|
(ISSN: 1756-1604)
Series Editor
Ralf Korn
Department of Mathematics
University of Kaiserslautern
Germany
Email: ralf.korn@itwm.fraunhofer.de
Editorial Board Members
Tang Shanjian (Fudan University, China)
Email: sjtang@fudan.edu.cn
Kwok Yue Kuen (Hong Kong University of Science and Technology, China)
Email: maykwok@ust.hk
This ICP book series on quantitative finance will consist of cutting-edge research books on new subjects of financial mathematics, excellent textbooks that present standard material for university teaching in a modern way, and accessible reference books for practitioners that will bridge the gap between the highest-level of research and direct applications.
Published titles
Vol. 1
Introduction to Computational Finance, An
by Ömür Uğur
Vol. 2
Advanced Asset Pricing Theory
by Chenghu Ma
Vol. 3
Option Pricing in Incomplete Markets
Modeling Based on Geometric Lévy Processes and Minimal Entropy Martingale Measures
by Yoshio Miyahara
Forthcoming title
Simulating Copulas
Stochastic Models, Sampling Algorithms and Applications
by Jan-Frederik Mai & Matthias Scherer
|
