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Mathematical Lectures from Peking University

From Probability to Finance

Lecture Notes of BICMR Summer School on Financial Mathematics

Editors: Jiao, Ying (Ed.)

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  • 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
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イーブック ¥9,546
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-981-15-1576-7
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  • ISBN 978-981-15-1575-0
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この書籍について

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.  

著者について

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.

Table of contents (5 chapters)

Table of contents (5 chapters)

書籍の購入

イーブック ¥9,546
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-981-15-1576-7
  • ウォーターマーク付、 DRMフリー
  • ファイル形式: PDF, EPUB
  • どの電子書籍リーダーからでもすぐにお読みいただけます。
  • ご購入後、すぐにダウンロードしていただけます。
ハードカバー ¥11,933
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-981-15-1575-0
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
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書誌情報

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.
イーブック ISBN
978-981-15-1576-7
DOI
10.1007/978-981-15-1576-7
ハードカバー ISBN
978-981-15-1575-0
Series ISSN
2197-4209
Edition Number
1
Number of Pages
VII, 248
Number of Illustrations
5 b/w illustrations, 20 illustrations in colour
Topics

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