图书简介

Risk-Sensitive Investment Management with Affine Processes: A Viscosity Approach (M Davis & S Lleo); Small-Sample Estimation of Models of Portfolio Credit Risk (M B Gordy & E Heitfield); Heterogeneous Beliefs with Mortal Agents (A A Brown & L C G Rogers); Counterparty Risk on a CDS in a CDS in a Markov Chain Copula Model with Joint Defaults (S Crépey et al.); Portfolio Efficiency Under Heterogeneous Beliefs (X-Z He & L Shi); Security Pricing with Information-Sensitive Discounting (A Macrina & 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 & K Tachibana); Quantile Hedging for Defaultable Claims (Y Nakano); New Unified Computational Algorithm in a High-Order Asymptotic Expansion Scheme (K Takehara et al.); Can Financial Synergy Motivate M&A? (Y Tian et al.).

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