Item description for Probability, Finance And Insurance: Proceedings Of The Workshop, The University of Hong Kong 15-17 July 2002 by Tze Leung Lai...
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.
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Studio: World Scientific Publishing Company
Est. Packaging Dimensions: Length: 8.9" Width: 6.2" Height: 0.8" Weight: 1 lbs.
Release Date Sep 30, 2004
Publisher World Scientific Publishing Company
ISBN 9812388532 ISBN13 9789812388537
Availability 0 units.
More About Tze Leung Lai
Tze Leung Lai has an academic affiliation as follows - Stanford University, California, USA.