From Probability to Finance, 1st ed. 2020 Lecture Notes of BICMR Summer School on Financial Mathematics Mathematical Lectures from Peking University Series
Langue : Anglais
Coordonnateur : Jiao Ying
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.
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.
Offers latest advances in both theory and applications in probability and financial mathematics
Provides innovations from world-leading specialists
Collects lecture notes of BICMR Summer School of Financial Mathematics
Date de parution : 03-2021
Ouvrage de 248 p.
15.5x23.5 cm
Thèmes de From Probability to Finance :
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