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SpringerBriefs in Quantitative Finance

Short Title: SpringerBriefs Quant. Finance
Publisher: Springer, Cham
ISSN: 2192-7006; 2192-7014/e
Online: https://link.springer.com/bookseries/8784
Comments: Book series
Documents Indexed: 10 Publications (since 2013)

Latest Volumes

(2013-2019)

Publications by Year

Citations contained in zbMATH Open

10 Publications have been cited 159 times in 157 Documents Cited by Year
Enlargement of filtrations with finance in view. Zbl 1397.91003
Aksamit, Anna; Jeanblanc, Monique
40
2017
Stochastic optimization in insurance. A dynamic programming approach. Zbl 1308.91004
Azcue, Pablo; Muler, Nora
28
2014
Contagion! Systemic risk in financial networks. Zbl 1369.91005
Hurd, T. R.
25
2016
Interest rate modeling: post-crisis challenges and approaches. Zbl 1418.91553
Grbac, Zorana; Runggaldier, Wolfgang J.
21
2015
Optimal investment. Zbl 1264.91119
Rogers, L. C. G.
20
2013
Fourier-Malliavin volatility estimation. Theory and practice. Zbl 1416.91005
Mancino, Maria Elvira; Recchioni, Maria Cristina; Sanfelici, Simona
9
2017
Modern SABR analytics. Formulas and insights for quants, former physicists and mathematicians. Zbl 1433.91003
Antonov, Alexandre; Konikov, Michael; Spector, Michael
6
2019
Leveraged exchange-traded funds. Price dynamics and options valuation. Zbl 1338.91007
Leung, Tim; Santoli, Marco
4
2016
Electricity derivatives. Zbl 1307.91001
Aïd, René
4
2015
Saddlepoint approximation methods in financial engineering. Zbl 1414.62005
Kwok, Yue Kuen; Zheng, Wendong
2
2018
Modern SABR analytics. Formulas and insights for quants, former physicists and mathematicians. Zbl 1433.91003
Antonov, Alexandre; Konikov, Michael; Spector, Michael
6
2019
Saddlepoint approximation methods in financial engineering. Zbl 1414.62005
Kwok, Yue Kuen; Zheng, Wendong
2
2018
Enlargement of filtrations with finance in view. Zbl 1397.91003
Aksamit, Anna; Jeanblanc, Monique
40
2017
Fourier-Malliavin volatility estimation. Theory and practice. Zbl 1416.91005
Mancino, Maria Elvira; Recchioni, Maria Cristina; Sanfelici, Simona
9
2017
Contagion! Systemic risk in financial networks. Zbl 1369.91005
Hurd, T. R.
25
2016
Leveraged exchange-traded funds. Price dynamics and options valuation. Zbl 1338.91007
Leung, Tim; Santoli, Marco
4
2016
Interest rate modeling: post-crisis challenges and approaches. Zbl 1418.91553
Grbac, Zorana; Runggaldier, Wolfgang J.
21
2015
Electricity derivatives. Zbl 1307.91001
Aïd, René
4
2015
Stochastic optimization in insurance. A dynamic programming approach. Zbl 1308.91004
Azcue, Pablo; Muler, Nora
28
2014
Optimal investment. Zbl 1264.91119
Rogers, L. C. G.
20
2013
all top 5

