From Probability to Finance: Lecture Notes of Bicmr Summer School on Financial Mathematics
商品資訊
ISBN13:9789811515781
出版社:Springer Nature
作者:Ying Jiao(EDI)
出版日:2021/04/04
裝訂:平裝
定價
:NT$ 4349 元若需訂購本書,請電洽客服 02-25006600[分機130、131]。
商品簡介
商品簡介
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.
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