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Real options, ambiguity, risk and in...

Bensoussan, Alain.

Real options, ambiguity, risk and insurance :world class university program in financial engineering, Ajou University, volume two /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332
書名/作者:	Real options, ambiguity, risk and insurance : : world class university program in financial engineering, Ajou University, volume two // edited by Alain Bensoussan, Shige Peng and Jaeyoung Sung.
其他作者:	Bensoussan, Alain.
出版者:	Amsterdam : : IOS Press,, c2013.
面頁冊數:	xiii, 279 p. ;; 25 cm.
附註:	"This book is the second volume in the WCU financial engineering series by the financial engineering program of Ajou University...the first volume was published by the IOS press in 2011 under the title of "New trends in financial engineering."--P. v.
標題:	Financial engineering.
標題:	Financial risk management.
標題:	Risk assessment.
ISBN:	9781614992370 (hbk.) :
ISBN:	1614992371 (hbk.)
書目註:	Includes bibliographical references and author index.
內容註:	Real options. -- Optimal investment under liquidity constraints / Jean-Paul Décamps and Stéphane Villeneuve -- Investment in high-tech industries: an example from the LCD industry / Kuno J.M. Huisman, Peter M. Kort and Joseph E.J. Plasmans -- Game theoretic real opions and competition risk / Jacco J.J. Thijssen -- Real options and risk aversion / Julien Hugonnier and Erwan Morellec -- Real options with time and scale flexibility / Alain Bensoussan and Benoít Chevalier-Roignant -- Ambiguity -- Optimal stopping rule meets ambiguity / Zengjing Chen, Weidon Tian and Guoqing Zhao -- An overview on the principal-agent problems in continuous time / Shaolin Ji and Qingmeng Wei -- Nonlinear expectation theory and stochastic calculus under Knightian uncertainty / Shige Peng -- Risk and insurance -- Proportional mutual reinsurance optimization / John Liu, Michael Taksar and Jiguang Yuan -- Downside risk minimization: large deviation estimates for controlled semimartingales / Hideo Nagai -- On dynamic portfolio insurance techniques / Jun Sekine -- Credit risk models: a review / Cheonghee Ahn and Jaeyoung Sung.

Real options, ambiguity, risk and insurance :world class university program in financial engineering, Ajou University, volume two /
Real options, ambiguity, risk and insurance :world class university program in financial engineering, Ajou University, volume two /edited by Alain Bensoussan, Shige Peng and Jaeyoung Sung. - Amsterdam :IOS Press,c2013. - xiii, 279 p. ;25 cm. - Studies in probability, optimization and statistics,v. 50928-3986 ;. - Studies in probability, optimization, and statistics ;v. 4..

"This book is the second volume in the WCU financial engineering series by the financial engineering program of Ajou University...the first volume was published by the IOS press in 2011 under the title of "New trends in financial engineering."--P. v.

Includes bibliographical references and author index.

Real options. -- Optimal investment under liquidity constraints / Jean-Paul Décamps and Stéphane Villeneuve -- Investment in high-tech industries: an example from the LCD industry / Kuno J.M. Huisman, Peter M. Kort and Joseph E.J. Plasmans -- Game theoretic real opions and competition risk / Jacco J.J. Thijssen -- Real options and risk aversion / Julien Hugonnier and Erwan Morellec -- Real options with time and scale flexibility / Alain Bensoussan and Benoít Chevalier-Roignant -- Ambiguity -- Optimal stopping rule meets ambiguity / Zengjing Chen, Weidon Tian and Guoqing Zhao -- An overview on the principal-agent problems in continuous time / Shaolin Ji and Qingmeng Wei -- Nonlinear expectation theory and stochastic calculus under Knightian uncertainty / Shige Peng -- Risk and insurance -- Proportional mutual reinsurance optimization / John Liu, Michael Taksar and Jiguang Yuan -- Downside risk minimization: large deviation estimates for controlled semimartingales / Hideo Nagai -- On dynamic portfolio insurance techniques / Jun Sekine -- Credit risk models: a review / Cheonghee Ahn and Jaeyoung Sung.

ISBN: 9781614992370 (hbk.) :NTD 5,307

LCCN: 2013935544Subjects--Topical Terms:

339966
Financial engineering.

LC Class. No.: HG176.7 / .R43 2013

Dewey Class. No.: 332

Real options, ambiguity, risk and insurance :world class university program in financial engineering, Ajou University, volume two /
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