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From probability to financeLecture N...

(1998 :)

From probability to financeLecture Notes of BICMR Summer School on Financial Mathematics /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	From probability to financeedited by Ying Jiao.
其他題名:	Lecture Notes of BICMR Summer School on Financial Mathematics /
其他作者:	Jiao, Ying.
團體作者:
出版者:	Singapore :Springer Singapore :2020.
面頁冊數:	vii, 248 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
標題:	Business mathematicsProblems, exercises, etc.
電子資源:	https://doi.org/10.1007/978-981-15-1576-7
ISBN:	9789811515767$q(electronic bk.)

From probability to financeLecture Notes of BICMR Summer School on Financial Mathematics /
From probability to financeLecture Notes of BICMR Summer School on Financial Mathematics /[electronic resource] :edited by Ying Jiao. - Singapore :Springer Singapore :2020. - vii, 248 p. :ill., digital ;24 cm. - Mathematical lectures from peking university,2197-4209. - Mathematical lectures from peking university..

Zenghu Li: Continuous-state branching processes with immigration -- Christophette Blanchet-Scalliet and Monique Jeanblanc: Enlargement of filtration in discrete time -- Guillaume Bernis and Simone Scotti: Clustering Effects via Hawkes Processes -- Jingping Yang, Fang Wang and Zongkai Xie: Bernstein Copulas and Composite Bernstein Copulas -- Claudio Albanese, Marc Chataigner and Stephane Crepey: Wealth Transfers, Indifference Pricing, and XVA Compression Schemes.

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.

ISBN: 9789811515767$q(electronic bk.)

Standard No.: 10.1007/978-981-15-1576-7doiSubjects--Topical Terms:

397300
Business mathematics
--Problems, exercises, etc.

LC Class. No.: HF5691

Dewey Class. No.: 650.0151

From probability to financeLecture Notes of BICMR Summer School on Financial Mathematics /
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