WorldCat Identities

Kijima, Masaaki 1957-

Overview
Works: 102 works in 209 publications in 3 languages and 4,442 library holdings
Genres: Conference papers and proceedings  Dictionaries 
Roles: Author, Editor, Other
Publication Timeline
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Most widely held works by Masaaki Kijima
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering : Otemachi Sankei Plaza, Tokyo, Japan, 4-5 August 2008 by KIER-TMU International Workshop on Financial Engineering( )

24 editions published between 2009 and 2010 in English and held by 2,812 WorldCat member libraries worldwide

"This volume contains the proceedings of the 2008 Daiwa International Workshop on Financial Engineering held in Tokyo. The annual workshop is sponsored by the Daiwa Securities Group, and serves as a bridge between leading academics and practitioners in the field. This year, the papers presented at the workshop have been refereed and published in a single volume to commemorate the 60th birthday of Professor Yuri Kabanov, and to thank him for his contributions to the progress of mathematical finance in general, and the Daiwa International Workshop in particular. The book caters to academics and practitioners as well as graduate and postgraduate students of financial engineering. Quantitative researchers on financial markets will also find it a useful resource."--Publisher description
2010 recent advances in financial engineering proceedings of the KIER-TMU International Workshop on Financial Engineering 2010 ; Akihabara Daibiru, Tokyo 2 - 3 August 2010 by KIER-TMU International Workshop on Financial Engineering( )

5 editions published in 2011 in English and held by 366 WorldCat member libraries worldwide

Markov processes for stochastic modeling by Masaaki Kijima( Book )

16 editions published between 1997 and 2013 in English and held by 355 WorldCat member libraries worldwide

"Markov Processes for Stochastic Modeling presents a review of the author's more recent work in this active area of applied probability, together with an indication of where it links to established research. The book presents an algebraic development of the theory of countable state space Markov chains with discrete and continuous time parameters."--BOOK JACKET. "The emphasis is on time-dependent behavior, including first passage times of Markov chains. The book discusses measures of the speed of convergence, an algebraic discussion of monotone Markov chains and recent developments of quasi-stationary distributions. These features are complemented by numerous examples drawn from queueing, reliability and other models."--BOOK JACKET. "The book will be of particular interest to researchers in applied probability, mathematics, telecommunications, econometrics, genetics, epidemiology and electronic engineering, and will prove invaluable as a course text for graduates studying stochastic processes and stochastic modeling."--Jacket
Recent advances in financial engineering : proceedings of the KIER-TMU International Workshop on Financial Engineering, 2010 : Akihabara Daibiru, Tokyo, 2-3 August 2010 by Masaaki Kijima( )

9 editions published between 2009 and 2011 in English and held by 253 WorldCat member libraries worldwide

This book contains the proceedings of the KIER-TMU International Workshop on Financial Engineering 2010, which was held in Tokyo. It was for an exchange of 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 - all refereed - 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
Stochastic processes with applications to finance by Masaaki Kijima( Book )

1 edition published in 2003 in English and held by 223 WorldCat member libraries worldwide

Stochastic processes with applications to finance by Masaaki Kijima( Book )

23 editions published between 2002 and 2016 in English and held by 148 WorldCat member libraries worldwide

"Preface to the Second Edition When I started writing the first edition of this book in 2000, financial engineering was a kind of 'bubble' and people seemed to rely on the theory often too much. For example, the credit derivatives market has grown rapidly since 1992, and financial engineers have developed highly complicated derivatives such as credit default swap (CDS) and collateralized debt obligation (CDO). These financial instruments are linked to the credit characteristics of reference assets' values, and they serve to protect risky portfolios as if they were an insurance against credit risks. People in finance industry found the instruments very useful and started selling/buying them without paying attention to the systematic risks involved in those products. An extraordinary result soon appeared as the so-called Lehman shock (the credit crisis). The financial crisis affected the economies in many countries even outside the U.S. Since then, mass-media started blaming people in finance industry, in particular financial engineers, because they have cheated financial markets just for their own benefits by making highly complicated products based on the mathematical theory. Of course, while the theory is used to create such awful derivative securities, those claims are not true at all. Who made mistakes were people who used the theory of financial engineering without thorough understanding of the risks and high ethical standards I believe that financial engineering is the useful tool for risk management, and indeed sensible people acknowledge the importance of the theory for hedging such risks in our economy. For example, G20 wants to enhance the content of Basel accords; but to do that, we need advanced theory of financial engineering"--
Recent advances in financial engineering 2014 : proceedings of the TMU Finance Workshop 2014, Tokyo Metropolitan University (TMU), Akihabara Satellite Campus, 6-7 November 2014 by TMU Finance Workshop( )

