This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering, the conference elicits the very highest quality papers in the field of financial mathematics.

Contents:

• Financial Markets with Asymmetric Information: Information Drift, Additional Utility and Entropy (S Ankirchner & P Imkeller)
• Model-Free Representation of Pricing Rules as Conditional Expections (S Biagini & R Cont)
• Risky Debt and Optimal Coupon Policy and Other Optimal Strategies (D Dorobantu & M Pontier)
• The Investment Game Under Uncertainty: An Analysis of Equilibrium Values in the Presence of First or Second Mover Advantage (J Imai & T Watanabe)
• Cubature on Wiener Continued (C Litterer & T Lyons)
• Numerical Approximation by Quantization for Optimization Problems in Finance Under Partial Observations (H Pham)
• and other papers

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