About the series
Cambridge Elements in Quantitative Finance aims for broad coverage of all major topics within the field. Written at a level appropriate for advanced undergraduate or graduate students and practitioners, Elements combines reports on original research covering an author’s personal area of expertise, tutorials and masterclasses on emerging methodologies, and reviews of the most important literature.
As much as possible, the attempt is made to emphasize the links between Finance and Economics, and to avoid too narrow a focus on derivatives pricing.
The Authors are encouraged to link software and illustrative code to their contributions, and each work is expected to be reviewed and enriched as developments in the various areas unfold.
