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From Probability to Finance [[electronic resource] ] : Lecture Notes of BICMR Summer School on Financial Mathematics / / edited by Ying Jiao
| From Probability to Finance [[electronic resource] ] : Lecture Notes of BICMR Summer School on Financial Mathematics / / edited by Ying Jiao |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (VII, 248 p. 25 illus., 20 illus. in color.) |
| Disciplina | 332.0151922 |
| Collana | Mathematical Lectures from Peking University |
| Soggetto topico |
Applied mathematics
Engineering mathematics Probabilities Applications of Mathematics Probability Theory and Stochastic Processes |
| ISBN | 981-15-1576-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910484073403321 |
| Singapore : , : Springer Singapore : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
From Probability to Finance [[electronic resource] ] : Lecture Notes of BICMR Summer School on Financial Mathematics / / edited by Ying Jiao
| From Probability to Finance [[electronic resource] ] : Lecture Notes of BICMR Summer School on Financial Mathematics / / edited by Ying Jiao |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (VII, 248 p. 25 illus., 20 illus. in color.) |
| Disciplina | 332.0151922 |
| Collana | Mathematical Lectures from Peking University |
| Soggetto topico |
Applied mathematics
Engineering mathematics Probabilities Applications of Mathematics Probability Theory and Stochastic Processes |
| ISBN | 981-15-1576-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNISA-996418278803316 |
| Singapore : , : Springer Singapore : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Portfolio optimization with different information flow / / Caroline Hillairet, Ying Jiao
| Portfolio optimization with different information flow / / Caroline Hillairet, Ying Jiao |
| Autore | Hillairet Caroline |
| Pubbl/distr/stampa | London, [England] ; ; Oxford, [England] : , : ISTE Press Ltd : , : Elsevier Ltd, , 2017 |
| Descrizione fisica | 1 online resource (192 pages) |
| Disciplina | 332.60151 |
| Collana | Optimization in Insurance and Finance Set |
| Soggetto topico | Portfolio management - Mathematical models |
| ISBN | 0-08-101177-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910583314803321 |
Hillairet Caroline
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| London, [England] ; ; Oxford, [England] : , : ISTE Press Ltd : , : Elsevier Ltd, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||