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. This item is unavailable.
Language: English
Published by Amer Mathematical Society, 2002
- Softcover
- Used
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- Title
- 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
- Author
- Ims Workshop on Applied Probability; Chan, Raymond H. (EDT)
- Publisher
- Amer Mathematical Society
- Publication year
- 2002
- Condition
- As New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 0821831917
- ISBN 13
- 9780821831915
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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