MARC details
000 -LEADER |
fixed length control field |
03031nam a2200397 a 4500 |
001 - CONTROL NUMBER |
control field |
ebr10479655 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
CaPaEBR |
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
fixed length control field |
m u |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
fixed length control field |
cr cn||||||||| |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
110127s2010 si a sb 100 0 eng d |
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
Canceled/invalid LC control number |
2010284753 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
Canceled/invalid ISBN |
9814299898 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
Canceled/invalid ISBN |
9789814299893 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
Canceled/invalid ISBN |
9789814304078 (e-book) |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
CaPaEBR |
Transcribing agency |
CaPaEBR |
035 ## - SYSTEM CONTROL NUMBER |
System control number |
(OCoLC)738439359 |
050 14 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HG176.7 |
Item number |
.K54 2009eb |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332 |
Edition number |
22 |
111 2# - MAIN ENTRY--MEETING NAME |
Meeting name or jurisdiction name as entry element |
KIER-TMU International Workshop on Financial Engineering |
Date of meeting |
(2009 : |
Location of meeting |
Tokyo, Japan) |
245 10 - TITLE STATEMENT |
Title |
Recent advances in financial engineering |
Medium |
[electronic resource] : |
Remainder of title |
proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 / |
Statement of responsibility, etc. |
editors, Masaaki Kijima ... [et al.]. |
246 30 - VARYING FORM OF TITLE |
Title proper/short title |
Proceedings of the KIER-TMU International Workshop on Financial Engineering, 2009 |
246 30 - VARYING FORM OF TITLE |
Title proper/short title |
2009 recent advances in financial engineering |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
Place of publication, distribution, etc. |
Singapore ; |
-- |
Hackensack, N.J. : |
Name of publisher, distributor, etc. |
World Scientific, |
Date of publication, distribution, etc. |
2010. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
xi, 272 p. : |
Other physical details |
ill. |
500 ## - GENERAL NOTE |
Table of Contents |
"The workshop is the successor of the 'Daiwai International Workshop on Financial Engineering ' that was held in Tokyo every year since 2004 ..."--Pref. |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc |
Includes bibliographical references. |
505 0# - FORMATTED CONTENTS NOTE |
Formatted contents note |
Risk sensitive investment management with affine processes : a viscosity approach / M. Davis and S. Lleo -- Small-sample estimation of models of portfolio credit risk / M.B. Gordy and E. Heitfield -- Heterogeneous beliefs with mortal agents / A.A. Brown and L.C.G. Rogers -- Counterparty risk on a CDS in a Markov chain copula model with joint defaults / S. Cr�epey, M. Jeanblanc and B. Zargari -- Portfolio efficiency under heterogeneous beliefs / X.-Z. He and L. Shi -- Security pricing with information-sensitive discounting / A. Macrina and P.A. Parbhoo -- On statistical aspects in calibrating a geometric skewed stable asset price model / H. Masuda -- A note on a statistical hypothesis testing for removing noise by the random matrix theory and its application to co-volatility matrices / T. Morimoto and K. Tachibana -- Quantile hedging for defaultable claims / Y. Nakano -- New unified computational algorithm in a high-order asymptotic expansion scheme / K. Takehara, A. Takahashi and M. Toda -- Can financial synergy motivate M&A? / Y. Tian, M. Nishihara and T. Shibata. |
533 ## - REPRODUCTION NOTE |
Type of reproduction |
Electronic reproduction. |
Place of reproduction |
Palo Alto, Calif. : |
Agency responsible for reproduction |
ebrary, |
Date of reproduction |
2013. |
Note about reproduction |
Available via World Wide Web. |
-- |
Access may be limited to ebrary affiliated libraries. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Financial engineering |
Form subdivision |
Congresses. |
655 #7 - INDEX TERM--GENRE/FORM |
Genre/form data or focus term |
Electronic books. |
Source of term |
local |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Kijima, Masaaki, |
Dates associated with a name |
1957- |
710 2# - ADDED ENTRY--CORPORATE NAME |
Corporate name or jurisdiction name as entry element |
Ky�oto Daigaku. |
Subordinate unit |
Keizai Kenky�ujo. |
710 2# - ADDED ENTRY--CORPORATE NAME |
Corporate name or jurisdiction name as entry element |
Shuto Daigaku T�oky�o. |
Subordinate unit |
Graduate School of Social Sciences. |
710 2# - ADDED ENTRY--CORPORATE NAME |
Corporate name or jurisdiction name as entry element |
ebrary, Inc. |
856 40 - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
<a href="http://site.ebrary.com/lib/welingkar/Doc?id=10479655">http://site.ebrary.com/lib/welingkar/Doc?id=10479655</a> |
Public note |
An electronic book accessible through the World Wide Web; click to view |