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100   $a20120210d2011      uy             0
101 0 $aeng
135   $aur|||||||||||
181   $ctxt
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183   $acr
200 10$a2010 recent advances in financial engineering$b[electronic resource] $eproceedings of the KIER-TMU International Workshop on Financial Engineering, 2010 : Akihabara Daibiru, Tokyo, 2-3 August, 2010 /$feditors, Masaaki Kijima ... [et al.]
210   $aSingapore ;$aHackensack, N.J. $cWorld Scientific$d2011
215   $axi, 245 p. $cill
300   $a"The KIER-TMU workshop is ... a successor to 'Daiwa International Workshop on Financial Engineering,' which was held from 2004 to 2008, and is jointly organized by the Institute of Economics Research, Kyoto University (KIER) and the Graduate School of Social Sciences, Tokyo Metropolitan University (TMU)."
311   $a981-4366-02-1 
320   $aIncludes bibliographical references.
327   $aThe distribution of returns at longer horizons / E. Eberlein and D. B. Madan -- Two examples of an insider with medium/long term effects on the underlying / H. Hata and A. Kohatsu-Higa -- A note on the risk management of CDOs / J.-P. Laurent -- Robust no arbitrage condition for continuous-time models with transaction costs / E. Denis -- Modeling of interest-rate term structures under collateralization and its implications / M. Fujii and A. Takahashi -- On the state variables for optimal portfolio strategies in the Japanese market / S. Kamimura -- The diversity of information acquisition strategies in a noisy REE model with a common signal and independent signals / S. Kawanishi -- Option pricing with a regime-switching Levy model / C. C. Siu -- An empirical analysis of equity market expectations in the financial turmoil using implied moments and jump diffusion processes / Y. Sugihara and N. Oda -- Investor characteristics and portfolio value / N. Takezawa -- Optimal hedging with additive models / Y. Yamada.
330 8 $aContains 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.
606   $aFinancial engineering$vCongresses
608   $aConference papers and proceedings.$2fast
615  0$aFinancial engineering
676   $a332
701   $aKijima$b Masaaki$f1957-$054134
712 02$aKyo?to Daigaku.$bKeizai Kenkyu?jo.
712 02$aShuto Daigaku To?kyo?.$bGraduate School of Social Sciences.
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910789067503321
996   $a2010 recent advances in financial engineering$93822311
997   $aUNINA