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The Resource From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics, edited by Ying Jiao, (electronic resource)

From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics, edited by Ying Jiao, (electronic resource)

Label
From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics
Title
From Probability to Finance
Title remainder
Lecture Notes of BICMR Summer School on Financial Mathematics
Statement of responsibility
edited by Ying Jiao
Contributor
Editor
Subject
Language
eng
Summary
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.--
Member of
Assigning source
Provided by publisher
Image bit depth
0
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Jiao, Ying
Series statement
  • Springer eBooks.
  • Mathematical Lectures from Peking University,
  • Springer eBooks.
http://library.link/vocab/subjectName
  • Applied mathematics
  • Engineering mathematics
  • Probabilities
Label
From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics, edited by Ying Jiao, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://doi.org/10.1007/978-981-15-1576-7
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Zenghu Li: Continuous-state branching processes with immigration -- Christophette Blanchet-Scalliet and Monique Jeanblanc: Enlargement of filtration in discrete time -- Guillaume Bernis and Simone Scotti: Clustering Effects via Hawkes Processes -- Jingping Yang, Fang Wang and Zongkai Xie: Bernstein Copulas and Composite Bernstein Copulas -- Claudio Albanese, Marc Chataigner and Stéphane Crépey: Wealth Transfers, Indifference Pricing, and XVA Compression Schemes
Control code
978-981-15-1576-7
Dimensions
unknown
Edition
1st ed. 2020.
Extent
1 online resource (VII, 248 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Isbn
9789811515767
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
25 illustrations, 20 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1147264813
Label
From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics, edited by Ying Jiao, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://doi.org/10.1007/978-981-15-1576-7
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Zenghu Li: Continuous-state branching processes with immigration -- Christophette Blanchet-Scalliet and Monique Jeanblanc: Enlargement of filtration in discrete time -- Guillaume Bernis and Simone Scotti: Clustering Effects via Hawkes Processes -- Jingping Yang, Fang Wang and Zongkai Xie: Bernstein Copulas and Composite Bernstein Copulas -- Claudio Albanese, Marc Chataigner and Stéphane Crépey: Wealth Transfers, Indifference Pricing, and XVA Compression Schemes
Control code
978-981-15-1576-7
Dimensions
unknown
Edition
1st ed. 2020.
Extent
1 online resource (VII, 248 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Isbn
9789811515767
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
25 illustrations, 20 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1147264813

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