"The title of this volume 'Advanced Mathematical Methods for Finance, ' AMaMeF for short, originates from the European network of the European Science Foundatio

This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk.

This sequel to Brownian Motion and Stochastic Calculus by the same authors develops contingent claim pricing and optimal consumption/investment in both complete

Classroom-tested, Advanced Mathematical Methods in Science and Engineering, Second Edition presents methods of applied mathematics that are particularly suited

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used