03211nam 22005535 450 99641827880331620200629130414.0981-15-1576-X10.1007/978-981-15-1576-7(CKB)4100000010755575(DE-He213)978-981-15-1576-7(MiAaPQ)EBC6142633(PPN)243223935(EXLCZ)99410000001075557520200320d2020 u| 0engurnn|008mamaatxtrdacontentcrdamediacrrdacarrierFrom Probability to Finance[electronic resource] Lecture Notes of BICMR Summer School on Financial Mathematics /edited by Ying Jiao1st ed. 2020.Singapore :Springer Singapore :Imprint: Springer,2020.1 online resource (VII, 248 p. 25 illus., 20 illus. in color.) Mathematical Lectures from Peking University,2197-4209981-15-1575-1 Includes bibliographical references.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. .Mathematical Lectures from Peking University,2197-4209Applied mathematicsEngineering mathematicsProbabilitiesApplications of Mathematicshttps://scigraph.springernature.com/ontologies/product-market-codes/M13003Probability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Applied mathematics.Engineering mathematics.Probabilities.Applications of Mathematics.Probability Theory and Stochastic Processes.332.0151922Jiao Yingedthttp://id.loc.gov/vocabulary/relators/edtMiAaPQMiAaPQMiAaPQBOOK996418278803316From Probability to Finance2126346UNISA