Details for: From probability to finance , lecture notes of bicmr summer school on financial mathematics

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From probability to finance [Documento eletrónico] : lecture notes of bicmr summer school on financial mathematics / edited by Ying Jiao

Secondary Author: Jiao, Ying, ed. lit.Language: eng.Country: SG - Singapura.Publication: Singapore : Springer Nature Singapore, Springer, 2020Description: VII, 248 p. : il.ISBN: 978-981-15-1576-7.Series: Mathematical Lectures from Peking UniversitySubject - Topical Name: Mathematics | Probabilities Online Resources:Click here to access online

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Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
E-Books	Biblioteca NOVA FCT Online	Não Ficção	T57.SPR FCT (Browse shelf(Opens below))	1	Available		95849

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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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