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1、SpringerFinanceEditorialBoardM.AvellanedaG.Barone-AdesiM.BroadieM.H.A.DavisE.DermanC.KlüppelbergE.KoppW.SchachermayerSpringerFinanceSpringerFinanceisaprogrammeofbooksaimedatstudents,academicsandpractitionersworkingonincreasinglytechnicalapproachestotheanalysisoffinancialmarkets.Itaim
2、stocoveravarietyoftopics,notonlymathematicalfinancebutforeignexchanges,termstructure,riskmanagement,portfoliotheory,equityderivatives,andfinancialeconomics.AmmannM.,CreditRiskValuation:Methods,Models,andApplication(2001)BackK.,ACourseinDerivativeSecurities:IntroductiontoTheoryandCompu
3、tation(2005)BarucciE.,FinancialMarketsTheory.Equilibrium,EfficiencyandInformation(2003)BieleckiT.R.andRutkowskiM.,CreditRisk:Modeling,ValuationandHedging(2002)BinghamN.H.andKieselR.,Risk-NeutralValuation:PricingandHedgingofFinancialDerivatives(1998,2nded.2004)BrigoD.andMercurioF.,Int
4、erestRateModels:TheoryandPractice(2001,2nded.2006)BuffR.,UncertainVolatilityModels-TheoryandApplication(2002)CarmonaR.A.andTehranchiM.R.,InterestRateModels:anInfiniteDimensionalStochasticAnalysisPerspective(2006)DanaR.A.andJeanblancM.,FinancialMarketsinContinuousTime(2002)DeboeckG.an
5、dKohonenT.(Editors),VisualExplorationsinFinancewithSelf-OrganizingMaps(1998)DelbaenF.andSchachermayerW.,TheMathematicsofArbitrage(2005)ElliottR.J.andKoppP.E.,MathematicsofFinancialMarkets(1999,2nded.2005)FenglerM.R.,SemiparametricModelingofImpliedVolatility(2005)GemanH.,MadanD.,Plis
6、kaS.R.andVorstT.(Editors),MathematicalFinance–BachelierCongress2000(2001)+GundlachM.,LehrbassF.(Editors),CreditRiskintheBankingIndustry(2004)KellerhalsB.P.,AssetPricing(2004)KülpmannM.,IrrationalExuberanceReconsidered(2004)KwokY.-K.,MathematicalModelsofFinancialDerivatives(1998)Mall
7、iavinP.andThalmaierA.,StochasticCalculusofVariationsinMathematicalFinance(2005)MeucciA.,RiskandAssetAllocation(2005)PelsserA.,EfficientMethodsforValuingInterestRateDerivatives(2000)PrigentJ.-L.,WeakConvergenceofFinancialMarkets(2003)SchmidB.,CreditRiskPricingModels(2004)ShreveS.E.,St
8、ochasticCalculusfor
