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Книга From Probability to Finance Ying Jiao

From Probability to Finance

Автор: Ying Jiao
Език: Английски език
Корици: С меки корици
Издател: Springer Verlag, Singapore
Наличност: Външен склад
Изпращаме след 10-18 дни
31.73 € 62.06 лв
This volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of...

Информация за книгата

Автор
Ying Jiao
Език
Английски език
Корици
Книга - С меки корици
Издадена
2021
страници
248
EAN
9789811515781
ISBN
9811515786
Enbook ID
35467008
Издател
Springer Verlag, Singapore
Теглоt
454
Размери
155 x 235 x 15

Пълно описание

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.  

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