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 | ||
|
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 | ||
|