Save 40% on books and eBooks in Engineering & Materials Science or in Social & Behavioral Sciences!

Mathematical Lectures from Peking University
cover

From Probability to Finance

Lecture Notes of BICMR Summer School on Financial Mathematics

Editors: Jiao, Ying (Ed.)

  • 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 Financial Mathematics
see more benefits

Buy this book

eBook 71,68 €
price for Spain (gross)
  • The eBook version of this title will be available soon
  • Due: May 17, 2020
  • ISBN 978-981-15-1576-7
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Hardcover 88,39 €
price for Spain (gross)
  • Due: May 17, 2020
  • ISBN 978-981-15-1575-0
  • Free shipping for individuals worldwide
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

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.  

About the authors

Ying Jiao is a professor of applied mathematics at University of Lyon in France. Her research interests include mathematical finance, general theory of processes and enlargement of filtrations.

Buy this book

eBook 71,68 €
price for Spain (gross)
  • The eBook version of this title will be available soon
  • Due: May 17, 2020
  • ISBN 978-981-15-1576-7
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Hardcover 88,39 €
price for Spain (gross)
  • Due: May 17, 2020
  • ISBN 978-981-15-1575-0
  • Free shipping for individuals worldwide
  • The final prices may differ from the prices shown due to specifics of VAT rules
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
From Probability to Finance
Book Subtitle
Lecture Notes of BICMR Summer School on Financial Mathematics
Editors
  • Ying Jiao
Series Title
Mathematical Lectures from Peking University
Copyright
2020
Publisher
Springer Singapore
Copyright Holder
Springer Nature Singapore Pte Ltd.
eBook ISBN
978-981-15-1576-7
DOI
10.1007/978-981-15-1576-7
Hardcover ISBN
978-981-15-1575-0
Series ISSN
2197-4209
Edition Number
1
Number of Pages
X, 218
Number of Illustrations
4 b/w illustrations, 19 illustrations in colour
Topics