
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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050 | 0 0 | ▼a HG176.7 ▼b .K54 2009 |
082 | 0 4 | ▼a 332.60151 ▼2 22 |
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090 | ▼a 332.60151 ▼b R295 | |
245 | 0 0 | ▼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.]. |
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, NJ : ▼b World Scientific, ▼c 2010. | |
300 | ▼a xi, 272 p. : ▼b ill. ; ▼c 24 cm. | |
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. |
550 | ▼a "Jointly organized by the Institute of Economics Research, Kyoto University (KIER) and the Graduate School of Social Sciences, Tokyo Metropolitan University (TMU)"--Pref. | |
650 | 0 | ▼a Financial engineering ▼v Congresses. |
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. |
711 | 2 | ▼a KIER-TMU International Workshop on Financial Engineering ▼d (2009 : ▼c Tokyo, Japan) |
945 | ▼a KLPA |
소장정보
No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
---|---|---|---|---|---|---|---|
No. 1 | 소장처 과학도서관/Sci-Info(2층서고)/ | 청구기호 332.60151 R295 | 등록번호 121211743 | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |