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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Destinazione, tempi e costiDa: Bookmonger.Ltd, HILLSIDE, NJ, U.S.A.
Paperback. Condizione: Fine. Codice articolo mon0000419603
Quantità: 1 disponibili
Da: Ainsworth Books ( IOBA), Chilliwack, BC, Canada
Paperback. Condizione: Very Good+. First Edition; First Printing. Only slight wear to card covers; A bright, solid book ; Trade PB; AMS/IP Studies in Advanced Mathematics Volume 26; 0.39 x 9.84 x 7.01 Inches; 148 pages; 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. Codice articolo 13773
Quantità: 1 disponibili
Da: Antiquariat Bookfarm, Löbnitz, Germania
Softcover. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ancien Exemplaire de bibliothèque avec signature et cachet. BON état, quelques traces d'usure. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. 60 APP 9780821831915 Sprache: Englisch Gewicht in Gramm: 550. Codice articolo 2504125
Quantità: 1 disponibili
Da: Antiquariat Bookfarm, Löbnitz, Germania
Softcover. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ancien Exemplaire de bibliothèque avec signature et cachet. BON état, quelques traces d'usure. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. 60 APP 9780821831915 Sprache: Englisch Gewicht in Gramm: 500. Codice articolo 2498153
Quantità: 1 disponibili