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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

PRICING EQUITY SWAPS IN A STOCHASTIC INTEREST RATE ECONOMY

Kijima, Masaaki; Muromachi, Yukio - In: The journal of derivatives : the official publication … 8 (2001) 4, pp. 19-35

Persistent link: https://www.econbiz.de/10005950128

Computation of quasi-stationary distributions in Markovian queues

Kijima, Masaaki; Makimoto, Naoki - In: Computers & industrial engineering : CAIE ; an … 27 (1994) 1-4, pp. 429-432

Persistent link: https://www.econbiz.de/10005999878

Competitive Price Equilibrium with Consumer Reservation Utility

Kijima, Masaaki; Nakagawa, Kei-Ichiro; Namatame, Takashi - In: Computational and mathematical organization theory 6 (2000) 1, pp. 27-28

Persistent link: https://www.econbiz.de/10006094425

An economic premium principle in a multiperiod economy

Iwaki, Hideki; Kijima, Masaaki; Morimoto, Yuji - In: Insurance / Mathematics & economics 28 (2001) 3, pp. 325-340

Persistent link: https://www.econbiz.de/10006901486

Stochastic orders and their applications in financial optimization

Kijima, Masaaki; Ohnishi, Masamitsu - In: Mathematical methods of operations research 50 (1999) 2, pp. 351

Persistent link: https://www.econbiz.de/10006626459

A Markovian Framework in Multi-Factor Heath-Jarrow-Morton Models

Inui, Koji; Kijima, Masaaki - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 423

Persistent link: https://www.econbiz.de/10006700422

A latent process model for the pricing of corporate securities

Kijima, Masaaki; Suzuki, Teruyoshi; Tanaka, Keiichi - In: Mathematical methods of operations research 69 (2009) 3, pp. 439-456

Persistent link: https://www.econbiz.de/10008257946

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. 2245-2259

Persistent link: https://www.econbiz.de/10008705605

Equilibrium pricing of contingent claims in tradable permit markets

Kijima, Masaaki; Maeda, Akira; Nishide, Katsumasa - In: The journal of futures markets 30 (2010) 6, pp. 559-590

Persistent link: https://www.econbiz.de/10008400573