From Probability to Finance

Name: From Probability to Finance
Brand: Springer Verlag, Singapore
SKU: 9789811515750
Price: 158.45 RON
Availability: InStock

Lecture Notes of BICMR Summer School on Financial Mathematics

Autor: Ying Jiao

Limbă:

Legare: Copertă tare

Editura: Springer Verlag, Singapore

Disponibilitate: În depozitul extern

Expediem în 10-18 zile

158.45 lei

This volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of...

Informații despre carte

Autor

Ying Jiao

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2020

Pagini

248

EAN

9789811515750

Enbook ID

25050055

Editura

Springer Verlag, Singapore

Greutate

553

Dimensiuni

155 x 235 x 19

Descriere completă

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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Descriere completă

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