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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

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

Material type
단행본
Personal Author
Kijima, Masaaki, 1957-.
Corporate Author
Kyoto Daigaku. Keizai Kenkyujo.
Title Statement
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.].
Publication, Distribution, etc
Singapore ;   Hackensack, NJ :   World Scientific,   2010.  
Physical Medium
xi, 272 p. : ill. ; 24 cm.
ISBN
9789814299893 (hbk.) 9814299898
General Note
"The workshop is the successor of the 'Daiwai International Workshop on Financial Engineering ' that was held in Tokyo every year since 2004..."--Pref.  
Content Notes
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.
Bibliography, Etc. Note
Includes bibliographical references.
Subject Added Entry-Topical Term
Financial engineering -- Congresses.
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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

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Science & Engineering Library/Sci-Info(Stacks2)/ Call Number 332.60151 R295 Accession No. 121211743 Availability Available Due Date Make a Reservation Service B M

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