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2010 recent advances in financial engineering : proceedings of the KIER-TMU International Workshop on Financial Engineering, 2010 : Akihabara Daibiru, Tokyo, 2-3 August, 2010 /

Contains the proceedings of the KIER-TMU International Workshop on Financial Engineering 2010, which was held in Tokyo, in order to exchange new ideas in financial engineering among industry professionals and researchers from various countries.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores Corporativos: KIER-TMU International Workshop on Financial Engineering Tokyo, Japan, Kyōto Daigaku. Keizai Kenkyūjo, Shuto Daigaku Tōkyō. Shakai Kagaku Kenkyūka
Otros Autores: Kijima, Masaaki, 1957-
Formato: Electrónico Congresos, conferencias eBook
Idioma:Inglés
Publicado: Singapore ; Hackensack, N.J. : World Scientific, 2011.
Temas:
Acceso en línea:Texto completo

MARC

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111 2 |a KIER-TMU International Workshop on Financial Engineering  |d (2010 :  |c Tokyo, Japan) 
245 1 0 |a 2010 recent advances in financial engineering :  |b proceedings of the KIER-TMU International Workshop on Financial Engineering, 2010 : Akihabara Daibiru, Tokyo, 2-3 August, 2010 /  |c editors, Masaaki Kijima [and others]. 
246 3 |a Recent advances in financial engineering 2010 
260 |a Singapore ;  |a Hackensack, N.J. :  |b World Scientific,  |c 2011. 
300 |a 1 online resource (xi, 245 pages) :  |b illustrations 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
500 |a "The KIER-TMU workshop is ... a successor to 'Daiwa International Workshop on Financial Engineering, ' which was held from 2004 to 2008, and is jointly organized by the Institute of Economics Research, Kyoto University (KIER) and the Graduate School of Social Sciences, Tokyo Metropolitan University (TMU)." 
504 |a Includes bibliographical references. 
505 0 |a The distribution of returns at longer horizons / E. Eberlein and D. B. Madan -- Two examples of an insider with medium/long term effects on the underlying / H. Hata and A. Kohatsu-Higa -- A note on the risk management of CDOs / J.-P. Laurent -- Robust no arbitrage condition for continuous-time models with transaction costs / E. Denis -- Modeling of interest-rate term structures under collateralization and its implications / M. Fujii and A. Takahashi -- On the state variables for optimal portfolio strategies in the Japanese market / S. Kamimura -- The diversity of information acquisition strategies in a noisy REE model with a common signal and independent signals / S. Kawanishi -- Option pricing with a regime-switching Levy model / C. C. Siu -- An empirical analysis of equity market expectations in the financial turmoil using implied moments and jump diffusion processes / Y. Sugihara and N. Oda -- Investor characteristics and portfolio value / N. Takezawa -- Optimal hedging with additive models / Y. Yamada. 
520 8 |a Contains the proceedings of the KIER-TMU International Workshop on Financial Engineering 2010, which was held in Tokyo, in order to exchange new ideas in financial engineering among industry professionals and researchers from various countries. 
546 |a English. 
590 |a ProQuest Ebook Central  |b Ebook Central Academic Complete 
650 0 |a Financial engineering  |v Congresses. 
650 6 |a Ingénierie financière  |v Congrès. 
650 7 |a Financial engineering  |2 fast 
655 7 |a Conference papers and proceedings  |2 fast 
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 2010 recent advances in financial engineering (Text)  |1 https://id.oclc.org/worldcat/entity/E39PCGJxpHJXk9tdJY9v7t96Bq  |4 https://id.oclc.org/worldcat/ontology/hasWork 
776 0 8 |i Print version:  |a Kijima, Masaaki.  |t RECENT ADVANCES IN FINANCIAL ENGINEERING 2010 : Proceedings of the Kier - TMU International Workshop on Financial Engineering.  |d Singapore : World Scientific Publishing Company, ©2011  |z 9789814366021 
856 4 0 |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=840640  |z Texto completo 
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