A01=David Yao
A01=Qiang Zhang
A01=Raymond Chan
A01=Yue-Kuen Kwok
Author_David Yao
Author_Qiang Zhang
Author_Raymond Chan
Author_Yue-Kuen Kwok
Category=KJMD
Category=KJQ
Category=PBT
Category=PBWL
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Product details
- ISBN 9780821831915
- Weight: 283g
- Publication Date: 30 Jun 2002
- Publisher: American Mathematical Society
- Publication City/Country: US
- Product Form: Paperback
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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.
