Recent Advances in Financial Engineering 2014

Proceedings of the TMU Finance Workshop 2014

Business & Finance, Finance & Investing, Finance, Investments & Securities
Cover of the book Recent Advances in Financial Engineering 2014 by Takashi Shibata, Masaaki Kijima, Yukio Muromachi, World Scientific Publishing Company
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Takashi Shibata, Masaaki Kijima, Yukio Muromachi ISBN: 9789814730785
Publisher: World Scientific Publishing Company Publication: February 29, 2016
Imprint: WSPC Language: English
Author: Takashi Shibata, Masaaki Kijima, Yukio Muromachi
ISBN: 9789814730785
Publisher: World Scientific Publishing Company
Publication: February 29, 2016
Imprint: WSPC
Language: English

Since 2004, the Tokyo Metropolitan University (TMU) has been conducting workshops that serve as a forum for academic researchers and practitioners to exchange ideas and developments in different fields of finance. This book is based on papers presented at the 2014 workshop held in Tokyo, on 6–7 November, 2014. The chapters address state-of-the-art techniques in mathematical finance and financial engineering. The authors share ideas and information on new methods and up-to-date results of their research in these fields. This book is a must-read for researchers, practitioners, and graduate students in the fields of mathematical finance, quantitative finance and financial engineering.

Contents:

  • Moment Properties of Probability Distributions Used in Stochastic Financial Models (J Stoyanov)
  • An Equilibrium Approach to Indifference Pricing with Model Uncertainty (M H A Davis and D Yoshikawa)
  • Volume Imbalance and Market Making (Á Cartea, R. Donnelly and S Jaimungal)
  • Optimal Short-Covering with Regime Switching (T K. Chung)
  • Effects of Reversibility on Investment Timing and Quantity Under Asymmetric Information (X Cui and T. Shibata)
  • Quadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis (K Kikuchi)
  • Option Pricing with Ambiguous Correlation and Fast Mean-reverting Volatilities (M H Leung and H Y Wong)
  • Callable Stock Loans (C C Siu, S C P Yam and W Zhou)
  • Cash Management and Control Band Policies for Spectrally One-sided Lévy Processes (K Yamazaki)
  • A Second-order Monotone Modification of the Sharpe Ratio (M Zhitlukhin)

Readership: Graduate students, researchers and practitioners of financial engineering and mathematical finance.
Key Features:

  • Contains cutting-edge research in financial engineering
  • Serves as a bridge between academic researchers and practitioners
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Since 2004, the Tokyo Metropolitan University (TMU) has been conducting workshops that serve as a forum for academic researchers and practitioners to exchange ideas and developments in different fields of finance. This book is based on papers presented at the 2014 workshop held in Tokyo, on 6–7 November, 2014. The chapters address state-of-the-art techniques in mathematical finance and financial engineering. The authors share ideas and information on new methods and up-to-date results of their research in these fields. This book is a must-read for researchers, practitioners, and graduate students in the fields of mathematical finance, quantitative finance and financial engineering.

Contents:

Readership: Graduate students, researchers and practitioners of financial engineering and mathematical finance.
Key Features:

More books from World Scientific Publishing Company

Cover of the book Balancing Your Life by Takashi Shibata, Masaaki Kijima, Yukio Muromachi
Cover of the book Analisis Daya Saing Provinsi dan Wilayah by Takashi Shibata, Masaaki Kijima, Yukio Muromachi
Cover of the book Principles of Physics by Takashi Shibata, Masaaki Kijima, Yukio Muromachi
Cover of the book Traditional Chinese Medicine, Western Science, and the Fight Against Allergic Disease by Takashi Shibata, Masaaki Kijima, Yukio Muromachi
Cover of the book Introductory Course on Financial Mathematics by Takashi Shibata, Masaaki Kijima, Yukio Muromachi
Cover of the book Quantum Mechanics by Takashi Shibata, Masaaki Kijima, Yukio Muromachi
Cover of the book Prevention and Management of Venous Thromboembolism by Takashi Shibata, Masaaki Kijima, Yukio Muromachi
Cover of the book Skeletal Circulation in Clinical Practice by Takashi Shibata, Masaaki Kijima, Yukio Muromachi
Cover of the book Game Theory by Takashi Shibata, Masaaki Kijima, Yukio Muromachi
Cover of the book 2016 Annual Competitiveness Analysis and Development Strategies for Indonesian Provinces by Takashi Shibata, Masaaki Kijima, Yukio Muromachi
Cover of the book Mathemusical Conversations by Takashi Shibata, Masaaki Kijima, Yukio Muromachi
Cover of the book Vindication of Cosmic Biology by Takashi Shibata, Masaaki Kijima, Yukio Muromachi
Cover of the book Innovative Institutions, Public Policies and Private Strategies for Agro-Enterprise Development by Takashi Shibata, Masaaki Kijima, Yukio Muromachi
Cover of the book Going Underground by Takashi Shibata, Masaaki Kijima, Yukio Muromachi
Cover of the book New Frontiers in Fields and Strings by Takashi Shibata, Masaaki Kijima, Yukio Muromachi
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy