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 - Softcover

 
9780821831915: 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

Synopsis

Eleven papers from a June 1999 workshop apply probability to mathematical finance and stochastic networks. Topics include convertible bonds with market risk and credit risk, dynamic insider trading, circulant approximations for stochastic automata networks, ergodic theory for Markov processes, and comparison theorems for diffusion processes. No index. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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