Recent advances in financial engineering : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 / / editors, Masaaki Kijima ... [et al.].
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| Year of Publication: | 2010 |
| Language: | English |
| Online Access: | |
| Physical Description: | xi, 272 p. :; ill. |
| Notes: | "The workshop is the successor of the 'Daiwai International Workshop on Financial Engineering ' that was held in Tokyo every year since 2004 ..."--Pref. |
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| 111 | 2 | |a KIER-TMU International Workshop on Financial Engineering |d (2009 : |c Tokyo, Japan) | |
| 245 | 1 | 0 | |a Recent advances in financial engineering |h [electronic resource] : |b proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 / |c editors, Masaaki Kijima ... [et al.]. |
| 246 | 3 | 0 | |a Proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009 |
| 246 | 3 | 0 | |a 2009 recent advances in financial engineering |
| 260 | |a Singapore ; |a Hackensack, N.J. : |b World Scientific, |c 2010. | ||
| 300 | |a xi, 272 p. : |b ill. | ||
| 500 | |a "The workshop is the successor of the 'Daiwai International Workshop on Financial Engineering ' that was held in Tokyo every year since 2004 ..."--Pref. | ||
| 504 | |a Includes bibliographical references. | ||
| 505 | 0 | |a Risk sensitive investment management with affine processes : a viscosity approach / M. Davis and S. Lleo -- Small-sample estimation of models of portfolio credit risk / M.B. Gordy and E. Heitfield -- Heterogeneous beliefs with mortal agents / A.A. Brown and L.C.G. Rogers -- Counterparty risk on a CDS in a Markov chain copula model with joint defaults / S. Crepey, M. Jeanblanc and B. Zargari -- Portfolio efficiency under heterogeneous beliefs / X.-Z. He and L. Shi -- Security pricing with information-sensitive discounting / A. Macrina and P.A. Parbhoo -- On statistical aspects in calibrating a geometric skewed stable asset price model / H. Masuda -- A note on a statistical hypothesis testing for removing noise by the random matrix theory and its application to co-volatility matrices / T. Morimoto and K. Tachibana -- Quantile hedging for defaultable claims / Y. Nakano -- New unified computational algorithm in a high-order asymptotic expansion scheme / K. Takehara, A. Takahashi and M. Toda -- Can financial synergy motivate M&A? / Y. Tian, M. Nishihara and T. Shibata. | |
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Financial engineering |v Congresses. | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Kijima, Masaaki, |d 1957- | |
| 710 | 2 | |a Kyoto Daigaku. |b Keizai Kenkyujo. | |
| 710 | 2 | |a Shuto Daigaku Tokyo. |b Graduate School of Social Sciences. | |
| 710 | 2 | |a ProQuest (Firm) | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=731108 |z Click to View |