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From Probability to Finance: Lecture Notes of BICMR Summer School on Financial Mathematics (Mathematical Lectures from Peking University) - Hardcover
Inhaltsangabe
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.
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Über die Autorin bzw. den 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.
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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.
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From Probability to Finance. Lecture Notes of BICMR Summer School on Financial Mathematics.
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VII, 248 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Mathematical Lectures from Peking University. Sprache: Englisch. Artikel-Nr. 9048GB
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From Probability to Finance: Lecture Notes of BICMR Summer School on Financial Mathematics (Mathematical Lectures from Peking University)
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From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics
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Springer Nature Singapore, Springer Nature Singapore, 2020
ISBN 10: 9811515751
ISBN 13: 9789811515750
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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 andalso young active researchers.This book will be helpful for studentsand those who work on probability and financial mathematics. Artikel-Nr. 9789811515750
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From Probability to Finance: Lecture Notes of BICMR Summer School on Financial Mathematics
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Hardcover. Zustand: Brand New. 248 pages. 9.25x6.25x0.75 inches. In Stock. Artikel-Nr. x-9811515751
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