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Recent Advances in Financial Engineering 2011[electronic resource] :Proceedings of the International Workshop on Financial 2011.

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.60151
書名/作者:	Recent Advances in Financial Engineering 2011 : Proceedings of the International Workshop on Financial 2011.
作者:	Takahashi, Akihiko.
其他作者:	Muromachi, Yukio.
出版者:	Singapore : : World Scientific,, 2012.
面頁冊數:	1 online resource (231 p.)
附註:	Description based upon print version of record.
標題:	Financial engineering
ISBN:	9789814407335 (electronic bk.)
ISBN:	981440733X
ISBN:	1281603716
ISBN:	9781281603715
書目註:	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
摘要、提要註:	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.
電子資源:	http://www.worldscientific.com/worldscibooks/10.1142/8491#t=toc

Recent Advances in Financial Engineering 2011[electronic resource] :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:

154879
Financial engineering
Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: HG176.7

Dewey Class. No.: 332.60151

Recent Advances in Financial Engineering 2011[electronic resource] :Proceedings of the International Workshop on Financial 2011.
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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.
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