Recent Advances in Financial Engineering 2011: Proceedings of the International Workshop on Finance 2011, Doshisha University, K,Used

Recent Advances in Financial Engineering 2011: Proceedings of the International Workshop on Finance 2011, Doshisha University, K,Used

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This book is the Proceedings of the International Workshop on Finance 2011, held in Kyoto in the summer of 2011 with the aim of exchanging new ideas in financial engineering among researchers from various countries from both academia and industry. The workshop was held as a successor to the Daiwa International Workshop (20042008), and the KIERTMU International Workshop (20092010). This workshop was organized by the Center for Advanced Research in Finance (CARF), Graduate School of Economics, the University of Tokyo, and Graduate School of Social Sciences, Tokyo Metropolitan University and coorganized by Life Risk Research Center, Doshisha University.The workshop serves as a bridge between academic researchers and practitioners.This book contains about fifteen papers, all refereed, representing the presentations at the workshop. The papers address stateoftheart techniques in financial engineering.

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