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

レコード種別:	言語・文字資料 (印刷物) : 単行資料
[NT 15000414] null:	332
タイトル / 著者:	Real options, ambiguity, risk and insurance : world class university program in financial engineering, Ajou University, volume two // edited by Alain Bensoussan, Ashbel Smith Chair Professor, Naveen Jindal School of Management, the University of Texas at Dallas, chair, Professor of Risk and Decision Analysis, City University of Hong Kong, WCU Distinguished Professor, Ajou University; Shige Peng, Professor of Mathematics, Distinguished Professor of the Ministry of Education of China, School of Mathematics, Shandong University, Jinan, China; and Jaeyoung Sung, Distinguished Professor of Finance, Department of Financial Engineering, School of Business Administration, Ajou University, Suwon, Korea.
その他の著者:	Bensoussan, Alain,
出版された:	Amsterdam : : IOS Press,, [2013]
記述:	1 online resource(xiii, 279 p) ; : ill.
注記:	"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."
主題:	Financial engineering.
主題:	Financial risk management.
主題:	Risk assessment.
国際標準図書番号 (ISBN) :	9781614992387 (ebook)
国際標準図書番号 (ISBN) :	9781614992370 (hbk.)
[NT 15000227] null:	Includes bibliographical references and author index.
[NT 15000228] null:	Real options. -- Optimal investment under liquidity constraints / Jean-Paul Decamps and Stephane 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 Benoit 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.
電子資源:	http://ebooks.windeal.com.tw/ios/cover.asp?isbn=9781614992370

Real options, ambiguity, risk and insurance [electronic resource]: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 /[electronic resource]:edited by Alain Bensoussan, Ashbel Smith Chair Professor, Naveen Jindal School of Management, the University of Texas at Dallas, chair, Professor of Risk and Decision Analysis, City University of Hong Kong, WCU Distinguished Professor, Ajou University; Shige Peng, Professor of Mathematics, Distinguished Professor of the Ministry of Education of China, School of Mathematics, Shandong University, Jinan, China; and Jaeyoung Sung, Distinguished Professor of Finance, Department of Financial Engineering, School of Business Administration, Ajou University, Suwon, Korea. - Amsterdam :IOS Press,[2013] - 1 online resource(xiii, 279 p) ;ill. - Studies in probability, optimization and statistics,volume 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."

Includes bibliographical references and author index.

Real options. -- Optimal investment under liquidity constraints / Jean-Paul Decamps and Stephane 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 Benoit 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: 9781614992387 (ebook)

LCCN: 2013935544Subjects--Topical Terms:

339966
Financial engineering.

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

Dewey Class. No.: 332

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