Modern Trends in Financial Engineering cover

Book Series: Modern Trends in Financial Engineering

ISSN (print): 2424-8371

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Series Editor
Prof Tim LEUNG
Department of Applied Mathematics
Computational Finance & Risk Management (CFRM) program
University of Washington
Seattle, WA 98195
Email: timleung@uw.edu
Website: http://faculty.washington.edu/timleung/

Editorial Board
Prof Farid AitSahlia (University of Florida)
Prof Kiseop Lee (Purdue University)
Prof Tim Leung (University of Washington)
Prof Kazutoshi Yamazaki (Kansai University)
Prof Masahiko Egami (Kyoto University)
Prof Olympia Hadjiliadis (City University of New York — Hunter College)
Prof Liming Feng (University of Illinois-Urbana Champaign)
Prof Matt Lorig (University of Washington)

This new book series, Modern Trends in Financial Engineering, publishes monographs on important contemporary topics in theory and practice of Financial Engineering. The series’ objective is to provide cutting-edge mathematical tools and practical financial insights for both academics and professionals in Financial Engineering. The modern trends are motivated by recent market phenomena, new regulations, as well as new financial products and trading/risk management strategies. The series will serve as a convenient medium for researchers, including professors, graduate students, and practitioners, to track the frontier research and latest advances in the field of Financial Engineering.

Volume 6-Forthcoming-Applied Mathematical Programming for Business and Economics
- By (author):
- Man-Keun Kim (Utah State University, USA),
- Thomas H Spreen (University of Florida, USA),
- Bruce A McCarl (Texas A&M University, USA), and
- Chengcheng Fei (Texas A&M University, USA)
Volume 5-Forthcoming-Multiscale Financial Data Analytics and Machine Learning
- By (author):
- Tim Leung (University of Washington, USA) and
- Theodore Zhao (Microsoft Research, USA)
Volume 4-Stochastic Control Approach to Futures Trading
- By (author):
- Tim Leung (University of Washington, USA) and
- Yang Zhou (University of Washington, USA)
Volume 3-Employee Stock Options: Exercise Timing, Hedging, and Valuation
- By (author):
- Tim Leung (University of Washington, USA)
Volume 2-Stochastic Drawdowns
- By (author):
- Hongzhong Zhang (Columbia University, USA)
Volume 1-Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications
- By (author):
- Tim Leung (Columbia University, USA) and
- Xin Li (Columbia University, USA)

Under Contract

The Mathematics on Market Microstructure
Kiseop Lee (Purdue University, USA)

Financial Data Science and Quantitative Analytics
Tim Leung (University of Washington, USA) and Kiseop Lee (Purdue University, USA)

Investment in Green Energy Under Uncertainty
Jerome Detemple (Boston University, USA) and Yerkin Kitapbayev (North Carolina State University, USA)

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Book Series: Modern Trends in Financial Engineering