This two-week workshop aims to promote research interest in applied probability for local mathematicians and engineers and to foster contacts and exchanges with experts from other parts of the world. The main themes of the workshop are: Mathematical Finance and Stochastic Networks.

Invited Speakers:

• First week (May 31 - June 4, 1999): Financial Mathematics and Stochastics

 

 

 Plenary Speakers:

• Soeren Asmussen, Lund University, Sweden
• Mark Davis, Tokyo-Mitsubishi International PLC, England
• David Heath, Carnegie Mellon University, USA
Other Speakers:
• Shuping Chen, Zhejiang University, China
• Fred Hickernell, Hong Kong Baptist University
• Yue-Kuen Kwok, Hong Kong University of Science and Technology
• Duan Li, Chinese University of Hong Kong
• Shunlong Luo, Chinese Academy of Science, China
• Zhiming Ma, Chinese Academy of Science, China
• Shanjian Tang, Fudan University, China
• Allanus Tsoi, Hong Kong University of Science and Technology
• Jiaan Yan, Chinese Academy of Science, China
• Qiang Zhang, City University of Hong Kong
• Second week (June 7 - June 11, 1999): Stochastic Networks

 

 

 Plenary Speakers:

• Jim G. Dai, Georgia Institute of Technology, USA
• Peter W. Glynn, Stanford University, USA
• P. R. Kumar, University of Illinois, USA
• Peter Taylor, The University of Adelaide, Australia
Other Speakers:
• Dayue Chen, Peking University, China
• Mufa Chen, Beijing Normal University, China
• Wai-Ki Ching, Hong Kong Government.
• Guangliang Li, Chinese Academy of Sciences, China
• Jogesh Muppala, Hong Kong University of Science and Technology
• Qiang Ye, University of Manitoba, Canada
• Hanqin Zhang, Chinese Academy of Sciences, China
• Xinsheng Zhang, Shantou University, China

Final Program:

First week: Financial Mathematics and Stochastics.

Venue: LT3, Lady Shaw Building.

Second week: Stochastic Networks.

Venue: LT3, Lady Shaw Building.

Proceedings:

All speakers are invited to submit papers based on their talks for publication in a workshop proceedings. Articles submitted will go through the normal refereeing process. Detailed instructions for authors will be given at the Workshop.

Registration:

There will be no registration fee for the participants in the Workshop. But since seats are limited, please register first.
List of Participants.

Accommodations:

We have made special arrangements for workshop participants to be accommodated in the 5-star Royal Plaza Hotel at a rate of HK$420.00 net per standard twin-bed room. For reservation of rooms, please contact our conference secretary by email.

Direction:
For direction to and from the Airport, the Hotel and the workshop venue, please click here.

Organizing Committee:

• Raymond Chan (Dept. of Mathematics)
• John Lui (Dept. of Computer Science)
• David Yao (Dept. of Systems Engineering and Engineering Management)
• Raymond Yeung (Dept. of Information Engineering)
• Xunyu Zhou (Dept. of Systems Engineering and Engineering Management)

Sponsors:

• The Institute of Mathematical Sciences, CUHK
• Department of Systems Engineering and Engineering Management, CUHK
• The Zheng Ge Ru Foundation
• Royal Plaza Hotel, Hong Kong

Workshop Secretariat:

Ms. Lily Chan
Rm. 501, Mong Man Wai Building
The Institute of Mathematical Sciences
The Chinese University of Hong Kong
Shatin, Hong Kong
Tel: 852 - 2609 8038
Fax: 852 - 2603 7636
Email: ims@ims.cuhk.edu.hk

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