Applied Probability (AMS/IP Studies in Advanced Mathematics): Proceedings of an IMS Workshop on Applied Probability, May 31, 1999-June 12, 1999. ... University of Hong Kong, Hong Kong, China - Softcover

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

 
9780821831915: Applied Probability (AMS/IP Studies in Advanced Mathematics): Proceedings of an IMS Workshop on Applied Probability, May 31, 1999-June 12, 1999. ... University of Hong Kong, Hong Kong, China

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.

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Product Description

Applied Probability The goal of the 'IMS Workshop on Applied Probability' organized by the Institute of Mathematical Sciences at the Chinese University of Hong Kong in May 1999 was to promote research in applied probability for local mathematicians. This book presents articles on material from invited talks given at the workshop.

"About this title" may belong to another edition of this title.