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1、MonteCarloMethodsandModelsinFinanceandInsuranceCHAPMAN&HALL/CRCFinancialMathematicsSeriesAimsandscope:Thefieldoffinancialmathematicsformsanever-expandingsliceofthefinancialsector.Thisseriesaimstocapturenewdevelopmentsandsummarizewhatisknownoverthewholespectrumofthisfield.Itwillinclud
2、eabroadrangeoftextbooks,referenceworksandhandbooksthataremeanttoappealtobothacademicsandpractitioners.Theinclusionofnumericalcodeandconcretereal-worldexamplesishighlyencouraged.SeriesEditorsM.A.H.DempsterDilipB.MadanRamaContCentreforFinancialRobertH.SmithSchoolCenterforFinancialResea
3、rchofBusinessEngineeringJudgeBusinessSchoolUniversityofMarylandColumbiaUniversityUniversityofCambridgeNewYorkPublishedTitlesAmerican-StyleDerivatives;ValuationandComputation,JeromeDetempleAnalysis,Geometry,andModelinginFinance:AdvancedMethodsinOptionPricing, PierreHenry-LabordèreCred
4、itRisk:Models,Derivatives,andManagement,NiklasWagnerEngineeringBGM,AlanBraceFinancialModellingwithJumpProcesses,RamaContandPeterTankovInterestRateModeling:TheoryandPractice,LixinWuAnIntroductiontoCreditRiskModeling,ChristianBluhm,LudgerOverbeck,andChristophWagnerIntroductiontoStochas
5、ticCalculusAppliedtoFinance,SecondEdition, DamienLambertonandBernardLapeyreMonteCarloMethodsandModelsinFinanceandInsurance,RalfKorn,ElkeKorn, andGeraldKroisandtNumericalMethodsforFinance,JohnA.D.Appleby,DavidC.Edelman,andJohnJ.H.MillerPortfolioOptimizationandPerformanceAnalysis,Jean-
6、LucPrigentQuantitativeFundManagement,M.A.H.Dempster,GeorgPflug,andGautamMitraRobustLiborModellingandPricingofDerivativeProducts,JohnSchoenmakersStochasticFinancialModels,DouglasKennedyStructuredCreditPortfolioAnalysis,Baskets&CDOs,ChristianBluhmandLudgerOverbeckUnderstandingRisk:TheT
7、heoryandPracticeofFinancialRiskManagement,DavidMurphyUnravellingtheCreditCrunch,DavidMurphyProposalsfortheseriesshouldbesubmittedtooneoftheserieseditorsaboveordirectlyto:CRCPress,Taylor&FrancisGroup4th,Floor,AlbertHouse1-4SingerStreetLondonEC2A4BQUKMonteCarloMethodsandModelsinFinance
8、andInsurance
