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

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Real options, ambiguity, risk and insurance / 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.
Reminder of title:	world class university program in financial engineering, Ajou University, volume two /
other author:	Bensoussan, Alain,
Published:	Amsterdam :IOS Press, : [2013],
Description:	1 online resource(xiii, 279 p) ;ill. :
Notes:	"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."
Subject:	Financial engineering. -
Online resource:	http://ebooks.windeal.com.tw/ios/cover.asp?isbn=9781614992370
ISBN:	9781614992387 (ebook)

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 /[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:

591542
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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500 $a "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."
504 $a Includes bibliographical references and author index.
505 0 $a 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.
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650 0 $a Risk assessment. $3 562699
700 1 $a Bensoussan, Alain, $e editor of compilation. $3 1002550
700 1 $a Peng, Shige, $e editor of compilation. $3 1002551
700 1 $a Sung, Jaeyoung, $e editor of compilation. $3 1002552
830 0 $a Studies in probability, optimization, and statistics ; $v v. 4. $3 864775
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