Recent Advances in Financial Engineering 2011
Edited by Akihiko Takahashi,
Yukio Muromachi and
Hidetaka Nakaoka
in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.
Abstract:
This book is the Proceedings of the International Workshop on Finance 2011, held in Kyoto in the summer of 2011 with the aim of exchanging new ideas in financial engineering among researchers from various countries from both academia and industry. The workshop was held as a successor to the Daiwa International Workshop (2004–2008), and the KIER-TMU International Workshop (2009–2010). This workshop was organized by the Center for Advanced Research in Finance (CARF), Graduate School of Economics, the University of Tokyo, and Graduate School of Social Sciences, Tokyo Metropolitan University — and co-organized by Life Risk Research Center, Doshisha University.
Keywords: Financial Engineering; Mathematical Finance; Money & Banking; Risk Management; Real Option; Corporate Finance; Computational Finance (search for similar items in EconPapers)
Date: 2012
ISBN: 9789814407328
References: Add references at CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
https://www.worldscientific.com/worldscibooks/10.1142/8491 (text/html)
Ebook Access is available upon purchase
Chapters in this book:
- Ch 2 On Pricing Contingent Capital Notes , pp 21-42
- Dilip B. Madan
- Ch 3 A Survey on Modeling and Analysis of Basis Spreads , pp 43-53
- Masaaki Fujii and Akihiko Takahashi
- Ch 4 Conservative Delta Hedging under Transaction Costs , pp 55-72
- Masaaki Fukasawa
- Ch 5 The Theory of Optimal Investment in Information Security and Adjustment Costs: An Impulse Control Approach , pp 73-96
- Makoto Goto and Ken-ichi Tatsumi
- Ch 6 Strategic Investment with Three Asymmetric Firms , pp 97-110
- Sunyoung Ko and Takashi Shibata
- Ch 7 An Empirical Analysis of Japanese Interest Rate Swap Spread , pp 111-131
- Junji Shimada, Toyoharu Takahashi, Tatsuyoshi Miyakoshi and Yoshihiko Tsukuda
- Ch 8 A Remark on Approximation of the Solutions to Partial Differential Equations in Finance , pp 133-181
- Akihiko Takahashi and Toshihiro Yamada
- Ch 9 Optimal Trading with Cointegrated Pairs of Stocks , pp 183-202
- Yuji Yamada and James A. Primbs
- Ch 10 Analytical Approximation of Pricing Average Options under the Heston Model , pp 203-220
- Akira Yamazaki
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:wsi:wsbook:8491
Ordering information: This item can be ordered from
sales@wspc.com.sg
Access Statistics for this book
More books in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim (tltai@wspc.com.sg).