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Bocconi & Springer SeriesMathematics, Statistics, Finance and Economics
Description
The Bocconi & Springer Series aims to publish research monographs and advanced textbooks covering a wide variety of topics in the fields of mathematics, statistics, finance, economics and financial economics.- Concerning textbooks, the focus is to provide an educational core at a typical Master's degree level, publishing books and also offering extra material that can be used by teachers, students and researchers.- The series is born in cooperation with Bocconi University Press, the publishing house of the famous academy, the first Italian university to grant a degree in economics, and which today enjoys international recognition in business, economics, and law.- The series is managed by an international scientific Editorial Board. Each member of the Board is a top level researcher in his field, well-known at a local and global scale. Some of the Board Editors are also Springer authors and/or Bocconi high level representatives. They all have in common a unique passion for higher, specific education, and for books. Volumes of the series are indexed in Web of Science - Thomson Reuters. Manuscripts should be submitted electronically to Springer’s mathematics editorial department: francesca.bonadei@springer.com
THE SERIES IS INDEXED IN SCOPUS
Vol1:"Wiener Chaos: Moments, Cumulants and Diagrams",Giovanni PeccatiMurad S. Taqqu,2011
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Vol2:PDE and Martingale Methods in Option Pricing,Andrea Pascucci,2011
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Vol3:"Peacocks and Associated Martingales, with Explicit Constructions",Francis HirschChristophe Prof etaBernard RoynetteMarc Yor,2011
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Vol4:Selected Aspects of Fractional Brownian Motion,Ivan Nourdin,2012
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Vol5:Functionals of Multidimensional Diffusions with Applications to Finance,Jan BaldeauxEckhard Platen,2013
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Vol6:"Affine Diffusions and Related Processes: Simulation, Theory and Applications",Aurélien Alfonsi,2015
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Vol7:Stochastic Analysis for Poisson Point Processes,Giovanni PeccatiMatthias Reitzner,2016
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