Probability, Finance And Insurance: Proceedings Of The Workshop, The University of Hong Kong 15-17 July 2002

ISBN 10: 9812388532 / ISBN 13: 9789812388537

Published by World Scientific Publishing Company, 2004

About this Item

Very Good. Dust Jacket may NOT BE INCLUDED.CDs may be missing. SHIPS FROM MULTIPLE LOCATIONS.

Seller Inventory # ERICA82998123885324

Bibliographic Details

• Title: Probability, Finance And Insurance: Proceedings Of The Workshop, The University of Hong Kong 15-17 July 2002
• Publisher: World Scientific Publishing Company
• Publication Date: 2004
• Language: English
• ISBN 10: 9812388532
• ISBN 13: 9789812388537
• Binding: Hardcover
• Condition: Very Good
• Dust Jacket Condition: Dust Jacket Included
• Book Type: book

About this title

Synopsis

This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in actuarial sciences and quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing importance to the country's expanding economy, and the workshop and its proceedings can be regarded as the first step in this direction.This book presents the most recent developments in probability, finance and actuarial sciences, especially in Chinese probability research. It focuses on the integration of probability theory with applications in finance and insurance. It also brings together academic researchers and those in industry and government. With contributions by leading authorities on probability theory -- particularly limit theory and large derivations, valuation of credit derivatives, portfolio selection, dynamic protection and ruin theory -- it is an essential source of ideas and information for graduate students and researchers in probability theory, mathematical finance and actuarial sciences, and thus every university should acquire a copy.The proceedings have been selected for coverage in: - Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)- Index to Social Sciences & Humanities Proceedings(R) (ISSHP(R) / ISI Proceedings)- Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)- CC Proceedings -- Engineering & Physical Sciences