From Probability to Finance Lecture Notes of BICMR Summer School on Financial Mathematics
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 o...
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| Format: | eBook |
| Language: | English |
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Singapore
Springer Nature Singapore
2020, 2020
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| Edition: | 1st ed. 2020 |
| Series: | Mathematical Lectures from Peking University
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
| Summary: | 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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| Physical Description: | VII, 248 p. 25 illus., 20 illus. in color online resource |
| ISBN: | 9789811515767 |