| 000 | 01552nam a22002775i 4500 | ||
|---|---|---|---|
| 001 | 91177 | ||
| 005 | 20231026103737.0 | ||
| 010 |
_a978-981-15-1576-7 _dcompra |
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| 090 | _a91177 | ||
| 100 | _a20231023d2020 k||y0pory50 ba | ||
| 101 | 0 | _aeng | |
| 102 | _aSG | ||
| 200 | 1 |
_aFrom probability to finance _bDocumento eletrónico _electure notes of bicmr summer school on financial mathematics _fedited by Ying Jiao |
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| 210 |
_aSingapore _cSpringer Nature Singapore _cSpringer _d2020 |
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| 215 |
_aVII, 248 p. _cil. |
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| 225 | 2 | _aMathematical Lectures from Peking University | |
| 303 | _aThis 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. . | ||
| 606 | _aMathematics | ||
| 606 | _aProbabilities | ||
| 680 | _aT57-57.97 | ||
| 702 | 1 |
_aJiao _bYing _4340 |
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| 801 | 0 |
_aPT _gRPC |
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| 856 | 4 | _uhttps://doi.org/10.1007/978-981-15-1576-7 | |
| 942 |
_2lcc _cF _n0 |
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