The third edition of this popular introduction to the classical underpinnings of the
mathematics behind finance continues to combine sound mathematical principles with …

Mathematical finance has grown into a huge area of research which requires a lot of care
and a large number of sophisticated mathematical tools. The subject draws upon quite …

During the seven years that elapsed between the first and second editions of the present
book, considerable progress was achieved in the area of financial modelling and pricing of …

This book gives an introduction to basic concepts and methods in mathematical risk
analysis, in particular to those parts of risk theory which are of particular relevance in finance …

Universitext is a series of textbooks that presents material from a wide variety of
mathematical disciplines at master's level and beyond. The books, often well class-tested by …

Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be
an important tool in the pricing and hedging of financial derivatives. Following the success of …

This work is aimed at an audience with a sound mathematical background wishing to learn
about the rapidly expanding? eld of mathematical? nance. Its content is suitable particularly …

Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on
insights from the use of multifractals in the natural sciences and mathematics and provides a …

We consider the problem of optimal risk sharing of some given total risk between two
economic agents characterized by law‐invariant monetary utility functions or equivalently …

Continuous-Time Asset Pricing Theory Page 1 Springer Finance Textbook Robert A. Jarrow
Continuous-Time Asset Pricing Theory A Martingale-Based Approach Second Edition Page 2 …