From Probability to Finance: Lecture Notes of BICMR Summer School on Financial Mathematics (Mathematical Lectures from Peking University) book cover by

From Probability to Finance: Lecture Notes of BICMR Summer School on Financial Mathematics (Mathematical Lectures from Peking University) [9789811515750]

Hardcover

SKU: 9789811515750

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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.

The book, From Probability to Finance: Lecture Notes of BICMR Summer School on Financial Mathematics (Mathematical Lectures from Peking University) [Bulk, Wholesale, Quantity] ISBN#9789811515750 in Hardcover by may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.

Details

Format:

Hardcover

Publication Date:

03/21/2020

ISBN-13:

9789811515750

Pages:

Publisher:

Springer Nature Singapore

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