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008			110127s2010 si a sb 100 0 eng d
010			_z 2010284753
020			_z9814299898
020			_z9789814299893
020			_a9789814304078 (electronic bk.)
035			_a(MiAaPQ)EBC731108
035			_a(Au-PeEL)EBL731108
035			_a(CaPaEBR)ebr10479655
035			_a(CaONFJC)MIL314442
035			_a(OCoLC)738439359
040			_aMiAaPQ _cMiAaPQ _dMiAaPQ
050		4	_aHG176.7 _b.K54 2009
082	0	4	_a332 _222
111	2		_aKIER-TMU International Workshop on Financial Engineering _d(2009 : _cTokyo, Japan)
245	1	0	_aRecent advances in financial engineering _h[electronic resource] : _bproceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 / _ceditors, Masaaki Kijima ... [et al.].
246	3	0	_aProceedings of the KIER-TMU International Workshop on Financial Engineering, 2009
246	3	0	_a2009 recent advances in financial engineering
260			_aSingapore ; _aHackensack, N.J. : _bWorld Scientific, _c2010.
300			_axi, 272 p. : _bill.
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			_aIncludes bibliographical references.
505	0		_aRisk 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			_aElectronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
650		0	_aFinancial engineering _vCongresses.
655		4	_aElectronic books.
700	1		_aKijima, Masaaki, _d1957-
710	2		_aKyoto Daigaku. _bKeizai Kenkyujo.
710	2		_aShuto Daigaku Tokyo. _bGraduate School of Social Sciences.
710	2		_aProQuest (Firm)
856	4	0	_uhttps://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=731108 _zClick to View
999			_c66775 _d66775