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|a 9789814304078 (electronic bk.)
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|z 9789814299893
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|z 9814299898
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|a 658.15224
|2 22
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|a KIER-TMU International Workshop on Financial Engineering
|c Tokyo, Japan)
|d (2009 :
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|a Recent advances in financial engineering
|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.].
|h [electronic resource] :
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| 260 |
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|a Singapore ;
|a Hackensack, N.J. :
|b World Scientific Pub. Co.,
|c c2010.
|
| 300 |
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|a xi, 272 p. :
|b ill.
|
| 504 |
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|a Includes bibliographical references.
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| 505 |
0 |
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|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.
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| 520 |
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|a This book consists of 11 papers based on research presented at the KIER-TMU International Workshop on Financial Engineering, held in Tokyo in 2009. The Workshop, organised by Kyoto University's Institute of Economic Research (KIER) and Tokyo Metropolitan University (TMU), is the successor to the Daiwa International Workshop on Financial Engineering held from 2004 to 2008 by Professor Kijima (the Chair of this Workshop) and his colleagues. Academic researchers and industry practitioners alike have presented the latest research on financial engineering at this international venue. These papers address state-of-the-art techniques in financial engineering, and have undergone a rigorous selection process to make this book a high-quality one. This volume will be of interest to academics, practitioners, and graduate students in the field of quantitative finance and financial engineering.
|
| 533 |
# |
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|a Electronic reproduction.
|b Singapore :
|c World Scientific Publishing Co.,
|d 2010.
|n System requirements: Adobe Acrobat Reader.
|n Mode of access: World Wide Web.
|n Available to subscribing institutions.
|
| 650 |
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|a Financial engineering
|v Congresses.
|
| 655 |
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|a Electronic books.
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| 700 |
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|a Kijima, Masaaki,
|d 1957-
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| 710 |
2 |
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|a World Scientific (Firm)
|
| 710 |
2 |
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|a Kyoto Daigaku.
|b Keizai Kenkyujo.
|
| 710 |
2 |
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|a Shuto Daigaku Tokyo.
|b Graduate School of Social Sciences.
|
| 776 |
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|z 9789814299893
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| 776 |
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|z 9814299898
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| 856 |
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|u https://ezaccess.library.uitm.edu.my/login?url=http://www.worldscientific.com/worldscibooks/10.1142/7700#t=toc
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