From Probability to Finance

Know about the book -

From Probability to Finance is written by Ying Jiao and published by Springer Nature. It's available with International Standard Book Number or ISBN identification 981151576X (ISBN 10) and 9789811515767 (ISBN 13).

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.