Financial Mathematics

The SIAM series on Financial Mathematics publishes research monographs, advanced undergraduate- or graduate-level textbooks, and other volumes of interest to the mathematical finance community. We invite both introductory volumes aimed at readers interested in understanding methods and applications within financial mathematics and engineering and monographs reporting on the most recent developments in the field. Books published in the series will also include volumes specifically designed for practitioners in the financial industry.

Among others, topics to be covered include: Probability Theory · Time Series Analysis · Applied mathematical statistics · Computer Intensive Methods in Mathematical Statistics · Martingales and Stochastic Integrals · Game Theory · Portfolio Theory and Risk Management · Behavioral Finance · Computational mathematics · Optimization and systems theory · Probability Theory · Algorithmic Trading, Market Making and Optimal Execution · Central Counterparty Clearing · Commodities and Energy Markets · Computational Finance and Numerical Analysis · Credit and Further Valuation Adjustments · Dynamic Risk and Performance Measures · Mean Field Games · Model Uncertainty and Robust Hedging · Monte Carlo Methods · Real Options · Econometrics · Stochastic Volatility Modeling · Stochastic Financial Equilibria · Systemic Risk and Financial Networks