Recent advances in financial engineering (Record no. 66775)

MARC details
000 -LEADER
fixed length control field 03127nam a2200457 a 4500
001 - CONTROL NUMBER
control field EBC731108
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240120132641.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m o d |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cn|||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 110127s2010 si a sb 100 0 eng d
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
Canceled/invalid LC control number 2010284753
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9814299898
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9789814299893
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9789814304078 (electronic bk.)
035 ## - SYSTEM CONTROL NUMBER
System control number (MiAaPQ)EBC731108
035 ## - SYSTEM CONTROL NUMBER
System control number (Au-PeEL)EBL731108
035 ## - SYSTEM CONTROL NUMBER
System control number (CaPaEBR)ebr10479655
035 ## - SYSTEM CONTROL NUMBER
System control number (CaONFJC)MIL314442
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)738439359
040 ## - CATALOGING SOURCE
Original cataloging agency MiAaPQ
Transcribing agency MiAaPQ
Modifying agency MiAaPQ
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG176.7
Item number .K54 2009
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332
Edition number 22
111 2# - MAIN ENTRY--MEETING NAME
Meeting name or jurisdiction name as entry element KIER-TMU International Workshop on Financial Engineering
Date of meeting or treaty signing (2009 :
Location of meeting Tokyo, Japan)
245 10 - TITLE STATEMENT
Title Recent advances in financial engineering
Medium [electronic resource] :
Remainder of title proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 /
Statement of responsibility, etc. editors, Masaaki Kijima ... [et al.].
246 30 - VARYING FORM OF TITLE
Title proper/short title Proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009
246 30 - VARYING FORM OF TITLE
Title proper/short title 2009 recent advances in financial engineering
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Singapore ;
-- Hackensack, N.J. :
Name of publisher, distributor, etc. World Scientific,
Date of publication, distribution, etc. 2010.
300 ## - PHYSICAL DESCRIPTION
Extent xi, 272 p. :
Other physical details ill.
500 ## - GENERAL NOTE
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.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographical references.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 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.
533 ## - REPRODUCTION NOTE
Type of reproduction Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Financial engineering
Form subdivision Congresses.
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Kijima, Masaaki,
Dates associated with a name 1957-
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element Kyoto Daigaku.
Subordinate unit Keizai Kenkyujo.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element Shuto Daigaku Tokyo.
Subordinate unit Graduate School of Social Sciences.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element ProQuest (Firm)
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=731108">https://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=731108</a>
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