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1、SpringerFinanceEditorialBoardM.AvellanedaG.Barone-AdesiM.BroadieM.H.A.DavisE.DermanC.KlüppelbergE.KoppW.SchachermayerSpringerFinanceSpringerFinanceisaprogrammeofbooksaddressingstudents,academicsandpractitionersworkingonincreasinglytechnicalapproachestotheanalysisof
2、financialmarkets.Itaimstocoveravarietyoftopics,notonlymathematicalfinancebutforeignexchanges,termstructure,riskmanagement,portfoliotheory,equityderivatives,andfinancialeconomics.AmmannM.,CreditRiskValuation:Methods,Models,andApplication(2001)BackK.,ACourseinDerivative
3、Securities:IntroductiontoTheoryandComputation(2005)BarucciE.,FinancialMarketsTheory.Equilibrium,EfficiencyandInformation(2003)BieleckiT.R.andRutkowskiM.,CreditRisk:Modeling,ValuationandHedging(2002)BinghamN.H.andKieselR.,Risk-NeutralValuation:PricingandHedgingofFina
4、ncialDerivatives(1998,2nded.2004)BrigoD.andMercurioF.,InterestRateModels:TheoryandPractice(2001,2nded.2006)BuffR.,UncertainVolatilityModels–TheoryandApplication(2002)CarmonaR.A.andTehranchiM.R.,InterestRateModels:AnInfiniteDimensionalStochasticAnalysisPerspective(20
5、06)DanaR.-A.andJeanblancM.,FinancialMarketsinContinuousTime(2003)DeboeckG.andKohonenT.(Editors),VisualExplorationsinFinancewithSelf-OrganizingMaps(1998)DelbaenF.andSchachermayerW.,TheMathematicsofArbitrage(2005)ElliottR.J.andKoppP.E.,MathematicsofFinancialMarkets(1
6、999,2nded.2005)FenglerM.R.,SemiparametricModelingofImpliedVolatility(2005)FilipovicD.,Term-StructureModels(2008forthcoming)FusaiG.andRoncoroniA.,ImplementingModelsinQuantitativeFinance(2008)GemanH.,MadanD.,PliskaS.R.andVorstT.(Editors),MathematicalFinance–Bachelier
7、Congress2000(2001)GundlachM.,LehrbassF.(Editors),CreditRisk+intheBankingIndustry(2004)JondeauE.,FinancialModelingUnderNon-GaussianDistributions(2007)Kabanov,Y.A.andSafarianM.,MarketswithTransactionCosts(2008forthcoming)KellerhalsB.P.,AssetPricing(2004)KülpmannM.,Ir
8、rationalExuberanceReconsidered(2004)KwokY.-K.,MathematicalModelsofFinancialDerivatives(1998,2nded.2008)MalliavinP.andThalmaierA.,StochasticCalcul
