Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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| Format: | UnknownFormat |
| Sprache: | eng |
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Singapore
World Scientific
2012
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| Online Zugang: | Inhaltsverzeichnis |
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Tag hinzufügen | Titel | Jahr | Verfasser |
|---|---|---|
| On pricing contingent capital notes | 2012 | Madan, Dilip B. |
| Optimal trading with cointegrated pairs of stocks | 2012 | Yamada, Yuji |
| Analytical approximation of pricing average options under the Heston model | 2012 | Yamazaki, Akira |
| A survey on modeling and analysis of basis spreads | 2012 | Fujii, Masaaki |
| Conservative Delta hedging under transaction costs | 2012 | Fukasawa, Masaaki |
| Strategic investment with three asymmetric firms | 2012 | Ko, Sunyoung |
| An empirical analysis of Japanese interest rate swap spread | 2012 | |
| A remark on approximation of the solutions to partial differential equations in finance | 2012 | Takahashi, Akihiko |
| On the representation of general interest rate models as square-integrable Wiener functionals | 2012 | Hughston, Lane P. |
| The theory of optimal investment in information security and adjustment costs : an impulse control approach | 2012 | Goto, Makoto |