From Probability to Finance: Lecture Notes of BICMR Summer School on Financial Mathematics
Author:   Ying Jiao
Publisher:   Springer Verlag, Singapore
Edition:   2020 ed.
ISBN:  

9789811515781


Pages:   248
Publication Date:   21 March 2021
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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


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Full Product Details

Author:   Ying Jiao
Publisher:   Springer Verlag, Singapore
Imprint:   Springer Verlag, Singapore
Edition:   2020 ed.
Weight:   0.454kg
ISBN:  

9789811515781


ISBN 10:   9811515786
Pages:   248
Publication Date:   21 March 2021
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

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.

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Author Information

Ying Jiao is a professor of applied mathematics at University of Lyon in France. Her research interests include mathematical finance, general theory of processes and enlargement of filtrations.

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