Recent advances in financial engineering 2010 : proceedings of the KIER-TMU International Workshop on Financial Engineering 2010
著者
書誌事項
Recent advances in financial engineering 2010 : proceedings of the KIER-TMU International Workshop on Financial Engineering 2010
World Scientific, c2011
- タイトル別名
-
Recent advances in financial engineering
大学図書館所蔵 件 / 全8件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
"Akihabara Daibiru, Tokyo, 2-3 August 2010"
Other editors: 原千秋, 室町幸雄, 中岡秀隆, 西出勝正
"Jointly organized by the Institute of Economic Research, Kyoto University (KIER) and the Graduate School of Social Sciences, Tokyo Metropolitan University (TMU)"--Pref
Includes bibliographical references
内容説明・目次
内容説明
This book contains the proceedings of the KIER-TMU International Workshop on Financial Engineering 2010, which was held in Tokyo, in order to exchange new ideas in financial engineering among industry professionals and researchers from various countries. It has been held for two consecutive years since 2009, as a successor to the Daiwa International Workshop, which was held from 2004 to 2008, and is organized by the Institute of Economic Research of Kyoto University (KIER) and the Graduate School of Social Sciences of Tokyo Metropolitan University (TMU).The workshop serves as a bridge between academic researchers and practitioners. This book consists of eleven papers - all refereed - representing or related to the presentations at the workshop. The papers address state-of-the-art techniques in financial engineering. The Proceedings of the 2009 workshop was also published by World Scientific Publishing.
目次
- The Distribution of Returns at Longer Horizons (E Eberlein & D B Madan)
- A Note on the Risk Management of CDOs (J P Laurent)
- Two Examples of an Insider with Medium/Long Term Effects on the Underlying (A Kohatsu-Higa & H Hata)
- Optimal Hedging with Additive Models (Y Yamada)
- On the State Variables for Optimal Portfolio Strategies in the Japanese Market (S Kamimura)
- Investor Characteristics and Portfolio Value (N Takezawa)
- The Diversity of Information Acquisition Strategies in a Noisy REE Model with a Common Signal and Independent Signals (S Kawanishi)
- and other papers.
「Nielsen BookData」 より
