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.

  • Time to publication: Books generally publish within 5–6 months (from submission of final LaTeX files).
  • Editing help from SIAM: SIAM employs experienced copy editors who assist our authors with issues of grammar, punctuation, formatting, etc. Authors always see proofs to approve any editing changes.
  • Print and electronic versions: Books are published in both print and electronic versions, unless an author chooses to opt out of having an electronic version available in our institutional e-book program (epubs.siam.org/ebooks/), our individual e-book program (play.google.com), or both programs.
  • Reasonable pricing: SIAM employs tiered pricing that provides a 30% discount to SIAM members and a 20% discount to nonmember attendees at conferences where we exhibit our books. In addition to complimentary copies, authors receive a 40% discount for their own book(s) for their personal use.
  • Reviews, advertising, and distribution: A full marketing plan is developed for each new title, and we seek author input into how to effectively spread the word about the books’ content and availability.
  • 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

Editor-in-Chief
Thaleia Zariphopoulou
University of Texas at Austin

Acquisitions Editor
Paula Callaghan

Editors

Rene Carmona
Princeton University

Steven Kou
National University of Singapore

Rama Cont
University of Oxford

Mike Ludkovski
University of California, Santa Barbara

Jean-Pierre Fouque
University of California, Santa Barbara

Alexander Schied
University of Waterloo

Kay Giesecke
Stanford University

Nizar Touzi
Ecole Polytechnique

Paul Glasserman
Columbia University

Xunyu Zhou
Columbia University

Paolo Guasoni
Dublin City University

 

 

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