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 Hong Kong, Hong Kong, China

David Yao author Yue Kuen Kwok author Raymond Chan author Qiang Zhang author

Format:Paperback

Publisher:American Mathematical Society

Published:1st Jul '02

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Applied Probability cover

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.

ISBN: 9780821831915

Dimensions: unknown

Weight: unknown