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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 /
This book consists of 18 papers presented at the KIER-TMU International Workshop on Financial Engineering 2009. These papers address state-of-the-art techniques in financial engineering, and they are selected through appropriate referees' evaluation followed by the editors' final decision...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores Corporativos: | , , |
| Otros Autores: | |
| Formato: | Electrónico Congresos, conferencias eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore ; Hackensack, NJ :
World Scientific,
2010.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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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 : |b proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 / |c editors, Masaaki Kijima [and others]. |
| 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 1 online resource (xi, 272 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 550 | |a "Jointly organized by the Institute of Economics Research, Kyoto University (KIER) and the Graduate School of Social Sciences, Tokyo Metropolitan University (TMU)"--Preface | ||
| 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. | |
| 504 | |a Includes bibliographical references. | ||
| 588 | 0 | |a Print version record. | |
| 520 | |a This book consists of 18 papers presented at the KIER-TMU International Workshop on Financial Engineering 2009. These papers address state-of-the-art techniques in financial engineering, and they are selected through appropriate referees' evaluation followed by the editors' final decision in order to make this book a high-quality one. The KIER-TMU International Workshop on Financial Engineering was held for the first time in 2009. Prof. Kijima (the Chair of this workshop) and his colleagues held the Daiwa International Workshop on Financial Engineering in Tokyo from 2004-2008. Each year, vario. | ||
| 546 | |a English. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
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| 650 | 0 | |a Financial engineering |v Congresses. | |
| 650 | 6 | |a Ingénierie financière |v Congrès. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Financial engineering |2 fast | |
| 655 | 2 | |a Congress | |
| 655 | 7 | |a proceedings (reports) |2 aat | |
| 655 | 7 | |a Conference papers and proceedings |2 fast | |
| 655 | 7 | |a Conference papers and proceedings. |2 lcgft | |
| 655 | 7 | |a Actes de congrès. |2 rvmgf | |
| 700 | 1 | |a Kijima, Masaaki, |d 1957- |1 https://id.oclc.org/worldcat/entity/E39PBJqVXMVqHxq6bFGcfhtYfq | |
| 710 | 2 | |a Kyōto Daigaku. |b Keizai Kenkyūjo. | |
| 710 | 2 | |a Shuto Daigaku Tōkyō. |b Shakai Kagaku Kenkyūka. | |
| 758 | |i has work: |a Recent advances in financial engineering (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGyv4t4mPdG7QkCD7tX9cK |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a KIER-TMU International Workshop on Financial Engineering (2009 : Tokyo, Japan). |t Recent advances in financial engineering. |d Singapore ; Hackensack, NJ : World Scientific, 2010 |z 9789814299893 |w (DLC) 2010284753 |w (OCoLC)496951737 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=731108 |z Texto completo |
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