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OverviewThis 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. Full Product DetailsAuthor: Ying JiaoPublisher: Springer Verlag, Singapore Imprint: Springer Verlag, Singapore Edition: 1st ed. 2020 Weight: 0.553kg ISBN: 9789811515750ISBN 10: 9811515751 Pages: 248 Publication Date: 21 March 2020 Audience: Professional and scholarly , Professional & Vocational Format: Hardback Publisher's Status: Active Availability: Manufactured on demand We will order this item for you from a manufactured on demand supplier. Table of ContentsReviewsAuthor InformationYing 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. Tab Content 6Author Website:Countries AvailableAll regions |