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From probability to finance : lecture notes of BICMR Summer School on Financial Mathematics /

Detalles Bibliográficos
Otros Autores: Jiao, Ying (Editor )
Formato: Libro
Lenguaje:English
Publicado: Singapore : Springer, [2020].
Colección:Mathematical Lectures from Peking University
Materias:
Tabla de Contenidos:
  • 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.