Series Editor

Ralf Korn
Department of Mathematics
University of Kaiserslautern
Germany
Email: ralf.korn@itwm.fraunhofer.de

Editorial Board Members

Tang Shanjian (Fudan University, China)
Email: sjtang@fudan.edu.cn

Kwok Yue Kuen (Hong Kong University of Science and Technology, China)
Email: maykwok@ust.hk



This ICP book series on quantitative finance will consist of cutting-edge research books on new subjects of financial mathematics, excellent textbooks that present standard material for university teaching in a modern way, and accessible reference books for practitioners that will bridge the gap between the highest-level of research and direct applications.

Published title

Vol. 1
Introduction to Computational Finance, An
by Ömür Uğur

Forthcoming titles

Vol. 2
Advanced Asset Pricing Theory
by Chenghu Ma

Vol. 3
Option Pricing in Incomplete Markets
Modeling Based on Geometric Lévy Processes and Minimal Entropy Martingale Measures
by Yoshio Miyahara