Recent Advances in Financial Engineering 2011 - Proceedings of the International Workshop on Finance 2011
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11

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Published By World Scientific Publishing Co. Pte. Ltd.

9789814407328

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Analytical Approximation of Pricing Average Options under the Heston Model

Recent Advances in Financial Engineering 2011 - Proceedings of the International Workshop on Finance 2011 ◽

10.1142/9789814407335_0010 ◽

2012 ◽

Author(s):

Akira Yamazaki

Keyword(s):

Analytical Approximation ◽

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The Theory of Optimal Investment in Information Security and Adjustment Costs: An Impulse Control Approach

Recent Advances in Financial Engineering 2011 - Proceedings of the International Workshop on Finance 2011 ◽

10.1142/9789814407335_0005 ◽

2012 ◽

Author(s):

Makoto Goto ◽

Ken-ichi Tatsumi

Keyword(s):

Information Security ◽

Impulse Control ◽

Adjustment Costs ◽

Optimal Investment ◽

Control Approach

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Strategic Investment with Three Asymmetric Firms

Recent Advances in Financial Engineering 2011 - Proceedings of the International Workshop on Finance 2011 ◽

10.1142/9789814407335_0006 ◽

2012 ◽

Author(s):

Sunyoung Ko ◽

Takashi Shibata

Keyword(s):

Strategic Investment

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An Empirical Analysis of Japanese Interest Rate Swap Spread

Recent Advances in Financial Engineering 2011 - Proceedings of the International Workshop on Finance 2011 ◽

10.1142/9789814407335_0007 ◽

2012 ◽

Author(s):

Junji Shimada ◽

Toyoharu Takahashi ◽

Tatsuyoshi Miyakoshi ◽

Yoshihiko Tsukuda

Keyword(s):

Interest Rate ◽

Empirical Analysis ◽

Interest Rate Swap ◽

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Optimal Trading with Cointegrated Pairs of Stocks

Recent Advances in Financial Engineering 2011 - Proceedings of the International Workshop on Finance 2011 ◽

10.1142/9789814407335_0009 ◽

2012 ◽

Author(s):

Yuji Yamada ◽

James A. Primbs

Keyword(s):

Optimal Trading

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FRONT MATTER

Recent Advances in Financial Engineering 2011 - Proceedings of the International Workshop on Finance 2011 ◽

10.1142/9789814407335_fmatter ◽

2012 ◽

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On Pricing Contingent Capital Notes

Recent Advances in Financial Engineering 2011 - Proceedings of the International Workshop on Finance 2011 ◽

10.1142/9789814407335_0002 ◽

2012 ◽

Author(s):

Dilip B. Madan

Keyword(s):

Contingent Capital

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A Survey on Modeling and Analysis of Basis Spreads

Recent Advances in Financial Engineering 2011 - Proceedings of the International Workshop on Finance 2011 ◽

10.1142/9789814407335_0003 ◽

2012 ◽

Author(s):

Masaaki Fujii ◽

Akihiko Takahashi

Keyword(s):

Modeling And Analysis

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Conservative Delta Hedging under Transaction Costs

Recent Advances in Financial Engineering 2011 - Proceedings of the International Workshop on Finance 2011 ◽

10.1142/9789814407335_0004 ◽

2012 ◽

Author(s):

Masaaki Fukasawa

Keyword(s):

Transaction Costs ◽

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A Remark on Approximation of the Solutions to Partial Differential Equations in Finance

Recent Advances in Financial Engineering 2011 - Proceedings of the International Workshop on Finance 2011 ◽

10.1142/9789814407335_0008 ◽

2012 ◽

Author(s):

Akihiko Takahashi ◽

Toshihiro Yamada

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Partial Differential

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