東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Recent Advances in Financial Enginee...

Takahashi, Akihiko.

Linked to FindBook

Google Book

Amazon

博客來

Recent Advances in Financial Engineering 2011 = Proceedings of the International Workshop on Financial 2011.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Recent Advances in Financial Engineering 2011/
Reminder of title:	Proceedings of the International Workshop on Financial 2011.
Author:	Takahashi, Akihiko.
other author:	Muromachi, Yukio.
Published:	Singapore :World Scientific, : 2012.,
Description:	1 online resource (231 p.)
Notes:	Description based upon print version of record.
Subject:	Financial engineering - Congresses. -
Online resource:	http://www.worldscientific.com/worldscibooks/10.1142/8491#t=toc
ISBN:	9789814407335 (electronic bk.)

Recent Advances in Financial Engineering 2011 = Proceedings of the International Workshop on Financial 2011.
Takahashi, Akihiko.

Recent Advances in Financial Engineering 2011Proceedings of the International Workshop on Financial 2011.[electronic resource] : - Singapore :World Scientific,2012. - 1 online resource (231 p.)

Description based upon print version of record.

ReferencesConservative Delta Hedging under Transaction Costs M. Fukasawa; 1. Introduction; 2. Conservative Delta Hedging; 3. Discrete Hedging under Transaction Costs; 4. Mean Squared Error; 5. Leland's Strategy and the Choice of; 6. Conclusion; References; The Theory of Optimal Investment in Information Security andAdjustment Costs: An Impulse Control Approach M. Goto and K. Tatsumi; 1. Introduction; 2. Static Optimum Investment Size: The Model of Gordon-Loeb; 3. Optimal Investment in Information Security; 3.1 Overview; 3.1.1 Literature review: Models of multiple investments

This book is the Proceedings of the International Workshop on Finance 2011, held in Kyoto in the summer of 2011 with the aim of exchanging new ideas in financial engineering among researchers from various countries from both academia and industry. The workshop was held as a successor to the Daiwa International Workshop (2004-2008), and the KIER-TMU International Workshop (2009-2010). This workshop was organized by the Center for Advanced Research in Finance (CARF), Graduate School of Economics, the University of Tokyo, and Graduate School of Social Sciences, Tokyo Metropolitan University -- and.

ISBN: 9789814407335 (electronic bk.)Subjects--Topical Terms:

1351581
Financial engineering
--Congresses.Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HG176.7

Dewey Class. No.: 332.60151

Recent Advances in Financial Engineering 2011 = Proceedings of the International Workshop on Financial 2011.
LDR:02106cmm a2200265Mu 4500 001 1901162
006 m o d
007 cr un-||||||||
008 140122s2012 si o 000 0 eng d
020 $a 9789814407335 (electronic bk.)
020 $a 981440733X
020 $a 1281603716
020 $a 9781281603715
035 $a ocn804661861
040 $a EBLCP $b eng $c EBLCP $d OCLCQ $d YDXCP $d IDEBK $d OCLCQ $d CDX $d OCLCO
049 $a FISA
050 4 $a HG176.7
082 0 4 $a 332.60151 $2 22
100 1 $a Takahashi, Akihiko. $3 1264632
245 1 0 $a Recent Advances in Financial Engineering 2011 $h [electronic resource] : $b Proceedings of the International Workshop on Financial 2011.
260 $a Singapore : $b World Scientific, $c 2012.
300 $a 1 online resource (231 p.)
500 $a Description based upon print version of record.
500 $a 2.3 Value functions in the monopoly and duopoly markets
504 $a ReferencesConservative Delta Hedging under Transaction Costs M. Fukasawa; 1. Introduction; 2. Conservative Delta Hedging; 3. Discrete Hedging under Transaction Costs; 4. Mean Squared Error; 5. Leland's Strategy and the Choice of; 6. Conclusion; References; The Theory of Optimal Investment in Information Security andAdjustment Costs: An Impulse Control Approach M. Goto and K. Tatsumi; 1. Introduction; 2. Static Optimum Investment Size: The Model of Gordon-Loeb; 3. Optimal Investment in Information Security; 3.1 Overview; 3.1.1 Literature review: Models of multiple investments
520 $a This book is the Proceedings of the International Workshop on Finance 2011, held in Kyoto in the summer of 2011 with the aim of exchanging new ideas in financial engineering among researchers from various countries from both academia and industry. The workshop was held as a successor to the Daiwa International Workshop (2004-2008), and the KIER-TMU International Workshop (2009-2010). This workshop was organized by the Center for Advanced Research in Finance (CARF), Graduate School of Economics, the University of Tokyo, and Graduate School of Social Sciences, Tokyo Metropolitan University -- and.
650 0 $a Financial engineering $v Congresses. $3 1351581
655 0 $a Electronic books. $2 lcsh $3 542853
700 1 $a Muromachi, Yukio. $3 2016173
700 1 $a Nakaoka, Hidetaka. $3 2016174
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/8491#t=toc