SpringerBriefs in Quantitative Finance

Stochastic Optimization in Insurance

A Dynamic Programming Approach

Modern SABR Analytics

Formulas and Insights for Quants, Former Physicists and Mathematicians

Gaussian Process Models for Quantitative Finance

Electricity Derivatives

Interest Rate Modeling: Post-Crisis Challenges and Approaches

Leveraged Exchange-Traded Funds

Price Dynamics and Options Valuation

Contagion! Systemic Risk in Financial Networks

Enlargement of Filtration with Finance in View

Fourier-Malliavin Volatility Estimation

Theory and Practice

Saddlepoint Approximation Methods in Financial Engineering

Optimal Investment

Multifractal Financial Markets

An Alternative Approach to Asset and Risk Management

Risk Management of Contingent Convertible (CoCo) Bonds

Quantile Regression for Cross-Sectional and Time Series Data

Applications in Energy Markets Using R

Financial Risk Management for Cryptocurrencies

Decision Making with Quantitative Financial Market Data

Applications, Precautions and Pitfalls

German Covered Bonds

Overview and Risk Analysis of Pfandbriefe

Statistical Inference for Financial Engineering

Multicriteria Analysis in Finance

General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions

Tempered Stable Distributions

Stochastic Models for Multiscale Processes

Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA

Change of Time Methods in Quantitative Finance

Inside Company Valuation

Identifying Patterns in Financial Markets

New Approach Combining Rules Between PIPs and SAX

Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs

Convex Duality and Financial Mathematics

Quantitative Assessment of Securitisation Deals

Investment Strategies Optimization based on a SAX-GA Methodology