Real options, ambiguity, risk and insurance
Subtitle: world class university program in financial engineering, Ajou University, volume two
By: edited by Alain Bensoussan, Ashbel Smith Chair Professor, Naveen Jindal School of Management, the University of Texas at Dallas, chair, Professor of Risk and Decision Analysis, City University of Hong Kong, WCU Distinguished Professor, Ajou University; Shige Peng, Professor of Mathematics, Distinguished Professor of the Ministry of Education of China, School of Mathematics, Shandong University, Jinan, China; and Jaeyoung Sung, Distinguished Professor of Finance, Department of Financial Engineering, School of Business Administration, Ajou University, Suwon, Korea
Series: Studies in probability, optimization and statistics -- volume 5; Studies in probability, optimization, and statistics -- v. 5.
Publisher: IOS Press
Published: 2013
Place of publication: Amsterdam
Language: eng
Number of pages: 279
ISBN-13: 9781614992370
Copyright date: 2013
Subjects: Financial engineering; Financial risk management; Risk assessment
Notes: "This book is the second volume in the WCU financial engineering series by the financial engineering program of Ajou University...the first volume was published by the IOS press in 2011 under the title of "New trends in financial engineering."

Includes bibliographical references and author index.
Table of contents: title: Real options.; title: Optimal investment under liquidity constraints / Jean-Paul Décamps and Stéphane Villeneuve; title: Investment in high-tech industries: an example from the LCD industry / Kuno J.M. Huisman, Peter M. Kort and Joseph E.J. Plasmans; title: Game theoretic real opions and competition risk / Jacco J.J. Thijssen; title: Real options and risk aversion / Julien Hugonnier and Erwan Morellec; title: Real options with time and scale flexibility / Alain Bensoussan and Benoít Chevalier-Roignant; title: Ambiguity; title: Optimal stopping rule meets ambiguity / Zengjing Chen, Weidon Tian and Guoqing Zhao; title: An overview on the principal-agent problems in continuous time / Shaolin Ji and Qingmeng Wei; title: Nonlinear expectation theory and stochastic calculus under Knightian uncertainty / Shige Peng; title: Risk and insurance; title: Proportional mutual reinsurance optimization / John Liu, Michael Taksar and Jiguang Yuan; title: Downside risk minimization: large deviation estimates for controlled semimartingales / Hideo Nagai; title: On dynamic portfolio insurance techniques / Jun Sekine; title: Credit risk models: a review / Cheonghee Ahn and Jaeyoung Sung.