What is included with this book?
Preface | p. v |
Program | p. vii |
Risk Sensitive Investment Management with Affine Processes: A Viscosity Approach | p. 1 |
Small-Sample Estimation of Models of Portfolio Credit Risk | p. 43 |
Heterogeneous Beliefs with Mortal Agents | p. 65 |
Counterparty Risk on a CDS in a Markov Chain Copula Model with Joint Defaults | p. 91 |
Portfolio Efficiency Under Heterogeneous Beliefs | p. 127 |
Security Pricing with Information-Sensitive Discounting | p. 157 |
On Statistical Aspects in Calibrating a Geometric Skewed Stable Asset Price Model | p. 181 |
A Note on a Statistical Hypothesis Testing for Removing Noise by the Random Matrix Theory and Its Application to Co-Volatility Matrices | p. 203 |
Quantile Hedging for Defaultable Claims | p. 219 |
New Unified Computational Algorithm in a High-Order Asymptotic Expansion Scheme | p. 231 |
Can Financial Synergy Motivate M&A? | p. 253 |
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