Real options, ambiguity, risk and insurance : world class university program in financial engineering, Ajou University, volume two
著者
書誌事項
Real options, ambiguity, risk and insurance : world class university program in financial engineering, Ajou University, volume two
（Studies in probability, optimization, and statistics, v. 5）
IOS Press, c2013
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注記
"This book is the second volume in the WCU financial engineering series by the financial engineering program of Ajou University"--P. v
Includes bibliographical references and author index
内容説明・目次
内容説明
Financial engineering has become the focus of widespread media attention as a result of the worldwide financial crisis of recent years. This book is the second in a series dealing with financial engineering from Ajou University in Korea. The main objective of the series is to disseminate recent developments and important issues in financial engineering to graduate students and researchers, and to provide surveys or pedagogical exposition of important published papers in a broad perspective, as well as analyses of important financial news concerning financial engineering research, practices or regulations. Real Options, Ambiguity, Risk and Insurance, comprises 12 chapters and is divided into three parts. In Part I, five chapters deal with real options analysis, which addresses the issue of investment decisions in complex, innovative or risky projects. Part II presents three chapters on ambiguity. The notion of ambiguity is one of the major breakthroughs in the expected utility theory; ambiguity arises as uncertainties cannot be precisely described in the probability space.
Part III consists of four chapters devoted to risk and insurance, and covers mutual insurance for non-traded risks, downside risk management, and credit risk in fixed income markets. This volume will be useful to both graduate students and researchers in understanding relatively new areas in economics and finance, as well as challenging aspects of mathematics.
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