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From Probability to Finance

Language EnglishEnglish
Book Paperback
Book From Probability to Finance Ying Jiao
Libristo code: 35467008
Publishers Springer Verlag, Singapore, March 2021
This volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of... Full description
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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.  

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About the book

Full name From Probability to Finance
Author Ying Jiao
Language English
Binding Book - Paperback
Date of issue 2021
Number of pages 248
EAN 9789811515781
ISBN 9811515786
Libristo code 35467008
Publishers Springer Verlag, Singapore
Weight 454
Dimensions 155 x 235 x 15

Categories

Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Mathematics > Applied mathematics
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