From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics / Ying Jiao editor
(Visualizza in formato marc)
(Visualizza in BIBFRAME)
| Titolo: |
From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics / Ying Jiao editor
|
| Pubblicazione: | Singapore, : Springer, : BICMR, 2020 |
| Titolo uniforme: | From Probability to Finance |
| Descrizione fisica: | vii, 248 p. : ill. ; 24 cm |
| Soggetto topico: | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| 60-XX - Probability theory and stochastic processes [MSC 2020] | |
| 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] | |
| 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] | |
| Soggetto non controllato: | Branching processes |
| Copula models in finance | |
| Enlargement of filtration | |
| Mathematical Finance | |
| Non-linear expectation | |
| Risk measure | |
| Risk menagement | |
| Stochastic Analysis | |
| Stochastic processes | |
| XVA analysis | |
| Persona (resp. second.): | Jiao, Ying |
| Titolo autorizzato: | From Probability to Finance |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN0250136 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | http://doi.org/10.1007/978-981-15-1576-7 |
| Opac: | Controlla la disponibilità qui |
Serie:
Mathematical lectures from Peking university Berlin [etc.] . -Springer