{"product_id":"9789814730785","title":"Recent Advances In Financial Engineering 2014 - Proceedings Of The Tmu Finance Workshop 2014: Proceedings of the TMU Finance Workshop 2014","description":"\u003cp\u003eSince 2004, the Tokyo Metropolitan University (TMU) has been conducting workshops that serve as a forum for academic researchers and practitioners to exchange ideas and developments in different fields of finance. This book is based on papers presented at the 2014 workshop held in Tokyo, on 6–7 November, 2014. The chapters address state-of-the-art techniques in mathematical finance and financial engineering. The authors share ideas and information on new methods and up-to-date results of their research in these fields. This book is a must-read for researchers, practitioners, and graduate students in the fields of mathematical finance, quantitative finance and financial engineering.\u003c\/p\u003e\u003cb\u003eContents: \u003c\/b\u003e\u003cul\u003e\n\u003cli\u003eMoment Properties of Probability Distributions Used in Stochastic Financial Models \u003ci\u003e(J Stoyanov)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eAn Equilibrium Approach to Indifference Pricing with Model Uncertainty \u003ci\u003e(M H A Davis and D Yoshikawa)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eVolume Imbalance and Market Making \u003ci\u003e(Á Cartea, R. Donnelly and S Jaimungal)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eOptimal Short-Covering with Regime Switching \u003ci\u003e(T K. Chung)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eEffects of Reversibility on Investment Timing and Quantity Under Asymmetric Information \u003ci\u003e(X Cui and T. Shibata)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eQuadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis \u003ci\u003e(K Kikuchi)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eOption Pricing with Ambiguous Correlation and Fast Mean-reverting Volatilities \u003ci\u003e(M H Leung and H Y Wong)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eCallable Stock Loans \u003ci\u003e(C C Siu, S C P Yam and W Zhou)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eCash Management and Control Band Policies for Spectrally One-sided Lévy Processes \u003ci\u003e(K Yamazaki)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eA Second-order Monotone Modification of the Sharpe Ratio \u003ci\u003e(M Zhitlukhin)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\u003cbr\u003e\u003cb\u003eReadership: \u003c\/b\u003eGraduate students, researchers and practitioners of financial engineering and mathematical finance.\u003cbr\u003eFinancial Engineering;Mathematical Finance;Money \u0026amp; Banking;Risk Management;Real Option;Corporate Finance;Computational Finance\u003cb\u003eKey Features:\u003c\/b\u003e\u003cul\u003e\n\u003cli\u003eContains cutting-edge research in financial engineering\u003c\/li\u003e\n\u003cli\u003eServes as a bridge between academic researchers and practitioners\u003c\/li\u003e\n\u003c\/ul\u003e","brand":"World Scientific Publishing Company, Incorporated","offers":[{"title":"Default Title","offer_id":47185352589552,"sku":"9789814730785","price":94.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9789814730785_p0.jpg?v=1763692405","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9789814730785","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}