Recent Advances in Financial Engineering 2009
Latest Publications

TOTAL DOCUMENTS

12

(FIVE YEARS 0)

H-INDEX

2

(FIVE YEARS 0)

Published By WORLD SCIENTIFIC

9789814299893, 9789814304078

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Quantile Hedging for Defaultable Claims

Recent Advances in Financial Engineering 2009 ◽

10.1142/9789814304078_0009 ◽

2010 ◽

Cited By ~ 1

Author(s):

Yumiharu Nakano

Keyword(s):

Quantile Hedging

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Portfolio Efficiency Under Heterogeneous Beliefs

Recent Advances in Financial Engineering 2009 ◽

10.1142/9789814304078_0005 ◽

2010 ◽

Cited By ~ 1

Author(s):

Xue-Zhong He ◽

Lei Shi

Keyword(s):

Heterogeneous Beliefs ◽

Portfolio Efficiency

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Can Financial Synergy Motivate M&A?

Recent Advances in Financial Engineering 2009 ◽

10.1142/9789814304078_0011 ◽

2010 ◽

Author(s):

Yuan Tian ◽

Michi Nishihara ◽

Takashi Shibata

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Security Pricing with Information-Sensitive Discounting

Recent Advances in Financial Engineering 2009 ◽

10.1142/9789814304078_0006 ◽

2010 ◽

Cited By ~ 1

Author(s):

Andrea Macrina ◽

Priyanka A. Parbhoo

Keyword(s):

Security Pricing

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FRONT MATTER

Recent Advances in Financial Engineering 2009 ◽

10.1142/9789814304078_fmatter ◽

2010 ◽

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A Note on a Statistical Hypothesis Testing for Removing Noise by the Random Matrix Theory and Its Application to Co-Volatility Matrices

Recent Advances in Financial Engineering 2009 ◽

10.1142/9789814304078_0008 ◽

2010 ◽

Cited By ~ 1

Author(s):

Takayuki Morimoto ◽

Kanta Tachibana

Keyword(s):

Hypothesis Testing ◽

Random Matrix Theory ◽

Random Matrix ◽

Matrix Theory ◽

Statistical Hypothesis ◽

Statistical Hypothesis Testing

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Risk Sensitive Investment Management with Affine Processes: A Viscosity Approach

Recent Advances in Financial Engineering 2009 ◽

10.1142/9789814304078_0001 ◽

2010 ◽

Author(s):

Mark Davis ◽

Sébastien Lleo

Keyword(s):

Investment Management ◽

Affine Processes ◽

Risk Sensitive

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On Statistical Aspects in Calibrating a Geometric Skewed Stable Asset Price Model

Recent Advances in Financial Engineering 2009 ◽

10.1142/9789814304078_0007 ◽

2010 ◽

Cited By ~ 1

Author(s):

Hiroki Masuda

Keyword(s):

Asset Price ◽

Price Model ◽

Asset Price Model

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Heterogeneous Beliefs with Mortal Agents

Recent Advances in Financial Engineering 2009 ◽

10.1142/9789814304078_0003 ◽

2010 ◽

Author(s):

A. A. Brown ◽

L. C. G. Rogers

Keyword(s):

Heterogeneous Beliefs

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New Unified Computational Algorithm in a High-Order Asymptotic Expansion Scheme

Recent Advances in Financial Engineering 2009 ◽

10.1142/9789814304078_0010 ◽

2010 ◽

Cited By ~ 2

Author(s):

Kohta Takehara ◽

Akihiko Takahashi ◽

Masashi Toda

Keyword(s):

Asymptotic Expansion ◽

Computational Algorithm ◽

High Order ◽

Expansion Scheme

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