Recent Advances in Financial Engineering 2010
Latest Publications

TOTAL DOCUMENTS

12

(FIVE YEARS 0)

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2

(FIVE YEARS 0)

Published By WORLD SCIENTIFIC

9789814366021, 9789814366038

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

An Empirical Analysis of Equity Market Expectations in the Financial Turmoil Using Implied Moments and Jump Diffusion Processes

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0009 ◽

2011 ◽

Author(s):

Yoshihiko Sugihara ◽

Nobuyuki Oda

Keyword(s):

Empirical Analysis ◽

Diffusion Processes ◽

Jump Diffusion ◽

Equity Market ◽

Jump Diffusion Processes ◽

Market Expectations

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Option Pricing with a Regime-Switching Lévy Model

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0008 ◽

2011 ◽

Cited By ~ 1

Author(s):

Chi Chung Siu

Keyword(s):

Option Pricing ◽

Regime Switching

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The Diversity of Information Acquisition Strategies in a Noisy REE Model with a Common Signal and Independent Signals

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0007 ◽

2011 ◽

Author(s):

Satoshi Kawanishi

Keyword(s):

Information Acquisition ◽

Acquisition Strategies ◽

Common Signal

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Optimal Hedging with Additive Models

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0011 ◽

2011 ◽

Cited By ~ 2

Author(s):

Yuji Yamada

Keyword(s):

Additive Models ◽

Optimal Hedging

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The Distribution of Returns at Longer Horizons

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0001 ◽

2011 ◽

Cited By ~ 10

Author(s):

Ernst Eberlein ◽

Dilip B. Madan

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Investor Characteristics and Portfolio Value

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0010 ◽

2011 ◽

Author(s):

Naoya Takezawa

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A Note on the Risk Management of CDOs

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0003 ◽

2011 ◽

Cited By ~ 1

Author(s):

Jean-Paul Laurent

Keyword(s):

Risk Management

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FRONT MATTER

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_fmatter ◽

2011 ◽

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Modeling of Interest-Rate Term Structures under Collateralization and its Implications

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0005 ◽

2011 ◽

Cited By ~ 2

Author(s):

Masaaki Fujii ◽

Akihiko Takahashi

Keyword(s):

Interest Rate ◽

Term Structures

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On the State Variables for Optimal Portfolio Strategies in the Japanese Market

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0006 ◽

2011 ◽

Author(s):

Shoji Kamimura

Keyword(s):

The State ◽

Optimal Portfolio ◽

State Variables ◽

Japanese Market ◽

Portfolio Strategies

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