Bøger i Chapman & Hall/CRC Financial Mathematics Series serien

This textbook is designed to enable students with little knowledge of mathematical analysis to engage with modern quantitative finance. The exposition of the topics is concise as chapters are intended to represent a preliminary contact with the mathematical concepts used in QF.

Emphasizing the need for knowledge of modern finance theory in portfolio management, this text explains why theory should precede mathematics when it comes to money management. It presents key concepts underlying portfolio management theory, followed by examples and applied exercises to enforce understanding of concepts and principles.

This book covers statistical inference for copula and tail copula models with applications in finance, insurance and risk management.

Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.

Risk management combines considerable quantitative skills with practical and intuitive competencies. Presenting both mathematical aspects and practical skills, this book introduces the foundations of risk management and shows how these concepts are used to create practical risk management systems.

Suitable for professionals, this title covers the key methods and models of quantitative finance from the perspective of their implementation in C++. It introduces computational finance in a pragmatic manner, focusing on practical implementation.

Offers a treatment of option pricing with an emphasis on the valuation of American options on dividend-paying assets. This book reviews valuation principles for European contingent claims and analyses the American contingent claims. It presents basic valuation principles for American options including barrier, capped, and multi-asset options.