Recent Advances in Financial Engineering
Editat de Yukio Muromachi, Hidetaka Nakaoka, Akihiko Takahashien Limba Engleză Hardback – 20 mai 2012
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Specificații
ISBN-13: 9789814407328
ISBN-10: 9814407321
Pagini: 220
Dimensiuni: 157 x 229 x 13 mm
Greutate: 0.5 kg
Ediția:2011
Editura: World Scientific Publishing Company
ISBN-10: 9814407321
Pagini: 220
Dimensiuni: 157 x 229 x 13 mm
Greutate: 0.5 kg
Ediția:2011
Editura: World Scientific Publishing Company
Cuprins
On the Representation of General Interest Rate Models as Square-Integrable Wiener Functionals (Lane P Hughston and Francesco Mina); On Pricing Contingent Capital Notes (Dilip B Madan); Conservative Delta Hedging Under Transaction Costs (Masaaki Fukasawa); The Theory of Optimal Investment in Information Security and Adjustment Costs: An Impulse Control Approach (Makoto Goto and Ken-ichi Tatsumi); Strategic Investment with Three Asymmetric Firms (Sunyoung Ko and Takashi Shibata); An Empirical Analysis of Japanese Interest Rate Swap Spread (Junji Shimada et al.); Optimal Trading with Cointegrated Pairs of Stocks (Yuji Yamada and James A Primbs); Analytical Approximation of Pricing Average Options Under the Heston Model (Akira Yamazaki); A Remark on Approximation of the Solutions to Partial Differential Equations in Finance (Akihiko Takahashi and Toshihiro Yamada); A Survey on Modeling and Analysis of Basis Spreads (Masaaki Fujii and Akihiko Takahashi).