東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

From probability to finance = Lectur...

BICMR Summer School on Financial Mathematics ((2017 :)

FindBook

Google Book

Amazon

博客來

From probability to finance = Lecture Notes of BICMR Summer School on Financial Mathematics /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	From probability to finance/ edited by Ying Jiao.
其他題名:	Lecture Notes of BICMR Summer School on Financial Mathematics /
其他作者:	Jiao, Ying.
團體作者:	BICMR Summer School on Financial Mathematics
出版者:	Singapore :Springer Singapore : : 2020.,
面頁冊數:	vii, 248 p. :ill., digital ;24 cm.
內容註:	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 Stephane Crepey: Wealth Transfers, Indifference Pricing, and XVA Compression Schemes.
Contained By:	Springer eBooks
標題:	Business mathematics - Congresses. -
電子資源:	https://doi.org/10.1007/978-981-15-1576-7
ISBN:	9789811515767

From probability to finance = Lecture Notes of BICMR Summer School on Financial Mathematics /
From probability to financeLecture Notes of BICMR Summer School on Financial Mathematics /[electronic resource] :edited by Ying Jiao. - Singapore :Springer Singapore :2020. - vii, 248 p. :ill., digital ;24 cm. - Mathematical lectures from peking university,2197-4209. - Mathematical lectures from peking university..

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 Stephane Crepey: 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.

ISBN: 9789811515767

Standard No.: 10.1007/978-981-15-1576-7doiSubjects--Topical Terms:

738405
Business mathematics
--Congresses.

LC Class. No.: HF5691

Dewey Class. No.: 650.0151

From probability to finance = Lecture Notes of BICMR Summer School on Financial Mathematics /
LDR:02264nmm a2200337 a 4500 001 2217228
003 DE-He213
005 20200806113328.0
006 m d
007 cr nn 008maaau
008 201120s2020 si s 0 eng d
020 $a 9789811515767 $q (electronic bk.)
020 $a 9789811515750 $q (paper)
024 7 $a 10.1007/978-981-15-1576-7 $2 doi
035 $a 978-981-15-1576-7
040 $a GP $c GP
041 0 $a eng
050 4 $a HF5691
072 7 $a PBW $2 bicssc
072 7 $a MAT003000 $2 bisacsh
072 7 $a PBW $2 thema
082 0 4 $a 650.0151 $2 23
090 $a HF5691 $b .B583 2017
111 2 $a BICMR Summer School on Financial Mathematics $d (2017 : $c Beijing, China) $3 3450305
245 1 0 $a From probability to finance $h [electronic resource] : $b Lecture Notes of BICMR Summer School on Financial Mathematics / $c edited by Ying Jiao.
260 $a Singapore : $b Springer Singapore : $b Imprint: Springer, $c 2020.
300 $a vii, 248 p. : $b ill., digital ; $c 24 cm.
490 1 $a Mathematical lectures from peking university, $x 2197-4209
505 0 $a 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 Stephane Crepey: Wealth Transfers, Indifference Pricing, and XVA Compression Schemes.
520 $a 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.
650 0 $a Business mathematics $v Congresses. $3 738405
650 1 4 $a Applications of Mathematics. $3 890893
650 2 4 $a Probability Theory and Stochastic Processes. $3 891080
700 1 $a Jiao, Ying. $3 3450306
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
830 0 $a Mathematical lectures from peking university. $3 3270931
856 4 0 $u https://doi.org/10.1007/978-981-15-1576-7
950 $a Mathematics and Statistics (Springer-11649)