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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 (Paperback, Illustrated Ed)
Loot Price: R1,415
Discovery Miles 14 150
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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 (Paperback, Illustrated Ed)
Series: AMS/IP Studies in Advanced Mathematics
Expected to ship within 12 - 17 working days
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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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