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

Author:   Ying Jiao
Publisher:   Springer Verlag, Singapore
Edition:   1st ed. 2020
ISBN:  

9789811515750


Pages:   248
Publication Date:   21 March 2020
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Our Price $51.72 Quantity:  
Add to Cart

Share |

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


Add your own review!

Overview

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.  

Full Product Details

Author:   Ying Jiao
Publisher:   Springer Verlag, Singapore
Imprint:   Springer Verlag, Singapore
Edition:   1st ed. 2020
Weight:   0.553kg
ISBN:  

9789811515750


ISBN 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   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Reviews

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.

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

ls

Shopping Cart
Your cart is empty
Shopping cart
Mailing List