Recent Advances in Financial Engineering

Recent Advances in Financial Engineering: Proceedings of the 2008 Daiwa International Workshop on Financial Engineering, Otemachi Sankei Plaza, Tokyo, Japan, August 4 – 5, 2008

Posted: 8 Sep 2009

See all articles by Masaaki Kijima

Masaaki Kijima

Kyoto University - Graduate School of Economics

Masahiko Egami

Kyoto University

Date Written: June 2, 2009

Abstract

This volume contains the proceedings of the 2008 Daiwa International Workshop on Financial Engineering held in Tokyo. The annual workshop is sponsored by the Daiwa Securities Group, and serves as a bridge between leading academics and practitioners in the field. This year, the papers presented at the workshop have been refereed and published in a single volume to commemorate the 60th birthday of Professor Yuri Kabanov, and to thank him for his contributions to the progress of mathematical finance in general, and the Daiwa International Workshop in particular. The book caters to academics and practitioners as well as graduate and postgraduate students of financial engineering. Quantitative researchers on financial markets will also find it a useful resource.

Keywords: financial engineering, mathematical finance, real options, credit risk, option pricing, transaction cost, market microstructure

Suggested Citation

Kijima, Masaaki and Egami, Masahiko, Recent Advances in Financial Engineering (June 2, 2009). Recent Advances in Financial Engineering: Proceedings of the 2008 Daiwa International Workshop on Financial Engineering, Otemachi Sankei Plaza, Tokyo, Japan, August 4 – 5, 2008. Available at SSRN: https://ssrn.com/abstract=1469362

Masaaki Kijima (Contact Author)

Kyoto University - Graduate School of Economics ( email )

Japan

Masahiko Egami

Kyoto University ( email )

Yoshida-Honmachi
Sakyo-ku
Kyoto, 606-8501
Japan

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