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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
Applied Probability - Proceedings of an IMS Workshop on Applied Probability, May 31, 1999-June 12, 1999. Institute of...

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)

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

Series: AMS/IP Studies in Advanced Mathematics

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Loot Price R1,415 Discovery Miles 14 150 | Repayment Terms: R133 pm x 12*

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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.

General

Imprint: American Mathematical Society
Country of origin: United States
Series: AMS/IP Studies in Advanced Mathematics
Release date: July 2002
Authors: Raymond Chan • Yue Kuen Kwok • David Yao • Qiang Zhang
Dimensions: 230mm (L)
Format: Paperback
Pages: 148
Edition: Illustrated Ed
ISBN-13: 978-0-8218-3191-5
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Business & management > Business mathematics & systems > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
Books > Business & Economics > Business & management > Management & management techniques > Management decision making > General
LSN: 0-8218-3191-7
Barcode: 9780821831915

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