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Recent advances in financial engineering
KIER-TMU International Worksho ...

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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.].

Published 2010 by World Scientific in New Jersey .
Written in English.

Table of 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. 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.

Edition Notes

"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.

"Jointly organized by the Institute of Economics Research, Kyoto University (KIER) and the Graduate School of Social Sciences, Tokyo Metropolitan University (TMU)"--Pref.

Other Titles
Proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009, 2009 recent advances in financial engineering

Classifications

Dewey Decimal Class
332
Library of Congress
HG176.7 .K54 2009

The Physical Object

Pagination
xi, 272 p. :
Number of pages
272

ID Numbers

Open Library
OL25568597M
Internet Archive
recentadvancesfi2009masa
ISBN 10
9814299898
ISBN 13
9789814299893
OCLC/WorldCat
496951737

History Created July 30, 2014 · 1 revision Download catalog record: RDF / JSON

July 30, 2014 Created by ImportBot import new book