{"product_id":"9789814407342","title":"Recent Advances In Financial Engineering 2011 - Proceedings Of The International Workshop On Finance 2011","description":"\u003cp\u003eThis book is the Proceedings of the International Workshop on Finance 2011, held in Kyoto in the summer of 2011 with the aim of exchanging new ideas in financial engineering among researchers from various countries from both academia and industry. The workshop was held as a successor to the Daiwa International Workshop (2004–2008), and the KIER-TMU International Workshop (2009–2010). This workshop was organized by the Center for Advanced Research in Finance (CARF), Graduate School of Economics, the University of Tokyo, and Graduate School of Social Sciences, Tokyo Metropolitan University — and co-organized by Life Risk Research Center, Doshisha University.\u003c\/p\u003e\u003cp\u003eThe workshop serves as a bridge between academic researchers and practitioners.\u003c\/p\u003e \u003cp\u003eThis book contains about fifteen papers, all refereed, representing the presentations at the workshop. The papers address state-of-the-art techniques in financial engineering.\u003c\/p\u003e\u003cb\u003eContents: \u003c\/b\u003e\u003cul\u003e\n\u003cli\u003eOn the Representation of General Interest Rate Models as Square-Integrable Wiener Functionals \u003ci\u003e(L P Hughston and F Mina)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eOn Pricing Contingent Capital Notes \u003ci\u003e(D B Madan)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eA Survey on Modeling and Analysis of Basis Spreads \u003ci\u003e(M Fujii and A Takahashi)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eConservative Delta Hedging Under Transaction Costs \u003ci\u003e(M Fukasawa)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eThe Theory of Optimal Investment in Information Security and Adjustment Costs: An Impulse Control Approach \u003ci\u003e(M Goto and K Tatsumi)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eStrategic Investment with Three Asymmetric Firms \u003ci\u003e(S Ko and T Shibata)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eAn Empirical Analysis of Japanese Interest Rate Swap Spread \u003ci\u003e(J Shimada, T Takahashi, T Miyakoshi, and Y Tsukuda)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eA Remark on Approximation of the Solutions to Partial Differential Equations in Finance \u003ci\u003e(A Takahashi and T Yamada)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eOptimal Trading with Cointegrated Pairs of Stocks \u003ci\u003e(Y Yamada and J A Primbs)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eAnalytical Approximation of Pricing Average Options under the Heston Model \u003ci\u003e(A Yamazaki)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\u003cbr\u003e\u003cb\u003eReadership: \u003c\/b\u003eGraduate and postgraduate students of financial engineering and mathematical finance; academics and practitioners; quantitative researchers on financial markets.\u003cbr\u003e","brand":"World Scientific Publishing Company, Incorporated","offers":[{"title":"Default Title","offer_id":47137031094512,"sku":"9789814407342","price":47.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9789814407342_p0.jpg?v=1763690946","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9789814407342","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}