From Probability to Finance | Lecture Notes of BICMR Summer School on Financial Mathematics. This item is unavailable.
Language: English
Published by Springer, 2021
Series: Book 5 of 5 - Mathematical Lectures from Peking University
- Softcover
- New

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From Probability to Finance | Lecture Notes of BICMR Summer School on Financial Mathematics | Ying Jiao | Taschenbuch | vii | Englisch | 2021 | Springer | EAN 9789811515781 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Seller Inventory # 119686074
- Title
- From Probability to Finance | Lecture Notes of BICMR Summer School on Financial Mathematics
- Author
- Ying Jiao
- Publisher
- Springer
- Publication year
- 2021
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 9811515786
- ISBN 13
- 9789811515781
- Item weight
- 394 grams
- Dimensions
- 235 x 155 x 15 mm
- Series
- Book 5 of 5: Mathematical Lectures from Peking University
- Seller catalogs
- Bücher
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.
"Synopsis" may belong to another edition of 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.
"About the title" may belong to another edition of this title.
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