Chapman and Hall/CRC Financial Mathematics Series
About the Book Series
The field of financial mathematics forms an ever-expanding slice of the financial sector. This series aims to capture new developments and summarize what is known over the whole spectrum of this field. It includes a broad range of textbooks, reference works, and handbooks that are meant to appeal to both academics and practitioners. The inclusion of numerical code and concrete real-world examples is highly encouraged, and can be found across many of the texts.
Liquidity Illusion: The General Equilibrium Theory of Private Capital Valuation
1st Edition
By Samir Asaf
February 22, 2027
“Liquidity Illusion is a significant contribution to the mathematical theory of asset valuation. Asaf brings together mean-field game theory, stochastic control, and general equilibrium analysis in a framework that is both mathematically rigorous and applicable to the practice of institutional ...
Introduction to Financial Derivatives with Python
2nd Edition
By Elisa Alòs, Raúl Merino
February 10, 2027
Introduction to Financial Derivatives with Python, Second Editon continues to provide an accessible introduction to derivatives and quantitative finance. Starting from first principles, the book develops the foundations of derivative pricing before progressing to numerical methods and advanced ...
Martingale Pricing: A Concise Introduction to Financial Derivative Valuation
1st Edition
By Derek Zweig
December 09, 2026
Martingale Pricing: A Concise Introduction to Financial Derivative Valuation is about pricing financial assets, specifically derivatives. The book is written as a concise, accessible alternative to denser, more comprehensive texts that may skip over some details and assume greater prior knowledge. ...
Principles of Portfolio Choice: An Information-Theoretic, Likelihood-Based Perspective
1st Edition
By Jan Vecer
November 27, 2026
Principles of Portfolio Choice: An Information-Theoretic, Likelihood-Based Perspective develops a scenario-level theory of portfolio selection. Its starting point is simple but powerful: market prices assign values to future scenarios, and once normalized these state prices define a market-implied ...
Python for Asset Management
1st Edition
By Ignacio Cervera, Natalia Cassinello
August 30, 2026
The asset management industry is undergoing a paradigm shift toward automation, transparency, and data-driven decision-making. Traditional tools (Excel, Bloomberg) are being replaced by programmable, scalable solutions. Yet most finance professionals lack accessible, practical training in applying ...
Sustainable Financial Structured Products: Managing Risk Appetites across Modelling, Structuring, and Hedging
1st Edition
By Aymeric Kalife
June 29, 2026
Sustainable Financial Structured Products: Managing Risk Appetite across Modelling, Structuring, and Hedging gives an overview of all relevant aspects of Financial Structured Products (i.e. long-term savings products) from the risk perspective of both issuers (banks, insurers) and customers. It ...
Poisson Process and its Fractional Extensions with Applications
1st Edition
By Enzo Orsingher, Riccardo Cesari, Vieri Mosco
June 22, 2026
This book accompanies the reader from the simple, standard Poisson process to its more complex transformations, using a unified framework, showing proofs of basic theorems and references to more difficult results. The reader will also benefit from the empirical applications of the various models to...
Foundations of Quantitative Finance, Book VII: Brownian Motion and Other Stochastic Processes
1st Edition
By Robert R. Reitano
April 27, 2026
This is the seventh book in a set of ten published under the collective title of Foundations of Quantitative Finance. The targeted readers are students, researchers, and practitioners of quantitative finance who find that many sources for financial applications are written at a level assuming ...
XVA Analysis: Probabilistic, Risk Measure, and Machine Learning Issues
1st Edition
By Stéphane Crépey
February 04, 2026
XVA Analysis: Probabilistic, Risk Measure, and Machine Learning Issues offers readers an up-to-date and comprehensive exploration of the X-Value Adjustment (XVA) universe and of the embedded risk measure issues inherent within it. The book tackles this subject through the triple lens of finance (...
Handbook of Quantitative Sustainable Finance
1st Edition
Edited
By Peter Tankov, Ruixun Zhang
December 11, 2025
Handbook of Quantitative Sustainable Finance is an edited collection concerning the integration of sustainability and climate risk considerations into mathematical and quantitative finance. This comprehensive handbook provides a valuable resource for researchers, practitioners, policymakers, and ...
Quantitative Finance with Case Studies in Python: A Practical Guide to Investment Management, Trading and Financial Engineering
2nd Edition
By Chris Kelliher
December 03, 2025
Quantitative Finance with Case Studies in Python: A Practical Guide to Investment Management, Trading and Financial Engineering bridges the gap between the theory of mathematical finance and the practical applications of these concepts for derivative pricing and portfolio management. The book ...
Risk Analysis in Finance and Insurance
3rd Edition
By Alexander Melnikov
September 03, 2025
Risk Analysis in Finance and Insurance, Third Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Considering the interdisciplinary nature of risk analysis, the author discusses many important ...