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J-GLOBAL ID:200901016242709472
Update date: Jun. 09, 2020
Nakazato Daisuke
ナカザト ダイスケ | Nakazato Daisuke
Affiliation and department:
Waseda University Faculty of Commerce Graduate School of Business and Finance
About Waseda University Faculty of Commerce Graduate School of Business and Finance
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Detailed information
Job title:
Professor
Research field (2):
Applied mathematics and statistics
, Basic mathematics
Papers (6):
金融工学フロンティア. NODE1 金融財政事情研究会. 2000
Determination of the adequate capital for default protection under the one-factor Gaussian term structure model. Journal of Banking & Finance. 2000
D. Bertsimas. The distributional Little's law and its applications "jointly worked". Operations Research. 1995
D. Bertsimas. Transient and busy period analysis for the GI/G/1 queue; The method of stages "jointly worked". Queuing Systems : Theory and Applications. 1992
J. Keilson, D. Bertsimas, H. Zhang. Transient and busy period analysis of the GI/G/1 queue as a Hilbert factorization problem "jointly worked". Journal of Applied Probability. 1991
more...
Books (1):
プロフェッショナル金融解析
金融財政事情研究会 2002
Professional career (1):
博士
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