SIAM Series on 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.

Editor-in-Chief: Thaleia Zariphopoulou, University of Texas, Austin
Acquisitions Editor: Paula Callaghan
Editorial Board: Rene Carmona, Princeton University, New Jersey; Rama Cont, Imperial College London; Jean-Pierre Fouque, University of California, Santa Barbara; Kay Giesecke, Stanford University, California; Paul Glasserman, Columbia University, New York; Paolo Guasoni, Dublin City University; Steven Kou, National University of Singapore; Mike Ludkovski, University of California, Santa Barbara; Alexander Schied, Universität Mannheim, Germany; Ronnie Sircar, Princeton University, New Jersey; Nizar Touzi, Ecole Polytechnique, Paris; Xunyu Zhou, University of Oxford