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.
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