Cited by 275 Authors

9 Jeanblanc, Monique
8 Meyer-Brandis, Thilo
5 Azcue, Pablo
5 Biagini, Francesca
5 Fouque, Jean-Pierre
5 Muler, Nora E.
4 Detering, Nils
4 Gapeev, Pavel V.
4 Panagiotou, Konstantinos D.
4 Ritter, Daniel
3 Albrecher, Hansjörg
3 Di Tella, Paolo
3 Eberlein, Ernst W.
3 Frittelli, Marco
3 Gerhart, Christoph
3 Gozzi, Fausto
3 Grbac, Zorana
3 Hurd, Thomas R.
3 Li, Libo
3 Mancino, Maria Elvira
3 Pirjol, Dan
3 Thonhauser, Stefan
3 Vierkötter, Matthias
2 Avram, Florin
2 Biagini, Sara
2 Blanchet-Scalliet, Christophette
2 Choi, Jaehyuk
2 Dandapani, Aditi
2 Ekström, Erik
2 Feinstein, Zachary
2 Fontana, Claudio
2 Giacometti, Rosella
2 Kwok, Yue-Kuen
2 Leung, Tim
2 Liang, Xiaoqing
2 Liu, Guoxin
2 Lütkebohmert, Eva
2 Papapantoleon, Antonis
2 Pennanen, Teemu
2 Rogers, L. C. G.
2 Rudloff, Birgit
2 Runggaldier, Wolfgang J.
2 Schmidli, Hanspeter
2 Schmidt, Thorsten
2 Sircar, Ronnie
2 Torri, Gabriele
2 Toscano, Giacomo
2 Wu, Dongli
2 Wu, Lixin
2 Yaegashi, Yuta
2 Yoshioka, Hidekazu
2 Young, Virginia R.
2 Zanella, Margherita
2 Zheng, Harry H.
1 Acciaio, Beatrice
1 Agram, Nacira
1 Ahmadi, Zaniar
1 Aïd, René
1 Aksamit, Anna
1 Alasseur, Clemence
1 Alfeus, Mesias
1 Allaj, Erindi
1 Amini, Hamed
1 Ankirchner, Stefan
1 Antonello, Michele
1 Aranishi, Futoshi
1 Backhoff Veraguas, Julio D.
1 Ballotta, Laura
1 Baviera, Roberto
1 Bénézet, Cyril
1 Berdjane, Belkacem
1 Bielecki, Tomasz R.
1 Biffis, Enrico
1 Bo, Lijun
1 Bouaka, Aicha
1 Brigo, Damiano
1 Caldarelli, Guido
1 Calvia, Alessandro
1 Cani, Arian
1 Casalini, Riccardo
1 Cellai, Davide
1 Chang-Lara, Héctor A.
1 Chang, Patrick
1 Chassagneux, Jean-François
1 Chellathurai, Thamayanthi
1 Chen, An
1 Chen, Dachuan
1 Cheng, Gongpin
1 Chong, Carsten
1 Chong, Wing Fung
1 Choulli, Tahir
1 Cimini, Giulio
1 Cipani, Luca
1 Coculescu, Delia
1 Cordoni, Francesco Giuseppe
1 Curato, Imma Valentina
1 Dam, Henrik T.
1 D’Auria, Bernardo
1 De Marco, Giuseppe
1 Desmettre, Sascha
...and 175 more Authors
all top 5

Cited in 60 Journals

18 International Journal of Theoretical and Applied Finance
18 SIAM Journal on Financial Mathematics
8 Stochastic Processes and their Applications
8 Quantitative Finance
7 Insurance Mathematics & Economics
6 Mathematics and Financial Economics
4 Finance and Stochastics
4 Scandinavian Actuarial Journal
4 Decisions in Economics and Finance
4 European Actuarial Journal
4 Probability, Uncertainty and Quantitative Risk
3 Mathematics of Operations Research
3 SIAM Journal on Control and Optimization
3 Journal of Economic Dynamics & Control
3 European Journal of Operational Research
3 Applied Mathematical Finance
2 Applied Mathematics and Optimization
2 Journal of Computational and Applied Mathematics
2 Journal of Econometrics
2 Journal of Theoretical Probability
2 Theory of Probability and Mathematical Statistics
2 ASTIN Bulletin
2 Stochastics
1 Advances in Applied Probability
1 Computers & Mathematics with Applications
1 Journal of Mathematical Analysis and Applications
1 Lithuanian Mathematical Journal
1 Physics Reports
1 Chaos, Solitons and Fractals
1 Theory of Probability and its Applications
1 Applied Mathematics and Computation
1 Journal of Applied Probability
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 International Journal of Approximate Reasoning
1 Queueing Systems
1 The Annals of Applied Probability
1 Journal of Global Optimization
1 Communications in Statistics. Simulation and Computation
1 Mathematical Programming. Series A. Series B
1 SIAM Journal on Scientific Computing
1 Electronic Journal of Probability
1 Mathematical Problems in Engineering
1 Mathematical Finance
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Mathematical Methods of Operations Research
1 Journal of Applied Statistics
1 Acta Mathematica Sinica. English Series
1 Probability in the Engineering and Informational Sciences
1 Methodology and Computing in Applied Probability
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Boletim da Sociedade Paranaense de Matemática. Terceira Série
1 Mathematical Biosciences and Engineering
1 Journal of Industrial and Management Optimization
1 Journal of Biological Dynamics
1 International Journal of Stochastic Analysis
1 Modern Stochastics. Theory and Applications
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Japanese Journal of Statistics and Data Science

Citations by Year