文档介绍：Springer Finance
Editorial Board
M. Avellaneda
G. Barone-Adesi
M. Broadie
. Davis
E. Derman
C. Kliippelberg
E. Kopp
W. Schachermayer
Springer
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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.
M. Ammann, Credit Risk Valuation: Methods, Models, and Applications (2001)
E. i, Financial Markets Theory: Equilibrium, Efficiency and Information (2003)
. Bingham and R. Kiesel, Risk-Neutral Valuation: Pricing and Hedging of Financial
Derivatives, 2nd Edition (2004)
TR. Bielecki and M. Rutkowski. Credit Risk: Modeling, Valuation and Hedging (2001)
D. Brigo amd F. Mercurio, Interest Rate Models: Theory and Practice (2001)
R. Buff", Uncertain Volatility Models - Theory and Application (2002)
R.-A. Dana andM. Jeanblanc, Financial Markets in Continuous Time (2003)
G Deboeck and T. Kohonen (Editors), Visual Explorations in Finance with Self-
Organizing Maps (1998)
. Elliott andPE. Kopp. Mathematics of Financial Markets (1999)
H, Geman. D. Madan, . Pliska and T. Vorst (Editors), Mathematical Finance -
Bachelier Congress 2000 (2001)
M. Gundlaeh and F. Lehrbass (Editors), CreditRisk+ in the Banking Industry (2004)
Y.-K. Kwok, Mathematical Models of Financial Derivatives (1998)
M. Kiilpmann, Irrational Exuberance Reconsidered: The Cross Section of Stock Returns,
2nd Edition (2004)
A Pelsser, Efficient Methods for Valuing Interest Rate Derivatives (2000)
J.-L. Prigent, Weak Convergence of Financial Markets (2003)
B. Schmid. Credit Risk Pricing Models: Theory and Practice, 2nd Edition (2004)
. S