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From Probability to Finance = Lecture Notes of BICMR Summer School on Financial Mathematics /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	From Probability to Finance/ edited by Ying Jiao.
其他題名:	Lecture Notes of BICMR Summer School on Financial Mathematics /
其他作者:	Jiao, Ying.
面頁冊數:	VII, 248 p. 25 illus., 20 illus. in color.online resource. :
Contained By:	Springer Nature eBook
標題:	Probability Theory and Stochastic Processes. -
電子資源:	https://doi.org/10.1007/978-981-15-1576-7
ISBN:	9789811515767

From Probability to Finance = Lecture Notes of BICMR Summer School on Financial Mathematics /
From Probability to FinanceLecture Notes of BICMR Summer School on Financial Mathematics /[electronic resource] :edited by Ying Jiao. - 1st ed. 2020. - VII, 248 p. 25 illus., 20 illus. in color.online resource. - Mathematical Lectures from Peking University,2197-4209. - Mathematical Lectures from Peking University,.

Zenghu Li: Continuous-state branching processes with immigration -- Christophette Blanchet-Scalliet and Monique Jeanblanc: Enlargement of filtration in discrete time -- Guillaume Bernis and Simone Scotti: Clustering Effects via Hawkes Processes -- Jingping Yang, Fang Wang and Zongkai Xie: Bernstein Copulas and Composite Bernstein Copulas -- Claudio Albanese, Marc Chataigner and Stéphane Crépey: Wealth Transfers, Indifference Pricing, and XVA Compression Schemes.

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. .

ISBN: 9789811515767

Standard No.: 10.1007/978-981-15-1576-7doiSubjects--Topical Terms:

593945
Probability Theory and Stochastic Processes.

LC Class. No.: T57-57.97

Dewey Class. No.: 519

From Probability to Finance = Lecture Notes of BICMR Summer School on Financial Mathematics /
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