|
|
|
|
LEADER |
00000nam a2200000 i 4500 |
003 |
UV# |
005 |
20220307143052.0 |
008 |
210301s2020 si d|||| b||| 000 0 eng d |
999 |
|
|
|c 350149
|d 350148
|
020 |
|
|
|a 9789811515750
|
020 |
|
|
|a 9811515751
|
040 |
|
|
|a UV#
|b spa
|e rda
|c UV#
|
041 |
0 |
|
|a eng
|
050 |
|
4 |
|a HF5691
|b F76 2020
|
082 |
0 |
4 |
|a 332.6320151
|2 21
|
245 |
0 |
0 |
|a From probability to finance :
|b lecture notes of BICMR Summer School on Financial Mathematics /
|c Ying Jiao, editor.
|
264 |
|
1 |
|a Singapore :
|b Springer,
|c [2020].
|
264 |
|
4 |
|c ©2020
|
300 |
|
|
|a vii, 248 páginas :
|b gráficas en color ;
|c 24 cm.
|
336 |
|
|
|2 rdacontent
|a texto
|
337 |
|
|
|2 rdamedia
|a sin mediación
|
338 |
|
|
|2 rdacarrier
|a volumen
|
490 |
0 |
|
|a Mathematical Lectures from Peking University
|
500 |
|
|
|a Este volumen presenta una colección de apuntes de mini-cursos impartidos en la Escuela de Verano de Matemáticas Financieras del BICMR (Beijing International Center of Mathematical Research), del 29 de mayo al 9 de junio de 2017.
|
504 |
|
|
|a Incluye bibliografías.
|
505 |
0 |
|
|a Continuous-state branching processes with immigration / Zenghu Li -- Enlargement of filtration in discrete time / Christophette Blanchet-Scalliet and Monique Jeanblanc -- Clustering Effects via Hawkes Processes / Guillaume Bernis and Simone Scotti -- Bernstein Copulas and Composite Bernstein Copulas / Jingping Yang, Fang Wang and Zongkai Xie -- Wealth Transfers, Indifference Pricing, and XVA Compression Schemes / Claudio Albanese, Marc Chataigner and Stéphane Crépey.
|
650 |
|
4 |
|9 4544
|a Matemáticas financieras
|v Congresos
|
700 |
1 |
|
|a Jiao, Ying
|9 453213
|e editor
|
942 |
|
|
|2 lcc
|c LIBRO
|