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

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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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定價:100 4349
若需訂購本書,請電洽客服 02-25006600[分機130、131]。

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