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

Record Type:	Language materials, printed : 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:

785063
Financial engineering
--Congresses.Index Terms--Genre/Form:

554714
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.
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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.
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655 0 $a Electronic books. $2 local $3 554714
700 1 $a Muromachi, Yukio. $3 943332
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856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/8491#t=toc