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Recent Advances in Financial Engineering 2010


  • Masaaki Kijima
    (Tokyo Metropolitan University, Japan)

  • Chiaki Hara
    (Kyoto University, Japan)

  • Yukio Muromachi
    (Tokyo Metropolitan University, Japan)

  • Hidetaka Nakaoka
    (Tokyo Metropolitan University, Japan)

  • Katsumasa Nishide
    (Yokohama National University, Japan)


This book contains the proceedings of the KIER-TMU International Workshop on Financial Engineering 2010, which was held in Tokyo, in order to exchange new ideas in financial engineering among industry professionals and researchers from various countries. It has been held for two consecutive years since 2009, as a successor to the Daiwa International Workshop, which was held from 2004 to 2008, and is organized by the Institute of Economic Research of Kyoto University (KIER) and the Graduate School of Social Sciences of Tokyo Metropolitan University (TMU). The workshop serves as a bridge between academic researchers and practitioners. This book consists of eleven papers ¡ª all refereed ¡ª representing or related to the presentations at the workshop. The papers address state-of-the-art techniques in financial engineering. The Proceedings of the 2009 workshop was also published by World Scientific Publishing.

Suggested Citation

  • Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), 2011. "Recent Advances in Financial Engineering 2010," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8236, December.
  • Handle: RePEc:wsi:wsbook:8236

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    More about this item


    Operations Research; Financial Engineering; Management; Mathematical Modeling; Credit Risk; Real Options; Optimal Investment; Heterogeneous Beliefs;

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics


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