From Probability to Finance: Lecture Notes of BICMR Summer School on Financial Mathematics (1st ed. 2020) (Mathematical Lectures from Peking University)
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- 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.
- Copyright:
- 2020
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9789811515767
- Related ISBNs:
- 9789811515750
- Publisher:
- Springer Singapore, Singapore
- Date of Addition:
- 05/30/20
- Copyrighted By:
- Springer
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
- Edited by:
- Ying Jiao