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From Probability to Finance: Lecture Notes of Bicmr Summer School on Financial Mathematics

From Probability to Finance: Lecture Notes of Bicmr Summer School on Financial Mathematics

Paperback

Series: Mathematical Lectures from Peking University

General MathematicsProbability & Statistics

ISBN10: 9811515786
ISBN13: 9789811515781
Publisher: Springer Nature
Published: Mar 21 2021
Pages: 248
Weight: 0.81
Height: 0.54 Width: 6.14 Depth: 9.21
Language: English
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.

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