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010 a| 2010284753;

020 a| 9789814299893 (hbk.);

020 a| 9814299898;

035 a| (WaSeSS)ssj0000525234;

042 a| lccopycat;

049 a| EREEa| NEHH;

050 00 a| HG176.7b| .K54 2009;

082 00 a| 3322| 22;

111 2 a| KIER-TMU International Workshop on Financial Engineeringd| (2009 :c| Tokyo, Japan)?| UNAUTHORIZED;

245 10 a| Recent advances in financial engineeringh| [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.].;

246 30 a| Proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009;

246 30 a| 2009 recent advances in financial engineering;

260 a| Singapore ;a| Hackensack, NJ :b| World Scientific,;

300 a| xi, 272 p. :b| ill. ;c| 24 cm.;

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.;

506 a| Available only to authorized users.;

538 a| Mode of access: World Wide Web;

550 a| "Jointly organized by the Institute of Economics Research, Kyoto University (KIER) and the Graduate School of Social Sciences, Tokyo Metropolitan University (TMU)"--Pref.;

650 0 a| Financial engineeringv| Congresses.=| ^A286173;

655 0 a| Electronic books.=| ^A491897;

700 1 a| Kijima, Masaaki,d| 1957-=| ^A386712;

710 2 a| Kyōto Daigaku.b| Keizai Kenkyūjo.?| UNAUTHORIZED;

710 2 a| Shuto Daigaku Tōkyō.b| Graduate School of Social Sciences.?| UNAUTHORIZED;

856 40 z| Full text available from Ebook Central - Academic Completeu| https://ebookcentral.proquest.com/lib/eastcarolina/detail.action?docID=731108;

947 a| (OCoLC)ocn496951737;

949 a| CLICK ON WEB ADDRESSw| ASISh| JOYNER188;

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949 a| CLICK ON WEB ADDRESSw| ASISh| JMUSIC60;

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998 a| 6460356;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 6460356-1001l| JNETm| JOYNERr| Ys| Yt| JNESSBKu| 7/21/2024x| EBOOKz| JERESOURCE;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 6460356-2001l| HSLELECm| HSLr| Ys| Yt| HEBKu| 7/21/2024x| EBOOKz| HERESOURCE;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 6460356-3001l| MNETm| JMUSICr| Ys| Yt| MNESSBKu| 7/21/2024x| EBOOKz| JERESOURCE;

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 ... [et al.].

Author/creator	KIER-TMU International Workshop on Financial Engineering
Other author	Kijima, Masaaki, 1957-
Other author	Kyōto Daigaku. Keizai Kenkyūjo.
Other author	Shuto Daigaku Tōkyō. Graduate School of Social Sciences.
Format	Electronic
Publication Info	Singapore ; Hackensack, NJ : World Scientific,
Description	xi, 272 p. : ill. ; 24 cm.
Supplemental Content	Full text available from Ebook Central - Academic Complete
Subjects	Financial engineering--Congresses.

Portion of title	Proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009
Portion of title	2009 recent advances in financial engineering
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.
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 note	Includes bibliographical references.
Access restriction	Available only to authorized users.
Technical details	Mode of access: World Wide Web
Issuing body	"Jointly organized by the Institute of Economics Research, Kyoto University (KIER) and the Graduate School of Social Sciences, Tokyo Metropolitan University (TMU)"--Pref.
Genre/form	Electronic books.
LCCN	2010284753
ISBN	9789814299893 (hbk.)
ISBN	9814299898

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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 ... [et al.].

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