文档介绍：Springer Finance
Editorial Board
M. Avellaneda
G. Barone-Adesi
M. Broadie
. 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 putation (2005)
i E., Financial Markets Theory. Equilibrium, Efficiency and Information (2003)
Bielecki . and Rutkowski M., Credit Risk: Modeling, Valuation and Hedging (2002)
Bingham . 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 . and Jeanblanc M., Financial Markets in Continuous Time (2002)
Deboeck G. and Kohonen T. (Editors), Visual Explorations in Finance with anizing
Maps (1998)
Elliott . and Kopp ., Mathematics of Financial Markets (1999, 2nd ed. 2005)
Fengler M., Semiparametric Modeling of Implied Volatility (2005)
Geman H., Madan D., Pliska . and Vorst T. (Editors), Mathematical Finance–Bachelier
Congress 2000 (2001)
Gundlach M., Lehrbass F. (Editors), CreditRisk+ in the Banking Industry (2004)
Kellerhals ., 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)
i A., Risk and Asset Allocation (2005)
Pelsser A., Efficient Methods for Valuing Interest Rate Derivatives (2000)
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