Książka From Probability to Finance Ying Jiao

From Probability to Finance

Autor: Ying Jiao
Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-18 dni
123.20
This volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of...

Informacje o książce

Autor
Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2021
strony
248
EAN
9789811515781
ISBN
9811515786
Enbook ID
35467008
Waga
454
Wymiary
155 x 235 x 15

Pełny opis

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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