{"product_id":"9789814571654","title":"Recent Advances In Financial Engineering 2012: Proceedings of the International Workshop on Finance 2012","description":"\u003cp\u003e\u003ci\u003eRecent Advances in Financial Engineering 2012\u003c\/i\u003e is the Proceedings of the International Workshop on Finance 2012, which was held at the University of Tokyo on October 30 and 31, 2012. 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 (TMU).\u003c\/p\u003e\u003cp\u003eThis annual workshop, which was first held in 2011, is a successor to the Daiwa International Workshop (2004 to 2008) and the KIER–TMU International Workshop (2009 to 2010). The workshop was designed for the exchange of new ideas in financial engineering and to serves as a bridge between academic researchers and practitioners. To these ends, the speakers shared various interesting ideas, information on new methods, and their up-to-date research results. In the 2012 workshop, we invited nine leading scholars, including three keynote speakers, from various countries, and the two-day workshop resulted in many fruitful discussions.\u003c\/p\u003e\u003cp\u003eThe book consists of eight papers, all refereed, that were related to the presentations at the International Workshop on Finance 2012. In these papers, the latest concepts, methods, and techniques related to current topics in financial engineering are proposed and reviewed.\u003c\/p\u003e\u003cb\u003eContents:\u003c\/b\u003e\u003cul\u003e\n\u003cli\u003eForward Prices in Markets Driven by Continuous-Time Autoregressive Processes \u003ci\u003e(F E Benth \u0026amp; S A S Blanco)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eA Bottom-Up Dynamic Model of Portfolio Credit Risk. Part I: Markov Copula Perspective \u003ci\u003e(T R Bielecki, A Cousin, S Crépey, A Herbertsson)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eA Bottom-Up Dynamic Model of Portfolio Credit Risk. Part II: Common-Shock Interpretation, Calibration and Hedging Issues \u003ci\u003e(T R Bielecki, A Cousin, S Crépey, A Herbertsson)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eOn the Limit Behavior of Option Hedging Sets Under Transaction Costs \u003ci\u003e(J Grépat)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eOptimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function \u003ci\u003e(K Ishitani and T Kato)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eOptimal Investment Timing and Volume Decisions Under Debt Borrowing Constraints \u003ci\u003e(T Shibata and M Nishihara)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eFractional Brownian Motions in Financial Models and Their Monte Carlo Simulation \u003ci\u003e(C M Tam)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eMean-Variance Pre-Commitment Policies Revisited Via a Mean-Field Technique \u003ci\u003e(A Bensoussan, K C Wong, S C P Yam)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\u003cbr\u003e\u003cb\u003eReadership:\u003c\/b\u003e Graduate 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":47144249131248,"sku":"9789814571654","price":44.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9789814571654_p0.jpg?v=1763691246","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9789814571654","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}