LEADER 03846nam 2200649 a 450 001 9910956937603321 005 20251117074853.0 010 $a9786613144423 010 $a9781283144421 010 $a1283144425 010 $a9789814304078 010 $a9814304077 035 $a(CKB)2490000000001942 035 $a(EBL)731108 035 $a(OCoLC)738439359 035 $a(SSID)ssj0000525234 035 $a(PQKBManifestationID)11391159 035 $a(PQKBTitleCode)TC0000525234 035 $a(PQKBWorkID)10507419 035 $a(PQKB)10996215 035 $a(MiAaPQ)EBC731108 035 $a(WSP)00007700 035 $a(Au-PeEL)EBL731108 035 $a(CaPaEBR)ebr10479655 035 $a(CaONFJC)MIL314442 035 $a(Perlego)848732 035 $a(EXLCZ)992490000000001942 100 $a20110127d2010 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aRecent advances in financial engineering $eproceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 /$feditors, Masaaki Kijima ... [et al.] 205 $a1st ed. 210 $aSingapore ;$aHackensack, N.J. $cWorld Scientific$d2010 215 $a1 online resource (284 p.) 300 $a"The workshop is the successor of the 'Daiwai International Workshop on Financial Engineering ' that was held in Tokyo every year since 2004 ..."--Pref. 311 08$a9789814299893 311 08$a9814299898 320 $aIncludes bibliographical references. 327 $aRisk sensitive investment management with affine processes : a viscosity approach / M. Davis and S. Lleo -- Small-sample estimation of models of portfolio credit risk / M.B. Gordy and E. Heitfield -- Heterogeneous beliefs with mortal agents / A.A. Brown and L.C.G. Rogers -- Counterparty risk on a CDS in a Markov chain copula model with joint defaults / S. Cre?pey, M. Jeanblanc and B. Zargari -- Portfolio efficiency under heterogeneous beliefs / X.-Z. He and L. Shi -- Security pricing with information-sensitive discounting / A. Macrina and P.A. Parbhoo -- On statistical aspects in calibrating a geometric skewed stable asset price model / H. Masuda -- A note on a statistical hypothesis testing for removing noise by the random matrix theory and its application to co-volatility matrices / T. Morimoto and K. Tachibana -- Quantile hedging for defaultable claims / Y. Nakano -- New unified computational algorithm in a high-order asymptotic expansion scheme / K. Takehara, A. Takahashi and M. Toda -- Can financial synergy motivate M&A? / Y. Tian, M. Nishihara and T. Shibata. 330 $aThis book consists of 18 papers presented at the KIER-TMU International Workshop on Financial Engineering 2009. These papers address state-of-the-art techniques in financial engineering, and they are selected through appropriate referees' evaluation followed by the editors' final decision in order to make this book a high-quality one. The KIER-TMU International Workshop on Financial Engineering was held for the first time in 2009. Prof. Kijima (the Chair of this workshop) and his colleagues held the Daiwa International Workshop on Financial Engineering in Tokyo from 2004-2008. Each year, vario 606 $aFinancial engineering$vCongresses 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?.$bShakai Kagaku Kenkyu?ka. 712 12$aKIER-TMU International Workshop on Financial Engineering. 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910956937603321 996 $aRecent advances in financial engineering$94477165 997 $aUNINA LEADER 03884oam 2200625I 450 001 9910957770203321 005 20251117090059.0 010 $a1-351-94747-8 010 $a1-138-25853-9 010 $a1-315-25891-9 024 7 $a10.4324/9781315258911 035 $a(CKB)3710000001081824 035 $a(MiAaPQ)EBC4817499 035 $a(Au-PeEL)EBL4817499 035 $a(CaPaEBR)ebr11356658 035 $a(OCoLC)975224252 035 $a(OCoLC)988379794 035 $a(FINmELB)ELB140031 035 $a(BIP)63368120 035 $a(BIP)8814739 035 $a(EXLCZ)993710000001081824 100 $a20180706e20162004 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $2rdacontent 182 $2rdamedia 183 $2rdacarrier 200 10$aCrisis and renewal in twentieth century banking $eexploring history and archives of banking at times of political and social stress /$fedited by Edwin Green, John Lampe, and Franjo Stiblar 210 1$aLondon :$cRoutledge,$d2016. 215 $a1 online resource (302 pages) $cillustrations 225 1 $aStudies in banking history 300 $aFirst published 2004 by Ashgate Publishing. 300 $aProceedings of the 12th annual conference of the European Association for Banking History held in Ljubljana, Slovenia in May 2001. 311 08$a0-7546-3358-6 311 08$a1-351-94748-6 320 $aIncludes bibliographical references at the end of each chapters and index. 327 $apt. I. War and revolution : Russian and foreign banks, 1917-30 -- pt. II. Depression and political turmoil in Central Europe -- pt. III. Banking in civil war and its aftermath -- pt. IV. Post-war reconstruction : the German and Far Eastern experience -- pt. V. Crisis and renewal in twentieth century banking : the Slovenian experience -- Part VI. Rupture and reconnections. 330 $aCrisis and Renewal in Twentieth Century Banking explores the behaviour of banks at times of war, revolution, civil war, social turmoil, and reconstruction. Analysing the history and archives of banks, it discovers examples of how banking is affected by political and social upheavals; how banks may influence the outcome of such events; how banking has recovered from periods of intense political and social stress; and how the archives of banks provide remarkable testimony to events in the wider world. By examining the setting of different banking markets in the last century, up to and including the transformation of Eastern and South Eastern Europe in the 1990s, this book marks a new direction for international discussion and research. Contributors include senior historians and archivists from Europe and the United States. Contributions include papers on Russia and foreign banks, 1917-30; depression and crisis in Central Europe in the 1930s; Civil War in Spain; post-war reconstruction in banking in Germany and the Far East; and crisis and renewal in South East Europe. The papers published in this collection were first presented at the twelfth Annual Conference of the European Association for Banking History, held in Ljubljana, Slovenia, in May 2001, and hosted by the Bank of Slovenia and the Nova Ljubljanska Banka. 410 0$aStudies in banking history. 517 3 $aCrisis and renewal in 20th century banking 606 $aBanks and banking$zEurope$xHistory$vCongresses 606 $aFinancial institutions$zEurope$xHistory$vCongresses 615 0$aBanks and banking$xHistory 615 0$aFinancial institutions$xHistory 676 $a332.10940904 701 $aGreen$b Edwin$0247906 701 $aLampe$b John R$0248394 701 $aStiblar$b Franjo$0722857 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910957770203321 996 $aCrisis and renewal in twentieth century banking$94478696 997 $aUNINA