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, Hong Kong, China

ISBN-13: 9780821831915 / Angielski / Miękka / 2002 / 148 str.

Raymond Chan; Yue-Kuen Kwok

Opis

This title presents articles on 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.