Recent advances in financial engineering proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 /
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| Corporate Authors: | , , , |
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| Other Authors: | |
| Format: | Electronic Conference Proceeding eBook |
| Language: | English |
| Published: |
Singapore ; Hackensack, N.J. :
World Scientific,
2010.
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| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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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. Crépey, 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. |b Palo Alto, Calif. : |c ebrary, |d 2013. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Financial engineering |v Congresses. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a Kijima, Masaaki, |d 1957- | |
| 710 | 2 | |a Kyōto Daigaku. |b Keizai Kenkyūjo. | |
| 710 | 2 | |a Shuto Daigaku Tōkyō. |b Graduate School of Social Sciences. | |
| 710 | 2 | |a ebrary, Inc. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10479655 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 124934 |d 124934 | ||