Ying Jiao is a Professor at University of Lyon in France. Her research interests include mathematical finance, the general theory of processes and enlargement of filtrations, and Stein's method.
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Télécharger le livre : From Probability to Finance
Ying Jiao , Ying Jiao
From Probability to Finance
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...
Editeur : Springer
Parution : 2020-03-20
Collection : Mathematical Lectures from Peking University
Format(s) : PDF, ePub
52,74 €
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Télécharger le livre : Portfolio Optimization with Different Information Flow
Caroline Hillairet , Ying Jiao
Portfolio Optimization with Different Information Flow
Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization...
Editeur : Iste Press - Elsevier
Parution : 2017-02-10

Format(s) : PDF, epub sans DRM
75,91 €
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