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Valuation of a credit swap of the basket type

Kijima, Masaaki - In: Review of derivatives research 4 (2000) 1, pp. 81-97

Persistent link: https://www.econbiz.de/10001521989

Recent advances in financial engineering 2009 : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009

Kijima, Masaaki (contributor) - 2010

Persistent link: https://www.econbiz.de/10003981989

Pricing of CDOs based on the multivariate Wang transform

Kijima, Masaaki; Motomiya, Shin-ichi; Suzuki, Yoichi - In: Journal of economic dynamics & control 34 (2010) 11, pp. 2259-2272

Persistent link: https://www.econbiz.de/10009008889

An extension of the chaos expansion approximation for the pricing of exotic basket options

Funahashi, Hideharu; Kijima, Masaaki - In: Applied mathematical finance 21 (2014) 1/2, pp. 109-139

Persistent link: https://www.econbiz.de/10010352010

Credit-equity modeling under a latent Lévy firm process

Kijima, Masaaki; Siu, Chi Chung - In: International journal of theoretical and applied finance 17 (2014) 3, pp. 1-41

Persistent link: https://www.econbiz.de/10010364748

Credit events and the valuation of credit derivatives of basket type

Kijima, Masaaki; Muromachi, Yukio - In: Review of derivatives research 4 (2000) 1, pp. 55-79

Persistent link: https://www.econbiz.de/10001521987

Impact of Chinese futures market to regional economic development

Zhao, Junlei; Tian, Yuan - In: Proceedings of the Third International Symposium on …, (pp. 51-54). 2011

Persistent link: https://www.econbiz.de/10009510937

Recent Advances in Financial Engineering 2009 : Proceedings of the KIER-TMU International Workshop on Financial Engineering

Hara, Chiaki - 2010

Intro -- CONTENTS -- Preface -- Program -- Risk Sensitive Investment Management with Affine Processes: A Viscosity Approach M. Davis and S. Lleo -- Keywords: -- 1. Introduction -- 2. Analytical Setting -- 2.1 Overview -- 2.2 Factor Dynamics -- 2.3 Asset Market Dynamics -- 2.4 Portfolio Dynamics...

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The futures market in mainland China : a growing perspektive

Ting, Yuan - In: Advances in Pacific Basin business, economics, and finance 2 (1996), pp. 23-31

Persistent link: https://www.econbiz.de/10001211258