Chapman and Hall/CRC Financial Mathematics Series – serie

Introduction to Financial Mathematics

Option Valuation

Risk Analysis in Finance and Insurance

Engineering BGM

Structured Credit Portfolio Analysis, Baskets and CDOs

American-Style Derivatives

Valuation and Computation

Financial Modelling in Commodity Markets

Machine Learning for Factor Investing: R Version

Optional Processes

Theory and Applications

Machine Learning for Factor Investing: R Version

Machine Learning for Factor Investing

Python Version

Machine Learning for Factor Investing

Python Version

Interest Rate Modeling

Theory and Practice, Second Edition

High-Performance Computing in Finance

Problems, Methods, and Solutions

Equity-Linked Life Insurance

Partial Hedging Methods

Model-free Hedging

A Martingale Optimal Transport Viewpoint

Portfolio Rebalancing

Derivative Pricing

A Problem-Based Primer

Introduction to Computational Risk Management of Equity-Linked Insurance

Counterparty Risk and Funding

A Tale of Two Puzzles

Risk Measures and Insurance Solvency Benchmarks

Fixed-Probability Levels in Renewal Risk Models

Risk Measures and Insurance Solvency Benchmarks

Fixed-Probability Levels in Renewal Risk Models

Metamodeling for Variable Annuities

Metamodeling for Variable Annuities

Introductory Mathematical Analysis for Quantitative Finance

Quantitative Finance with Python

A Practical Guide to Investment Management, Trading, and Financial Engineering

Financial Mathematics

A Comprehensive Treatment in Discrete Time

Sustainable Life Insurance

Managing Risk Appetite for Insurance Savings and Retirement Products

C++ for Financial Mathematics

Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions