From probability to finance : lecture notes of BICMR Summer School on Financial Mathematics
著者
書誌事項
From probability to finance : lecture notes of BICMR Summer School on Financial Mathematics
（Mathematical lectures from Peking University）
Springer, c2020
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注記
Includes bibliographical references
内容説明・目次
内容説明
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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