Recent advances in financial engineering proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009
(eBook)
Contributors
Published
Singapore ; Hackensack, N.J. : World Scientific, 2010.
Physical Desc
xi, 272 pages : ill.
Status
More Details
Format
eBook
Language
English
Notes
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.
Bibliography
Includes bibliographical references.
Reproduction
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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Citations
APA Citation, 7th Edition (style guide)
Kijima, M. (2010). Recent advances in financial engineering: proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 . World Scientific.
Chicago / Turabian - Author Date Citation, 17th Edition (style guide)Kijima, Masaaki, 1957-. 2010. Recent Advances in Financial Engineering: Proceedings of the KIER-TMU International Workshop On Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009. World Scientific.
Chicago / Turabian - Humanities (Notes and Bibliography) Citation, 17th Edition (style guide)Kijima, Masaaki, 1957-. Recent Advances in Financial Engineering: Proceedings of the KIER-TMU International Workshop On Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 World Scientific, 2010.
MLA Citation, 9th Edition (style guide)Kijima, Masaaki. Recent Advances in Financial Engineering: Proceedings of the KIER-TMU International Workshop On Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 World Scientific, 2010.
Note! Citations contain only title, author, edition, publisher, and year published. Citations should be used as a guideline and should be double checked for accuracy. Citation formats are based on standards as of August 2021.
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Grouped Work ID
c5732762-9c0b-abc3-55ad-4c3f4a4c0253-eng
Grouping Information
| Grouped Work ID | c5732762-9c0b-abc3-55ad-4c3f4a4c0253-eng |
|---|---|
| Full 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 |
| Author | masaaki kijima |
| Grouping Category | book |
| Last Update | 2022-06-07 21:23:19PM |
| Last Indexed | 2024-04-24 04:58:37AM |
Book Cover Information
| Image Source | default |
|---|---|
| First Loaded | Apr 4, 2024 |
| Last Used | Apr 4, 2024 |
Marc Record
| First Detected | Aug 09, 2021 12:15:10 PM |
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| Last File Modification Time | Nov 22, 2021 08:04:37 AM |
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| 245 | 1 | 0 | |a Recent advances in financial engineering|h [eBook] :|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, N.J. :|b World Scientific,|c 2010. | ||
| 300 | |a xi, 272 p. :|b ill. | ||
| 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. 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. | |
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Financial engineering|v Congresses. | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Kijima, Masaaki,|d 1957- | |
| 710 | 2 | |a Kyōto Daigaku.|b Keizai Kenkyūjo. | |
| 710 | 2 | |a Shuto Daigaku Tōkyō.|b Graduate School of Social Sciences. | |
| 710 | 2 | |a ProQuest (Firm) | |
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| 856 | 4 | 0 | |u http://ebookcentral.proquest.com/lib/yln-ebooks/detail.action?docID=731108|x Yavapai Library Network|y All other users click here to access |
| 945 | |a E-Book | ||
