Recent advances in financial engineering : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 /

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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KIER-TMU International Workshop on Financial Engineering Tokyo, Japan)
TeilnehmendeR:
Kijima, Masaaki, 1957-
Kyoto Daigaku. Keizai Kenkyujo.
Shuto Daigaku Tokyo. Graduate School of Social Sciences.
ProQuest (Firm)
Year of Publication:2010
Language:English
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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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id 500731108
ctrlnum (MiAaPQ)500731108
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(CaPaEBR)ebr10479655
(CaONFJC)MIL314442
(OCoLC)738439359
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spelling KIER-TMU International Workshop on Financial Engineering (2009 : Tokyo, Japan)
Recent advances in financial engineering [electronic resource] : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 / editors, Masaaki Kijima ... [et al.].
Proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009
2009 recent advances in financial engineering
Singapore ; Hackensack, N.J. : World Scientific, 2010.
xi, 272 p. : ill.
"The workshop is the successor of the 'Daiwai International Workshop on Financial Engineering ' that was held in Tokyo every year since 2004 ..."--Pref.
Includes bibliographical references.
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.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Financial engineering Congresses.
Electronic books.
Kijima, Masaaki, 1957-
Kyoto Daigaku. Keizai Kenkyujo.
Shuto Daigaku Tokyo. Graduate School of Social Sciences.
ProQuest (Firm)
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=731108 Click to View
language English
format Electronic
Conference Proceeding
eBook
author2 Kijima, Masaaki, 1957-
Kyoto Daigaku. Keizai Kenkyujo.
Shuto Daigaku Tokyo. Graduate School of Social Sciences.
ProQuest (Firm)
author_facet Kijima, Masaaki, 1957-
Kyoto Daigaku. Keizai Kenkyujo.
Shuto Daigaku Tokyo. Graduate School of Social Sciences.
ProQuest (Firm)
KIER-TMU International Workshop on Financial Engineering Tokyo, Japan)
Kyoto Daigaku. Keizai Kenkyujo.
Shuto Daigaku Tokyo. Graduate School of Social Sciences.
ProQuest (Firm)
author2_variant m k mk
author2_role TeilnehmendeR
TeilnehmendeR
TeilnehmendeR
TeilnehmendeR
author_corporate KIER-TMU International Workshop on Financial Engineering Tokyo, Japan)
Kyoto Daigaku. Keizai Kenkyujo.
Shuto Daigaku Tokyo. Graduate School of Social Sciences.
ProQuest (Firm)
author_sort KIER-TMU International Workshop on Financial Engineering Tokyo, Japan)
title Recent advances in financial engineering proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 /
spellingShingle Recent advances in financial engineering proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 /
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.
title_sub proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 /
title_full Recent advances in financial engineering [electronic resource] : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 / editors, Masaaki Kijima ... [et al.].
title_fullStr Recent advances in financial engineering [electronic resource] : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 / editors, Masaaki Kijima ... [et al.].
title_full_unstemmed Recent advances in financial engineering [electronic resource] : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 / editors, Masaaki Kijima ... [et al.].
title_auth Recent advances in financial engineering proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 /
title_alt Proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009
2009 recent advances in financial engineering
title_new Recent advances in financial engineering
title_sort recent advances in financial engineering proceedings of the kier-tmu international workshop on financial engineering 2009 : otemachi, sankei plaza, tokyo, 3-4 august 2009 /
publisher World Scientific,
publishDate 2010
physical xi, 272 p. : ill.
contents 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.
isbn 9789814304078 (electronic bk.)
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG176
callnumber-sort HG 3176.7 K54 42009
genre Electronic books.
genre_facet Congresses.
Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=731108
illustrated Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 332 - Financial economics
dewey-full 332
dewey-sort 3332
dewey-raw 332
dewey-search 332
oclc_num 738439359
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