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Mathematics of finance: proceedings of an AMS-IMS-SIAM Joint Summer Resea…
by Institute of Mathematical Sciences (New York, N.Y.), Society for Industrial and Applied Mathematics (U.S.), AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences, (Snowbird (UT)), Yin, G. George, American Mathematical Society, AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, (Snowbird (UT))
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Type: 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 pro…