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CIRJE-R-11 |
『計量ファイナンス2011』
"New Developments in Quantitative Finance 2011" |
Author Name |
国友直人・川崎能典共編 (Naoto Kunitomo and Yoshinori Kawasaki ed.) |
Language |
Japanese |
Date |
February 2012 |
Abstract |
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This report is a summary of the unpublished papers presented at the conference held at CIRJE in 2011 September 29 under the title: "Recent Developments in Quantitative Finance 2010". The topics are on (i) the econometric analysis of credit risks, (ii) the econometric analysis of high frequency financial data, and (iii) the statistical methods of financial risk managements. Most papers presented at the conference have been written in English. |
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Remarks |
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PDF |
PDF file (all) (43.9MB)
PDF file 1 ( ~目次) (500KB) PDF file 2 (pp. 5~54) (14.4MB) PDF file 3 (pp. 55~136) (23.3MB) PDF file 4 (pp. 137~ ) (5.65MB)
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