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03096nam a2200445 a 4500 |
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EBC731108 |
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MiAaPQ |
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20200520144314.0 |
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|z 9814299898
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|z 9789814299893
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|a 9789814304078 (electronic bk.)
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|a (MiAaPQ)EBC731108
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|a (Au-PeEL)EBL731108
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|a MiAaPQ
|c MiAaPQ
|d MiAaPQ
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|a HG176.7
|b .K54 2009
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|a 332
|2 22
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|a KIER-TMU International Workshop on Financial Engineering
|d (2009 :
|c Tokyo, Japan)
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| 245 |
1 |
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|a Recent advances in financial engineering
|h [electronic resource] :
|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.].
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| 246 |
3 |
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|a Proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009
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| 246 |
3 |
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|a 2009 recent advances in financial engineering
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| 260 |
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|a Singapore ;
|a Hackensack, N.J. :
|b World Scientific,
|c 2010.
|
| 300 |
|
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|a xi, 272 p. :
|b ill.
|
| 500 |
|
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|a "The workshop is the successor of the 'Daiwai International Workshop on Financial Engineering ' that was held in Tokyo every year since 2004 ..."--Pref.
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| 504 |
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|a Includes bibliographical references.
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| 505 |
0 |
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|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.
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| 533 |
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|a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
|
| 650 |
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|a Financial engineering
|v Congresses.
|
| 655 |
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4 |
|a Electronic books.
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| 700 |
1 |
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|a Kijima, Masaaki,
|d 1957-
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| 710 |
2 |
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|a Kyoto Daigaku.
|b Keizai Kenkyujo.
|
| 710 |
2 |
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|a Shuto Daigaku Tokyo.
|b Graduate School of Social Sciences.
|
| 710 |
2 |
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|a ProQuest (Firm)
|
| 856 |
4 |
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|u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=731108
|z Click to View
|
