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From Probability to Finance
Lecture Notes of Bicmr Summer School on Financial Mathematics
83,95 €
+ 167 points
Description
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.
This book will be helpful for students and those who work on probability and financial mathematics.
Spécifications
Parties prenantes
- Editeur:
Contenu
- Nombre de pages :
- 248
- Langue:
- Anglais
- Collection :
Caractéristiques
- EAN:
- 9789811515781
- Date de parution :
- 21-03-21
- Format:
- Livre broché
- Format numérique:
- Trade paperback (VS)
- Dimensions :
- 156 mm x 234 mm
- Poids :
- 367 g
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