Recent Advances in Financial Engineering 2012:Proceedings of the International Workshop on Finance 2012
Editor
- Akihiko Takahashi(The University of Tokyo, Japan)Yukio Muromachi(Tokyo Metropolitan University, Japan)Takashi Shibata(Tokyo Metropolitan University, Japan)
Abstract
Recent Advances in Financial Engineering 2012Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Akihiko Takahashi & Yukio Muromachi & Takashi Shibata (ed.), 2014. "Recent Advances in Financial Engineering 2012:Proceedings of the International Workshop on Finance 2012," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9015, August.
Handle: RePEc:wsi:wsbook:9015
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Book Chapters
The following chapters of this book are listed in IDEAS- Fred Espen Benth & Sara Ana Solanilla Blanco, 2014. "Forward Prices in Markets Driven by Continuous-time Autoregressive Processes," World Scientific Book Chapters, in: Akihiko Takahashi & Yukio Muromachi & Takashi Shibata (ed.), 2012 Recent Advances in Financial Engineering Proceedings of the International Workshop on Finance 2012, chapter 1, pages 1-24, World Scientific Publishing Co. Pte. Ltd..
- Tomasz R. Bielecki & Areski Cousin & Stéphane Crépey & Alexander Herbertsson, 2014. "A Bottom-Up Dynamic Model of Portfolio Credit Risk. Part I: Markov Copula Perspective," World Scientific Book Chapters, in: Akihiko Takahashi & Yukio Muromachi & Takashi Shibata (ed.), 2012 Recent Advances in Financial Engineering Proceedings of the International Workshop on Finance 2012, chapter 2, pages 25-49, World Scientific Publishing Co. Pte. Ltd..
- Tomasz R. Bielecki & Areski Cousin & Stéphane Crépey & Alexander Herbertsson, 2014. "A Bottom-Up Dynamic Model of Portfolio Credit Risk. Part II: Common-Shock Interpretation, Calibration and Hedging Issues," World Scientific Book Chapters, in: Akihiko Takahashi & Yukio Muromachi & Takashi Shibata (ed.), 2012 Recent Advances in Financial Engineering Proceedings of the International Workshop on Finance 2012, chapter 3, pages 51-73, World Scientific Publishing Co. Pte. Ltd..
- J Grépat, 2014. "On the Limit Behavior of Option Hedging Sets under Transaction Costs," World Scientific Book Chapters, in: Akihiko Takahashi & Yukio Muromachi & Takashi Shibata (ed.), 2012 Recent Advances in Financial Engineering Proceedings of the International Workshop on Finance 2012, chapter 4, pages 75-91, World Scientific Publishing Co. Pte. Ltd..
- Kensuke Ishitani & Takashi Kato, 2014. "Optimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function," World Scientific Book Chapters, in: Akihiko Takahashi & Yukio Muromachi & Takashi Shibata (ed.), 2012 Recent Advances in Financial Engineering Proceedings of the International Workshop on Finance 2012, chapter 5, pages 93-116, World Scientific Publishing Co. Pte. Ltd..
- Takashi Shibata & Michi Nishihara, 2014. "Optimal Investment Timing and Volume Decisions under Debt Borrowing Constraints," World Scientific Book Chapters, in: Akihiko Takahashi & Yukio Muromachi & Takashi Shibata (ed.), 2012 Recent Advances in Financial Engineering Proceedings of the International Workshop on Finance 2012, chapter 6, pages 117-131, World Scientific Publishing Co. Pte. Ltd..
- Chun Ming Tam, 2014. "Fractional Brownian Motions in Financial Models and Their Monte Carlo Simulation," World Scientific Book Chapters, in: Akihiko Takahashi & Yukio Muromachi & Takashi Shibata (ed.), 2012 Recent Advances in Financial Engineering Proceedings of the International Workshop on Finance 2012, chapter 7, pages 133-176, World Scientific Publishing Co. Pte. Ltd..
- A. Bensoussan & K. C. Wong & S. C. P. Yam, 2014. "Mean-Variance Pre-Commitment Policies Revisited Via a Mean-Field Technique," World Scientific Book Chapters, in: Akihiko Takahashi & Yukio Muromachi & Takashi Shibata (ed.), 2012 Recent Advances in Financial Engineering Proceedings of the International Workshop on Finance 2012, chapter 8, pages 177-198, World Scientific Publishing Co. Pte. Ltd..
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Keywords
Financial Engineering; Mathematical Finance; Money & Banking; Risk Management; Real Option; Corporate Finance; Computational Finance;All these keywords.
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