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AMS/IP Studies in Advanced Mathematics

Volume 26

Applied Probability

Editors

Raymond Chan (The Chinese University of Hong Kong)

Yue-Kuen Kwok

David Yao

Qiang Zhang

Published: 2002

Publisher: American Mathematical Society / International Press

Language: English

Paperback

148 pages

List Price: $45.00

Description

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.

This volume is part of the AMS/IP Studies in Advanced Mathematics book series.

Publications

Pub. Date

ISBN-13

ISBN-10

Medium

Binding

Size, Etc.

Status

List Price

2002

9780821831915

0821831917

Print

paperback

In Print

US$45.00