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From Probability to Finance

Name: From Probability to Finance
Brand: Springer Verlag, Singapore
SKU: 25050055
Price: 33.99 EUR
Availability: InStock
Author: Ying Jiao
ISBN: 9789811515750

Lecture Notes of BICMR Summer School on Financial Mathematics

Ying Jiao

Lingua

Inglese

Libro Rigido

Codice Libristo: 25050055

Casa editrice Springer Verlag, Singapore, marzo 2020

This volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of... Descrizione completa

Codice Libristo: 25050055

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33.99 €

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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.