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...
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| Körperschaften: | , , |
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| Format: | Elektronisch Tagungsbericht E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore ; Hackensack, NJ :
World Scientific,
2010.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | 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. |
| Beschreibung: | 1 online resource (xi, 272 pages) : illustrations |
| Bibliographie: | Includes bibliographical references. |
| ISBN: | 9789814304078 9814304077 1283144425 9781283144421 9786613144423 6613144428 |
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| 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 |
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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. | ||
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| 700 | 1 | |a Kijima, Masaaki, |d 1957- |1 https://id.oclc.org/worldcat/entity/E39PBJqVXMVqHxq6bFGcfhtYfq |0 http://id.loc.gov/authorities/names/n89653963 | |
| 710 | 2 | |a Kyōto Daigaku. |b Keizai Kenkyūjo. |0 http://id.loc.gov/authorities/names/n85190158 | |
| 710 | 2 | |a Shuto Daigaku Tōkyō. |b Shakai Kagaku Kenkyūka. | |
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| contents | 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. |
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| discipline | Wirtschaftswissenschaften |
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| genre | Congress https://id.nlm.nih.gov/mesh/D016423 proceedings (reports) aat Conference papers and proceedings fast Conference papers and proceedings. lcgft http://id.loc.gov/authorities/genreForms/gf2014026068 Actes de congrès. rvmgf |
| genre_facet | Congress proceedings (reports) Conference papers and proceedings Conference papers and proceedings. Actes de congrès. |
| id | ZDB-4-EBA-ocn738439359 |
| illustrated | Illustrated |
| indexdate | 2024-11-27T13:17:54Z |
| institution | BVB |
| institution_GND | http://id.loc.gov/authorities/names/no2011019236 http://id.loc.gov/authorities/names/n85190158 |
| isbn | 9789814304078 9814304077 1283144425 9781283144421 9786613144423 6613144428 |
| language | English |
| oclc_num | 738439359 |
| open_access_boolean | |
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| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (xi, 272 pages) : illustrations |
| psigel | ZDB-4-EBA |
| publishDate | 2010 |
| publishDateSearch | 2010 |
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| publisher | World Scientific, |
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| spelling | KIER-TMU International Workshop on Financial Engineering (2009 : Tokyo, Japan) http://id.loc.gov/authorities/names/no2011019236 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 [and others]. Proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009 2009 recent advances in financial engineering Singapore ; Hackensack, NJ : World Scientific, 2010. 1 online resource (xi, 272 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 text file rdaft http://rdaregistry.info/termList/fileType/1002 "Jointly organized by the Institute of Economics Research, Kyoto University (KIER) and the Graduate School of Social Sciences, Tokyo Metropolitan University (TMU)"--Preface 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. Includes bibliographical references. Print version record. 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. English. Financial engineering Congresses. Ingénierie financière Congrès. BUSINESS & ECONOMICS Finance. bisacsh Financial engineering fast Congress https://id.nlm.nih.gov/mesh/D016423 proceedings (reports) aat Conference papers and proceedings fast Conference papers and proceedings. lcgft http://id.loc.gov/authorities/genreForms/gf2014026068 Actes de congrès. rvmgf Kijima, Masaaki, 1957- https://id.oclc.org/worldcat/entity/E39PBJqVXMVqHxq6bFGcfhtYfq http://id.loc.gov/authorities/names/n89653963 Kyōto Daigaku. Keizai Kenkyūjo. http://id.loc.gov/authorities/names/n85190158 Shuto Daigaku Tōkyō. Shakai Kagaku Kenkyūka. has work: Recent advances in financial engineering (Text) https://id.oclc.org/worldcat/entity/E39PCGyv4t4mPdG7QkCD7tX9cK https://id.oclc.org/worldcat/ontology/hasWork Print version: KIER-TMU International Workshop on Financial Engineering (2009 : Tokyo, Japan). Recent advances in financial engineering. Singapore ; Hackensack, NJ : World Scientific, 2010 9789814299893 (DLC) 2010284753 (OCoLC)496951737 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=374766 Volltext |
| spellingShingle | Recent advances in financial engineering : proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 / 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. Financial engineering Congresses. Ingénierie financière Congrès. BUSINESS & ECONOMICS Finance. bisacsh Financial engineering fast |
| subject_GND | https://id.nlm.nih.gov/mesh/D016423 http://id.loc.gov/authorities/genreForms/gf2014026068 |
| title | Recent advances in financial engineering : proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 / |
| title_alt | Proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009 2009 recent advances in financial engineering |
| title_auth | Recent advances in financial engineering : proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 / |
| title_exact_search | Recent advances in financial engineering : proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 / |
| title_full | 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 [and others]. |
| title_fullStr | 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 [and others]. |
| title_full_unstemmed | 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 [and others]. |
| title_short | Recent advances in financial engineering : |
| title_sort | recent advances in financial engineering proceedings of the kier tmu international workshop on financial engineering 2009 otemachi sankei plaza tokyo 3 4 august 2009 |
| title_sub | proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 / |
| topic | Financial engineering Congresses. Ingénierie financière Congrès. BUSINESS & ECONOMICS Finance. bisacsh Financial engineering fast |
| topic_facet | Financial engineering Congresses. Ingénierie financière Congrès. BUSINESS & ECONOMICS Finance. Financial engineering Congress proceedings (reports) Conference papers and proceedings Conference papers and proceedings. Actes de congrès. |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=374766 |
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