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RECENTADVANCESINFINANCIALENGINEERINGProceedingsofthe2008DaiwaInternationalWorkshoponFinancialEngineeringThispageintentionallyleftblankRECENTADVANCESINFINANCIALENGINEERINGProceedingsofthe2008DaiwaInternationalWorkshoponFinancialEngineeringOtemachiSankeiPlaza,Tokyo,Japan4–5August2008editorsMasaakiKijimaTokyoMetropolitanUniversity,JapanMasahikoEgamiKyotoUniversity,JapanKei-ichiTanakaTokyoMetropolitanUniversity,JapanYukioMuromachiTokyoMetropolitanUniversity,JapanWorldScientificNEWJERSEY•LONDON•SINGAPORE•BEIJING•SHANGHAI•HONGKONG•TAIPEI•CHENNAIPublishedbyWorldScientificPublishingCo.Pte.Ltd.5TohTuckLink,Singapore596224USAoffice:27WarrenStreet,Suite401-402,Hackensack,NJ07601UKoffice:57SheltonStreet,CoventGarden,LondonWC2H9HEBritishLibraryCataloguing-in-PublicationDataAcataloguerecordforthisbookisavailablefromtheBritishLibrary.RECENTADVANCESINFINANCIALENGINEERINGProceedingsofthe2008DaiwaInternationalWorkshoponFinancialEngineeringCopyright©2009byWorldScientificPublishingCo.Pte.Ltd.Allrightsreserved.Thisbook,orpartsthereof,maynotbereproducedinanyformorbyanymeans,electronicormechanical,includingphotocopying,recordingoranyinformationstorageandretrievalsystemnowknownortobeinvented,withoutwrittenpermissionfromthePublisher.Forphotocopyingofmaterialinthisvolume,pleasepayacopyingfeethroughtheCopyrightClearanceCenter,Inc.,222RosewoodDrive,Danvers,MA01923,USA.Inthiscasepermissiontophotocopyisnotrequiredfromthepublisher.ISBN-13978-981-4273-46-6ISBN-10981-4273-46-5PrintedinSingapore.Shalini-RecentAdvsinFinancialEngg.pmd19/4/2009,4:41PMApril20,200918:13ProceedingsTrimSize:9inx6inprefacePREFACEThisbookistheProceedingsofDaiwaInternationalWorkshoponFinancialEngineeringheldinSummer,2008,whichhasbeenheldinTokyoeveryyearsince2004,inordertoexchangenewideasinfinancialengineeringamongparticipants.Firstofall,wewouldliketoemphasizethattheworkshopissponsoredbyDaiwaSecuritiesGroup,whodonatedthechair,named“FinanceandSecurit
