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From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics / Ying Jiao editor
From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics / Ying Jiao editor
Pubbl/distr/stampa Singapore, : Springer, : BICMR, 2020
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
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0250136
Singapore, : Springer, : BICMR, 2020
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics / Ying Jiao editor
From Probability to Finance : Lecture Notes of BICMR Summer School on Financial Mathematics / Ying Jiao editor
Pubbl/distr/stampa Singapore, : Springer, : BICMR, 2020
Descrizione fisica vii, 248 p. : ill. ; 24 cm
Soggetto topico 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
91Gxx - Actuarial science and mathematical finance [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
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00250136
Singapore, : Springer, : BICMR, 2020
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui