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Springer Finance
Springer Finance is a programme of books addressing students, academics and
practitioners working on increasingly technical approaches to the analysis of
?nancial markets. It aims to cover a variety of topics, not only mathematical ?nance
but foreign exchanges, term structure, risk management, portfolio theory, equity
derivatives, and ?nancial economics.
Ammann M., Credit Risk Valuation: Methods, Models, and Application (2001)
Back K., A Course in Derivative Securities: Introduction to Theory and Computation (2005)
Barucci E., Financial Markets Theory. Equilibrium, Ef?ciency and Information (2003)
Bielecki T.R. and Rutkowski M., Credit Risk: Modeling, Valuation and Hedging (2002)
Bingham N.H. 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, 2nd ed. 2006)
Buff R., Uncertain Volatility Models – Theory and Application (2002)
Carmona R.A. and Tehranchi M.R., Interest RateModels: An In?nite Dimensional Stochastic
Analysis Perspective (2006)
Dana R.-A. and Jeanblanc M., Financial Markets in Continuous Time (2003)
Deboeck G. and Kohonen T. (Editors), Visual Explorations in Finance with Self-Organizing
Maps (1998)
Delbaen F. and Schachermayer W., The Mathematics of Arbitrage (2005)
Elliott R.J. and Kopp P.E., Mathematics of Financial Markets (1999, 2nd ed. 2005)
Fengler M.R., Semiparametric Modeling of Implied Volatility (2005)
Filipovi′ cD., Term-Structure Models (2009)
Fusai G. and Roncoroni A., Implementing Models in Quantitative Finance: Methods and
Cases (2008)
Jeanblanc M., Yor M. and Chesney M., Mathematical Methods for Financial Markets (2009)
Geman H., Madan D., Pliska S.R. and Vorst T. (Editors), Mathematical Finance – Bachelier
Congress 2000 (2001)
Gundlach M. and Lehrbass F. (Editors), CreditRisk+ in the Banking Industry (2004)
Jondeau E., Financial Modeling Under Non-Gaussian Distributions (2007)
Kabanov Y.A. and Safarian M., Markets with Transaction Costs (2010)
Kellerhals B.P., Asset Pricing (2004)
K¨ ulpmann M., Irrational Exuberance Reconsidered (2004)
Kwok Y.-K., Mathematical Models of Financial Derivatives (1998, 2nd ed. 2008)
Malliavin P. and Thalmaier A., Stochastic Calculus of Variations in Mathematical Finance
(2005)
Meucci A., Risk and Asset Allocation (2005, corr. 2nd printing 2007)
Pelsser A., Ef?cient Methods for Valuing Interest Rate Derivatives (2000)
Prigent J.-L., Weak Convergence of Financial Markets (2003)
Schmid B., Credit Risk Pricing Models (2004)
Shreve S.E., Stochastic Calculus for Finance I (2004)
Shreve S.E., Stochastic Calculus for Finance II (2004)
Yor M., Exponential Functionals of Brownian Motion and Related Processes (2001)
Zagst R., Interest-Rate Management (2002)
Zhu Y.-L., Wu X., Chern I.-L., Derivative Securities and Difference Methods (2004)
Ziegler A., Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
(2003)
Ziegler A., A Game Theory Analysis of Options (2004)

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