Table of contents
About this book
This 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.
non-linear expectation risk measure enlargement of filtration XVA analysis copula models in finance branching processes mathematical finance stochastic process stochastic analysis risk menagement
Editors and affiliations
- DOI https://doi.org/10.1007/978-981-15-1576-7
- Copyright Information Springer Nature Singapore Pte Ltd. 2020
- Publisher Name Springer, Singapore
- eBook Packages Mathematics and Statistics
- Print ISBN 978-981-15-1575-0
- Online ISBN 978-981-15-1576-7
- Series Print ISSN 2197-4209
- Series Online ISSN 2197-4217
- Buy this book on publisher's site