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＜電子ブック＞
From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics / edited by Ying Jiao
(Mathematical Lectures from Peking University. ISSN:21974217)

版	1st ed. 2020.
出版者	(Singapore : Springer Nature Singapore : Imprint: Springer)
出版年	2020
大きさ	VII, 248 p. 25 illus., 20 illus. in color : online resource
著者標目	Jiao, Ying editor SpringerLink (Online service)
件　名	LCSH:Mathematics LCSH:Probabilities FREE:Applications of Mathematics FREE:Probability Theory
一般注記	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 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. HTTP:URL=https://doi.org/10.1007/978-981-15-1576-7

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