Fusai, Roncoroni - Implementing Models in Quantitative Finance - Methods and Cases.pdf

Springer Finance
Editorial Board
M. Avellaneda
G. Barone-Adesi
M. Broadie
. Davis
E. Derman
C. Klüppelberg
E. Kopp
W. Schachermayer
Springer Finance
Springer Finance is a programme of books aimed at students, academics and
practitioners working on increasingly technical approaches to the analysis of
financial markets. It aims to cover a variety of topics, not only mathematical finance
but foreign exchanges, term structure, risk management, portfolio theory, equity
derivatives, and financial economics.
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Back K., A Course in Derivative Securities: Introduction to Theory putation (2005)
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Bielecki . and Rutkowski M., Credit Risk: Modeling, Valuation and Hedging (2002)
Bingham . and Kiesel R., Risk-Neutral Valuation: Pricing and Hedging of Financial
Derivatives (1998, 2nd ed. 2004)
Brigo D. and Mercurio F., Interest Rate Models: Theory and Practice (2001, 2nd ed. 2006)
Buff R., Uncertain Volatility Models – Theory and Application (2002)
Carmona . and Tehranchi ., Interest Rate Models: An Infinite Dimensional Stochastic
Analysis Perspective (2006)
Dana R.-A. and Jeanblanc M., Financial Markets in Continuous Time (2003)
Deboeck G. and Kohonen T. (Editors), Visual Explorations in Finance with anizing
Maps (1998)
Delbaen F. and Schachermayer W., The Mathematics of Arbitrage (2005)
Elliott . and Kopp ., Mathematics of Financial Markets (1999, 2nd ed. 2005)
Fengler ., Semiparametric Modeling of Implied Volatility (2005)
Geman H., Madan D., Pliska . and Vorst T. (Editors), Mathematical Finance – Bachelier
Congress 2000 (2001)
Gundlach M., Lehrbass F. (Editors), CreditRisk+ in the Banking Industry (2004)
Jondeau E., Financial Modeling Under Non-Gaussian Distributions (2007)
Kellerhals ., Asset Pricing (2004)
Külpmann M., Irrational Exuberance Reconsidered (2004)
Kwok