| Description |
xi, 272 p. : ill. |
| 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. |
| 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. 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. |
| Reproduction |
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. |
| Subject |
Financial engineering -- Congresses.
|
| Genre/Form |
Electronic books.
|
| Added Author |
Kijima, Masaaki, 1957-
|
|
Kyoto Daigaku. Keizai Kenkyujo.
|
|
Shuto Daigaku Tokyo. Graduate School of Social Sciences.
|
|
ProQuest (Firm)
|
| Added Title |
Proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009 |
|
2009 recent advances in financial engineering |
| ISBN |
9814299898 |
|
9789814299893 |
|
9789814304078 (electronic bk.) |
|
