2,692 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