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

Softcover

ISBN 10: 9811515786 ISBN 13: 9789811515781

Publisher: Springer, 2021

Synopsis

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.  

About this title

About the Author

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.

From the Back Cover

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. 

Edition details

• Publisher: Springer
• Publication date: 2021
• Language: English
• ISBN 10: 9811515786
• ISBN 13: 9789811515781
• Binding: Paperback
• Edition number: 1
• Number of pages: 256
• Editor: Jiao Ying