From Probability to Finance: Lecture Notes of BICMR Summer School on Financial Mathematics - Rilegato

Libro 5 di 5: Mathematical Lectures from Peking University
 
9789811515750: From Probability to Finance: Lecture Notes of BICMR Summer School on Financial Mathematics
Rilegato
ISBN 10: 9811515751 ISBN 13: 9789811515750
Casa editrice: Springer Nature, 2020

Sinossi

This volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of Financial Mathematics, from May 29 to June 9, 2017. Each chapter is self-contained and corresponds to one mini-course which deals with a distinguished topic, such as branching processes, enlargement of filtrations, Hawkes processes, copula models and valuation adjustment analysis, whereas the global topics cover a wide range of advanced subjects in financial mathematics, from both theoretical and practical points of view. The authors include world-leading specialists in the domain and also young active researchers.

This book will be helpful for students and those who work on probability and financial mathematics.  

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Informazioni sull?autore

Ying Jiao is a professor of applied mathematics at University of Lyon in France. Her research interests include mathematical finance, general theory of processes and enlargement of filtrations.

Dalla quarta di copertina

This volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of Financial Mathematics, from May 29 to June 9, 2017. Each chapter is self-contained and corresponds to one mini-course which deals with a distinguished topic, such as branching processes, enlargement of filtrations, Hawkes processes, copula models and valuation adjustment analysis, whereas the global topics cover a wide range of advanced subjects in financial mathematics, from both theoretical and practical points of view. The authors include world-leading specialists in the domain and also young active researchers.

This book will be helpful for students and those who work on probability and financial mathematics. 

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer Nature
Data di pubblicazione
2020
Lingua
Inglese
ISBN 10 
9811515751
ISBN 13 
9789811515750
Rilegatura
Copertina rigida
Numero edizione
1
Numero di pagine
248
Redattore
Jiao Ying
Contatto del produttore
non disponibile
Persona responsabile
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Altre edizioni note dello stesso titolo

9789811515781: From Probability to Finance: Lecture Notes of BICMR Summer School on Financial Mathematics

Edizione in evidenza

ISBN 10:  9811515786 ISBN 13:  9789811515781
Casa editrice: Springer, 2021
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