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From Probability to Finance

Lecture Notes of BICMR Summer School on Financial Mathematics

Ying Jiao editor

Format:Hardback

Publisher:Springer Verlag, Singapore

Published:21st Mar '20

Currently unavailable, and unfortunately no date known when it will be back

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From Probability to Finance cover

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.  

ISBN: 9789811515750

Dimensions: unknown

Weight: unknown

248 pages

1st ed. 2020