Ying Jiao – författare
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6 produkter
Portfolio Optimization with Different Information Flow
Av Ying Jiao, Caroline Hillairet
E-bok, 2017
1152 kr
Lägg i varukorg
Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of …
Portfolio Optimization with Different Information Flow
Av Caroline Hillairet, Ying Jiao
Inbunden, 2017
926 kr
Lägg i varukorg
Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of …
From Probability to Finance
Lecture Notes of BICMR Summer School on Financial Mathematics
Av Ying Jiao
Inbunden, 2020
552 kr
Lägg i varukorg
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 …
From Probability to Finance
Lecture Notes of BICMR Summer School on Financial Mathematics
Av Ying Jiao
E-bok, 2020
718 kr
Lägg i varukorg
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 …
From Probability to Finance
Lecture Notes of BICMR Summer School on Financial Mathematics
Av Ying Jiao
Häftad, 2021
552 kr
Lägg i varukorg
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 …
ARBITRAGE, CREDIT AND INFORMATIONAL RISKS
Av Hillairet Caroline, Caroline Hillairet m. fl.
Inbunden, 2014
1356 kr
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This book contains a collection of research papers in mathematical finance covering recent advances in arbitrage, credit and asymmetric information risks. These subjects have attracted academic and practical attention, in particular after the international financial crisis. The volume is split into …
