From Probability to Finance: Lecture Notes of BICMR Summer School on Financial Mathematics (Mathematical Lectures from Peking University) - Tapa blanda

Libro 5 de 5: Mathematical Lectures from Peking University
 
9789811515781: From Probability to Finance: Lecture Notes of BICMR Summer School on Financial Mathematics (Mathematical Lectures from Peking University)
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ISBN 10: 9811515786 ISBN 13: 9789811515781
Editorial: Springer, 2021

Sinopsis

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.  

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

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.

De la contraportada

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. 

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2021
Idioma
Inglés
ISBN 10 
9811515786
ISBN 13 
9789811515781
Encuadernación
Tapa blanda
Número de edición
1
Número de páginas
256
Editor
Jiao Ying
Contacto del fabricante
no disponible
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Otras ediciones populares con el mismo título

9789811515750: From Probability to Finance: Lecture Notes of BICMR Summer School on Financial Mathematics (Mathematical Lectures from Peking University)

Edición Destacada

ISBN 10:  9811515751 ISBN 13:  9789811515750
Editorial: Springer, 2020
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