From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics
2020 ed.
Book Details
Format
Paperback / Softback
Book Series
Mathematical Lectures from Peking University
ISBN-10
9811515786
ISBN-13
9789811515781
Edition
2020 ed.
Publisher
Springer Verlag, Singapore
Imprint
Springer Verlag, Singapore
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Mar 21st, 2021
Print length
248 Pages
Product Classification:
Probability & statisticsApplied mathematics
Ksh 8,100.00
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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.
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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