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.
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