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010   $a981-15-1576-X
024 7 $a10.1007/978-981-15-1576-7
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035   $a(DE-He213)978-981-15-1576-7
035   $a(MiAaPQ)EBC6142633
035   $a(PPN)243223935
035   $a(EXLCZ)994100000010755575
100   $a20200320d2020      u|             0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aFrom Probability to Finance$b[electronic resource] $eLecture Notes of BICMR Summer School on Financial Mathematics /$fedited by Ying Jiao
205   $a1st ed. 2020.
210  1$aSingapore :$cSpringer Singapore :$cImprint: Springer,$d2020.
215   $a1 online resource (VII, 248 p. 25 illus., 20 illus. in color.) 
225 1 $aMathematical Lectures from Peking University,$x2197-4209
311   $a981-15-1575-1 
320   $aIncludes bibliographical references.
327   $aZenghu 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.
330   $aThis volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of Financial Mathematics, from May 29 to June 9, 2017. Each chapter is self-contained and corresponds to one mini-course which deals with a distinguished topic, such as branching processes, enlargement of filtrations, Hawkes processes, copula models and valuation adjustment analysis, whereas the global topics cover a wide range of advanced subjects in financial mathematics, from both theoretical and practical points of view. The authors include world-leading specialists in the domain and also young active researchers. This book will be helpful for students and those who work on probability and financial mathematics. .
410  0$aMathematical Lectures from Peking University,$x2197-4209
606   $aApplied mathematics
606   $aEngineering mathematics
606   $aProbabilities
606   $aApplications of Mathematics$3https://scigraph.springernature.com/ontologies/product-market-codes/M13003
606   $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004
615  0$aApplied mathematics.
615  0$aEngineering mathematics.
615  0$aProbabilities.
615 14$aApplications of Mathematics.
615 24$aProbability Theory and Stochastic Processes.
676   $a332.0151922
702   $aJiao$b Ying$4edt$4http://id.loc.gov/vocabulary/relators/edt
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910484073403321
996   $aFrom Probability to Finance$92126346
997   $aUNINA