From Probability to Finance / Mathematical Lectures from Peking University (PDF)
Lecture Notes of BICMR Summer School on Financial Mathematics
(Sprache: Englisch)
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,...
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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.
Autoren-Porträt
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.
Bibliographische Angaben
- 2020, 1st ed. 2020, 248 Seiten, Englisch
- Herausgegeben: Ying Jiao
- Verlag: Springer-Verlag GmbH
- ISBN-10: 981151576X
- ISBN-13: 9789811515767
- Erscheinungsdatum: 20.03.2020
Abhängig von Bildschirmgrösse und eingestellter Schriftgrösse kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Grösse: 3.97 MB
- Ohne Kopierschutz
- Vorlesefunktion
Sprache:
Englisch
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