Téléchargez le livre : From Probability to Finance

From Probability to Finance

Lecture Notes of BICMR Summer School on Financial Mathematics de

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Éditeur :

Springer


Collection :

Mathematical Lectures from Peking University

Paru le : 2020-03-20

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Description

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.  
Pages
248 pages
Collection
Mathematical Lectures from Peking University
Parution
2020-03-20
Marque
Springer
EAN papier
9789811515750
EAN PDF
9789811515767
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
24
Taille du fichier
4168 Ko
Prix
52,74 €
EAN EPUB
9789811515767
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
24
Taille du fichier
23183 Ko
Prix
52,74 €

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