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

Couverture souple

ISBN 10 : 9811515786 ISBN 13 : 9789811515781

Editeur : Springer, 2021

Synopsis

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.

A propos du livre

À propos de l?auteur

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.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2021
• Langue: anglais
• ISBN 10: 9811515786
• ISBN 13: 9789811515781
• Reliure: Broché
• Nombre de pages: 256
• Éditeur: Jiao Ying
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne