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RECENT ADVANCES IN FINANCIAL ENGINEERING 2009:

Kijima, Masaaki (contributor); Hara, Chiaki (contributor); … - World Scientific Publishing Co. Pte. Ltd.

This book consists of 11 papers based on research presented at the KIER-TMU International Workshop on Financial Engineering, held in Tokyo in 2009. The Workshop, organised by Kyoto University's Institute of Economic Research (KIER) and Tokyo Metropolitan University (TMU), is the successor to the...

Persistent link: https://www.econbiz.de/10008691678

Introductory Course on Financial Mathematics

Tretyakov, M V - World Scientific Publishing Co. Pte. Ltd.

statistical methods to financial management and markets, with a main objective of quantifying and hedging risks. Since the book … analysis are given to explain ideas concerning derivative pricing and hedging. To keep the reader intrigued and motivated, the … options. The second part deals with pricing and hedging of European- and American-type options in the discrete-time setting …

Persistent link: https://www.econbiz.de/10011156385

Recent Advances in Financial Engineering 2012:Proceedings of the International Workshop on Finance 2012

Takahashi, Akihiko (contributor); … - World Scientific Publishing Co. Pte. Ltd.

)</li><li>A Bottom-Up Dynamic Model of Portfolio Credit Risk. Part II: Common-Shock Interpretation, Calibration and Hedging Issues (T R Bielecki, A Cousin, S Crépey, A Herbertsson)</li><li>On the Limit Behavior of Option Hedging Sets Under …

Persistent link: https://www.econbiz.de/10011156389

Finance at Fields

Grasselli, Matheus R (contributor); … - World Scientific Publishing Co. Pte. Ltd.

: Strategies and Pricing Implications (Attakrit Asvanunt, Mark Broadie and Suresh Sundaresan)</li> <li>Valuation and Hedging …

Persistent link: https://www.econbiz.de/10011122719

ADVANCED ASSET PRICING THEORY

Ma, Chenghu - World Scientific Publishing Co. Pte. Ltd.

This book provides a broad introduction of modern asset pricing theory with equal treatments for both discrete-time and continuous-time modeling. Both the no-arbitrage and the general equilibrium approaches of asset pricing theory are treated coherently within the general equilibrium...

Persistent link: https://www.econbiz.de/10011143724

STUDIES ON FINANCIAL MARKETS IN EAST ASIA

Susai, Masayuki (contributor); Uchida, Shigeru (contributor) - World Scientific Publishing Co. Pte. Ltd.

This book will be an important addition to the limited number of books that discuss finance and accounting issues in East Asian countries. While presenting recent empirical studies on finance and accounting in East Asian economies, it also reveals the underlying reasons for remarkable economic...

Persistent link: https://www.econbiz.de/10010883054

Market Practice in Financial Modelling

Tan, Chia Chiang - World Scientific Publishing Co. Pte. Ltd.

essential in reflecting the risk profile and hedging considerations for different products. With the knowledge gleaned from …

Persistent link: https://www.econbiz.de/10011156355

An Undergraduate Introduction to Financial Mathematics

Buchanan, J Robert - World Scientific Publishing Co. Pte. Ltd.

Finance, option pricing, hedging, and portfolio optimization. This third edition expands on the second by including a new …

Persistent link: https://www.econbiz.de/10011122716