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From Probability to Finance: Lecture Notes of BICMR Summer School on Financial Mathematics

By Ying Jiao (Editor)
eBook
$54.99
By Ying Jiao (Editor)
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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...

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Science & TechnologyMathematicsMathematics - Applied