Skip to main content

Part of the book series: Studies in Computational Intelligence ((SCI,volume 36))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. F. Black and M. Scholes: “The pricing of options and corporate liabilities”, “J. Polit. Econ.”, Vol. 81, 1973, pp. 637-654

    Article  Google Scholar 

  2. G. Choquet: “Theory of capacities”, “Ann. Inst. Fourier 5”, 1953, pp. 131-295

    Google Scholar 

  3. Schmeidler: “Subjective probability and expected utility without additivity”, “Econometrica”, Vol. 57, 1989, pp. 571-587

    Article  MATH  MathSciNet  Google Scholar 

  4. Šipoš: “Integral with respect to a pre-measure”,“Math. Slovaca”, Vol. 29, 1979, pp. 141-155

    MATH  MathSciNet  Google Scholar 

  5. T. Kaino and K. Hirota: “Differentiation of the Choquet integral of a nonnega-tive measurable function”, “Proc. FUZZ-IEEE’99, Seoul”, 1999, Vol. III, pp. 1322-1327

    Google Scholar 

  6. T. Kaino and K. Hirota: “Differentiation of nonnegative measurable function Choquet integral over real fuzzy measure space and its application to financial option trading model”, “Proc. IEEE SMC’99, Tokyo”, 1999, Vol. III, pp. 73-78

    Google Scholar 

  7. T. Kaino and K. Hirota: “Differentiation of the Choquet integral and its appli-cation to long-term debt ratings”, “J. Adv. Comput. Intel.”, Vol. 4, No. 1, 2000, pp. 66-75

    Google Scholar 

  8. T. Kaino and K. Hirota: “Differentiation of Choquet integral for nonnegative measurable function and its application to capital investment decision making problem”, “Proc. FUZZ-IEEE2000, Texas”, 2000, pp. 89-93

    Google Scholar 

  9. T. Kaino and K. Hirota: “Composite fuzzy measure and its application to in-vestment decision making problem”, “J. Adv. Comput. Intelligence”, Vol. 3, No. 1, 2003

    Google Scholar 

  10. Moody’s Japan KK: The Moody’s ratings list [Japanese corporations/sover-eign], 1999

    Google Scholar 

  11. Moody’s investors service: Global Credit Analysis Institute for Financial Affairs Inc., 1995. (in Japanese)

    Google Scholar 

  12. T. Okahigashi: The analysis of Bond rating, Chuokeizai-sha, 1999. (in Japa-nese)

    Google Scholar 

  13. Toyo Keizai Inc.:“Toyokeizai ’99 Data Bank”, Toyo Keizai Inc, 1998 (in Japanese)

    Google Scholar 

  14. Daiamond Inc.: “Ranking of Japanese Corporations”, DAIAMOND Inc., Vol. 18, 1997, pp. 26-74 (in Japanese)

    Google Scholar 

  15. J. Hull, Mitsubishi Bank (Translation): Introduction to Futures and Options Markets, Institute for Financial Affairs Inc., 1994, pp. 487-502 (in Japanese)

    Google Scholar 

  16. H. Usami: World of Futures and Options, Jiji, 1989, pp. 207-212, 239-240 (in Japanese)

    Google Scholar 

  17. Bank of Japan: Entirely Option Trading, Institute for Financial Affairs Inc., 1995, pp. 265-266 (in Japanese)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2007 Springer-Verlag Berlin Heidelberg

About this chapter

Cite this chapter

Kaino, T., Hirota, K. (2007). Nonstochastic Model-Based Finance Engineering. In: Batyrshin, I., Kacprzyk, J., Sheremetov, L., Zadeh, L.A. (eds) Perception-based Data Mining and Decision Making in Economics and Finance. Studies in Computational Intelligence, vol 36. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-36247-0_12

Download citation

  • DOI: https://doi.org/10.1007/978-3-540-36247-0_12

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-36244-9

  • Online ISBN: 978-3-540-36247-0

  • eBook Packages: EngineeringEngineering (R0)

Publish with us

Policies and ethics