Applied Probability: Proceedings of an Ims Workshop on Applied Probability, May 31, 1999-June 12, 1999. Institute of Mathematical Sciences at the Chinese University of - Couverture souple

Chan, Raymond; Kwok, Yue-Kuen; Yao, David; Zhang, Qiang

 
9780821831915: Applied Probability: Proceedings of an Ims Workshop on Applied Probability, May 31, 1999-June 12, 1999. Institute of Mathematical Sciences at the Chinese University of
Couverture souple
ISBN 10 : 0821831917 ISBN 13 : 9780821831915
Editeur : American Mathematical Society, 2002

Synopsis

This book presents articles on original material from invited talks given at the 'IMS Workshop on Applied Probability' organized by the Institute of Mathematical Sciences at the Chinese University of Hong Kong in May 1999. The goal of the workshop was to promote research in applied probability for local mathematicians and engineers and to foster exchange with experts from other parts of the world. The main themes were mathematical finance and stochastic networks. The topics range from the theoretical study, e.g., ergodic theory and diffusion processes, to very practical problems, such as convertible bonds with market risk and insider trading. The wide scope of coverage in the book make it a helpful reference for graduate students and researchers, and for practitioners working in mathematical finance.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
American Mathematical Society
Date d'édition
2002
Langue
anglais
ISBN 10 
0821831917
ISBN 13 
9780821831915
Reliure
Broché
Nombre de pages
148
Coordonnées du fabricant
non disponible
Personne responsable
non disponible