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Recent Advances In Financial Engineering 2009:


  • Masaaki Kijima
    (Tokyo Metropolitan University, Japan)

  • Chiaki Hara
    (Kyoto University, Japan)

  • Keiichi Tanaka
    (Tokyo Metropolitan University, Japan)

  • Yukio Muromachi
    (Tokyo Metropolitan University, Japan)


This book consists of 11 papers based on research presented at the KIER-TMU International Workshop on Financial Engineering, held in Tokyo in 2009. The Workshop, organised by Kyoto University's Institute of Economic Research (KIER) and Tokyo Metropolitan University (TMU), is the successor to the Daiwa International Workshop on Financial Engineering held from 2004 to 2008 by Professor Kijima (the Chair of this Workshop) and his colleagues. Academic researchers and industry practitioners alike have presented the latest research on financial engineering at this international venue.These papers address state-of-the-art techniques in financial engineering, and have undergone a rigorous selection process to make this book a high-quality one. This volume will be of interest to academics, practitioners, and graduate students in the field of quantitative finance and financial engineering.

Suggested Citation

  • Masaaki Kijima & Chiaki Hara & Keiichi Tanaka & Yukio Muromachi (ed.), 2010. "Recent Advances In Financial Engineering 2009:," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7700.
  • Handle: RePEc:wsi:wsbook:7700

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    More about this item


    Financial Engineering; Mathematical Finance; Credit Risk; Real Options; Optimal Investment; Heterogeneous Beliefs;

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • C0 - Mathematical and Quantitative Methods - - General


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