6 editions published in 2016 in English and held by 47 WorldCat member libraries worldwide

La 4e de couv. indique :"Since 2004, the Tokyo Metropolitan University (Tmu) has been conducting workshops that serve as a forum for academic researchers and practitioners to exchange ideas and developments in different fields of finance. This book is based on papers presented at the 2014 workshop held in Tokyo, on 6-7 November, 2014. The chapters address state-of-the-art techniques in mathematical finance and financial engineering. The authors share ideas and information on new methods and up-to-date results of their research in these fields. This book is a must-read for researchers, practitioners, and graduate students in the fields of mathematical finance, quantitative finance and financial engineering."
Kin'yū kōgaku jiten = Encyclopedia of financial engineering( )

3 editions published in 2004 in Japanese and held by 35 WorldCat member libraries worldwide

Stochastic Processes with Applications to Finance, Second Edition by Masaaki Kijima( )

2 editions published between 2013 and 2016 in English and held by 32 WorldCat member libraries worldwide

Elementary Calculus: Towards Ito's FormulaExponential and Logarithmic Functions Differentiation Taylor's ExpansionIto's Formula Integration Elements in Probability The Sample Space and Probability Discrete Random Variables Continuous Random Variables Bivariate Random Variables Expectation Conditional Expectation Moment Generating Functions Copulas Useful Distributions in FinanceBinomial Distributions Other Discrete Distributions Normal and Log-Normal Distributions Other Continuous Distributions Multivariate Normal Distributions Derivative Securities The Money-Market Account Various Interest Ra
Li lü qi jian jie gou mo xing yu li lü yan sheng xing jin rong shang pin ping jia li lun by Masaaki Kijima( Book )

3 editions published between 1999 and 2006 in Japanese and Chinese and held by 19 WorldCat member libraries worldwide

Stochastic processes with applications to finance by Masaaki Kijima( Book )

1 edition published in 2002 in English and held by 9 WorldCat member libraries worldwide

Recent advances in financial engineering 2010 : proceedings of the KIER-TMU International Workshop on Financial Engineering, 2010 : Akihabara Daibiru, Tokyo, 2-3 August 2010 by KIER-TMU International Workshop on Financial Engineering( )

3 editions published between 2011 and 2014 in English and held by 8 WorldCat member libraries worldwide

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 - all refereed - 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
Fainansu no tameno kakuritsu katei by Hidenori Morimura( Book )

4 editions published between 1991 and 1997 in Japanese and held by 6 WorldCat member libraries worldwide

Māketingu dēta kaiseki : Excel Access ni yoru( Book )

1 edition published in 2003 in Japanese and held by 4 WorldCat member libraries worldwide

Kin'yū kōgaku handobukku( Book )

2 editions published in 2009 in Japanese and held by 4 WorldCat member libraries worldwide

Ai xiang liao : cong yuan li dao shang zhuo, Riben zhuan dian jiao ni ru he rang can zhuo shang de shi wu bian de geng mei wei( Book )

2 editions published between 2015 and 2017 in Chinese and held by 4 WorldCat member libraries worldwide

Kin'yū kōgaku by Masaaki Kijima( Book )

2 editions published in 2002 in Japanese and held by 4 WorldCat member libraries worldwide

Fainansu riron nyumon : Kin'yu kogaku eno purorogu( Book )

2 editions published in 2012 in Japanese and held by 4 WorldCat member libraries worldwide

Māketingu no sūri moderu( Book )

1 edition published in 2001 in Japanese and held by 3 WorldCat member libraries worldwide

Boratiriti hendō moderu( Book )

1 edition published in 2000 in Japanese and held by 3 WorldCat member libraries worldwide

 
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering : Otemachi Sankei Plaza, Tokyo, Japan, 4-5 August 2008
Covers
Markov processes for stochastic modelingRecent advances in financial engineering : proceedings of the KIER-TMU International Workshop on Financial Engineering, 2010 : Akihabara Daibiru, Tokyo, 2-3 August 2010Stochastic processes with applications to financeStochastic processes with applications to financeStochastic processes with applications to finance
Alternative Names
Gisima, Masaaki 1957-

Kijima, M.

Kijima, M. 1957-

Kijima, Masaaki 1957-

Kijima, Masaki 1957-

Masaaki Kijima.

Кидзима, Масааки

목도정명 1957-

키시마 마사아키 1957-

キジマ, マサアキ 1957-

木島正明

木島正明 1957-

Languages