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

 
9789811515781: From Probability to Finance: Lecture Notes of BICMR Summer School on Financial Mathematics (Mathematical Lectures from Peking University)
  • PublisherSpringer
  • Publication date2021
  • ISBN 10 9811515786
  • ISBN 13 9789811515781
  • BindingPaperback
  • LanguageEnglish
  • Edition number1
  • Number of pages255
  • EditorJiao Ying

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

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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 256 pp. Englisch. Seller Inventory # 9789811515781

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