| 書目名稱 | From Probability to Finance |
| 副標題 | Lecture Notes of BIC |
| 編輯 | Ying Jiao |
| 視頻video | http://file.papertrans.cn/349/348874/348874.mp4 |
| 概述 | Offers latest advances in both theory and applications in probability and financial mathematics.Provides innovations from world-leading specialists.Collects lecture notes of BICMR Summer School of Fin |
| 叢書名稱 | Mathematical Lectures from Peking University |
| 圖書封面 |  |
| 描述 | 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.??. |
| 出版日期 | Book 2020 |
| 關(guān)鍵詞 | non-linear expectation; risk measure; enlargement of filtration; XVA analysis; copula models in finance; |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-981-15-1576-7 |
| isbn_softcover | 978-981-15-1578-1 |
| isbn_ebook | 978-981-15-1576-7Series ISSN 2197-4209 Series E-ISSN 2197-4217 |
| issn_series | 2197-4209 |
| copyright | Springer Nature Singapore Pte Ltd. 2020 |
|Archiver|手機版|小黑屋|
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