Takahashi Hajime

タカハシハジメ | Takahashi Hajime

Affiliation and department：
Other affiliations (1)：

Hitotsubashi University Professor Emeritus

Homepage URL (1)： http://tkserv.kankyo-u.ac.jp/

Research field (5)： Applied mathematics and statistics , Basic mathematics , Money and finance , Public economics, labor economics , Economic statistics

Research keywords (6)：数理ファイナンス , 数理統計学 , 経済統計学 , Mathematical Finance , Math. stat , Econometrics

Research theme for competitive and other funds (6)：

2004 - 2007 天候デリバティブの価格決定問題
2004 - 2007 Pricing weather derivatives
不完備市場に於る価格理論
金利の期間構造の研究
Pricing in incomplete market

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MISC (62)：

Ornstein-Uhlenbeck過程による気温デリバティブのプライシング (共著). 一橋経済学. 2008. 2
Pricing weather derivatives using Ornstein-Uhlenbeck process (jointly worked). Hitotsubashi Economics. 2008. 2
Hitoshi Motoyama, Hajime Takahashi, The Graduate School of Economics Hitotsubashi University:Statistical Information Institute for Consulting and Analysis, The Graduate School of Economics Hitotsubashi University. Smoothed Versions of Statistical Functionals from a Finite Population (jointly worked). Journal of the Japan Statistical Society. 2008. 38. 3. 475-504
The Chernoff modification of the Fisher exact test for the difference of two binomial probabilities (共著). Working paper Graduate School of Economics (Hitosubashi Universityu). 2005
On Embedded Complete Markets. Hitotsubashi Journal of Economics. 2005. 46

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Books (3)：

経済学とファイナンスのための数学
新世社 1999
Mathematics for Economics and Finance
1999
金融・証券計量分析の基礎と応用 (共著)
(共著,刈屋武昭編) 東洋経済新報社 1990

Education (4)：

- 1978 Columbia University
- 1978 Graduate School of Arts and Sciences, Columbia University Department of Mathematical Statistics Mathematical Statistics
- 1971 Hitotsubashi University Faculty of Economics
- 1971 Hitotsubashi University Faculty of Economics

Professional career (3)：

Ph. D.
Ph.D. in Mathematical Statistics (Columbia University in the city of Ney York)
M.A.

Work history (25)：

2000 - 2004 Professor,
2000 - 2000年一橋大学国際企業戦略科兼務(2004年度まで)
1988 - 1999 Professor, Faculty of Economics,
1999 - - Professor,
1998 - 1998年一橋大学大学院経済学研究科教授

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Committee career (5)：

2008 - 2010 日本統計学会監事(2008--)、理事(2006-2008)
2004 - 2006 Japan Statistical Society Boad Member
1999 - 2001 日本金融・証券計量・工学学会会長 2005-2007
1999 - 2001 JAFEE President
International Statisitical Institute Elected Member

Association Membership(s) (11)：

日本金融・証券計量・工学学会 , 国際統計学会 , 日本応用統計学会 , 数理統計学会(IMS) , アメリカ統計学会 , 日本統計学会 , JAFEE , International Statisitical Institute , The Institute of Mathematical Statistics , American Statistical Association , Japan Statistical Society

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