Springer Finance – serie

Stochastic Calculus for Finance I

The Binomial Asset Pricing Model

Mathematics of Financial Markets

Stochastic Calculus for Finance I

The Binomial Asset Pricing Model

Binomial Models in Finance

Stochastic Calculus for Finance II

Continuous-Time Models

Mathematics of Financial Markets

Binomial Models in Finance

Stochastic Calculus for Finance II

Continuous-Time Models

Mathematical Methods for Financial Markets

Asymptotic Chaos Expansions in Finance

Theory and Practice

Financial Markets Theory

Equilibrium, Efficiency and Information

Financial Markets Theory

Equilibrium, Efficiency and Information

Derivative Securities and Difference Methods

Derivative Securities and Difference Methods

Financial Modeling Under Non-Gaussian Distributions

Financial Modeling Under Non-Gaussian Distributions

Efficient Methods for Valuing Interest Rate Derivatives

Risk-Neutral Valuation

Pricing and Hedging of Financial Derivatives

Visual Explorations in Finance

with Self-Organizing Maps

Efficient Methods for Valuing Interest Rate Derivatives

Mathematical Methods for Financial Markets

Risk-Neutral Valuation

Pricing and Hedging of Financial Derivatives

Continuous-Time Asset Pricing Theory

A Martingale-Based Approach

Mathematical Finance

Mathematical Finance

Continuous-Time Asset Pricing Theory

A Martingale-Based Approach

Time-Inconsistent Control Theory with Finance Applications

Time-Inconsistent Control Theory with Finance Applications

Stochastic Models for Prices Dynamics in Energy and Commodity Markets

An Infinite-Dimensional Perspective