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Contacts
Skype: andreybbrv
,Springer Finance
Editorial Board
M. Avellaneda
G. Barone-Adesi
M. Broadie
M.H.A. 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.
Ammann M., Credit Risk Valuation: Methods, Models, and Application (2001)
Back K., A Course in Derivative Securities: Introduction to Theory and Computation (2005)
Barucci E., Financial Markets Theory. Equilibrium, Efficiency and Information (2003)
Bielecki T.R. and Rutkowski M., Credit Risk: Modeling, Valuation and Hedging (2002)
Bingham N.H. 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)
Buff R., Uncertain Volatility Models-Theory and Application (2002)
Dana R.A. and Jeanblanc M., Financial Markets in Continuous Time (2002)
Deboeck G. and Kohonen T. (Editors), Visual Explorations in Finance with Self-Organizing
Maps (1998)
Delbaen F. and Schachermayer W., The Mathematics of Arbitrage (2005)
Elliott R.J. and Kopp P.E., Mathematics of Financial Markets (1999, 2nd ed. 2005)
Fengler M.R., Semiparametric Modeling of Implied Volatility (200)
Geman H., Madan D., Pliska S.R. and Vorst T. (Editors), Mathematical Finance–Bachelier
Congress 2000 (2001)
Gundlach M., Lehrbass F. (Editors), CreditRisk+ in the Banking Industry (2004)
Kellerhals B.P., Asset Pricing (2004)
Külpmann M., Irrational Exuberance Reconsidered (2004)
Kwok Y.-K., Mathematical Models of Financial Derivatives (1998)
Malliavin P. and Thalmaier A., Stochastic Calculus of Variations in Mathematical Finance
(2005)
Meucci A., Risk and Asset Allocation (2005)
Pelsser A., Efficient Methods for Valuing Interest Rate Derivatives (2000)
Prigent J.-L., Weak Convergence of Financial Markets (2003)
Schmid B., Credit Risk Pricing Models (2004)
Shreve S.E., Stochastic Calculus for Finance I (2004)
Shreve S.E., Stochastic Calculus for Finance II (2004)
Yor M., Exponential Functionals of Brownian Motion and Related Processes (2001)
Zagst R., Interest-Rate Management (2002)
Zhu Y.-L., Wu X., Chern I.-L., Derivative Securities and Difference Methods (2004)
Ziegler A., Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
(2003)
Ziegler A., A Game Theory Analysis of Options (2004)
www.traders-software.com
www.forex-warez.com
www.trading-software-collection.com
www.tradestation-download-free.com
Contacts
Skype: andreybbrv
,Springer Finance
Editorial Board
M. Avellaneda
G. Barone-Adesi
M. Broadie
M.H.A. 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.
Ammann M., Credit Risk Valuation: Methods, Models, and Application (2001)
Back K., A Course in Derivative Securities: Introduction to Theory and Computation (2005)
Barucci E., Financial Markets Theory. Equilibrium, Efficiency and Information (2003)
Bielecki T.R. and Rutkowski M., Credit Risk: Modeling, Valuation and Hedging (2002)
Bingham N.H. 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)
Buff R., Uncertain Volatility Models-Theory and Application (2002)
Dana R.A. and Jeanblanc M., Financial Markets in Continuous Time (2002)
Deboeck G. and Kohonen T. (Editors), Visual Explorations in Finance with Self-Organizing
Maps (1998)
Delbaen F. and Schachermayer W., The Mathematics of Arbitrage (2005)
Elliott R.J. and Kopp P.E., Mathematics of Financial Markets (1999, 2nd ed. 2005)
Fengler M.R., Semiparametric Modeling of Implied Volatility (200)
Geman H., Madan D., Pliska S.R. and Vorst T. (Editors), Mathematical Finance–Bachelier
Congress 2000 (2001)
Gundlach M., Lehrbass F. (Editors), CreditRisk+ in the Banking Industry (2004)
Kellerhals B.P., Asset Pricing (2004)
Külpmann M., Irrational Exuberance Reconsidered (2004)
Kwok Y.-K., Mathematical Models of Financial Derivatives (1998)
Malliavin P. and Thalmaier A., Stochastic Calculus of Variations in Mathematical Finance
(2005)
Meucci A., Risk and Asset Allocation (2005)
Pelsser A., Efficient Methods for Valuing Interest Rate Derivatives (2000)
Prigent J.-L., Weak Convergence of Financial Markets (2003)
Schmid B., Credit Risk Pricing Models (2004)
Shreve S.E., Stochastic Calculus for Finance I (2004)
Shreve S.E., Stochastic Calculus for Finance II (2004)
Yor M., Exponential Functionals of Brownian Motion and Related Processes (2001)
Zagst R., Interest-Rate Management (2002)
Zhu Y.-L., Wu X., Chern I.-L., Derivative Securities and Difference Methods (2004)
Ziegler A., Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
(2003)
Ziegler A., A Game Theory Analysis of Options (2004)
