Rchr
J-GLOBAL ID:201301022607283715
Update date: Jan. 30, 2024
Imamura Yuri
イマムラ ユリ | Imamura Yuri
Affiliation and department:
Job title:
Assistant Professor
Research field (4):
Applied mathematics and statistics
, Basic mathematics
, Mathematical analysis
, Money and finance
Research keywords (5):
numerical analysis
, option pricing
, stochastic processes
, stochastic differential equation
, Probability, Mathematical Finance
Research theme for competitive and other funds (4):
- 2020 - 2025 拡散過程の到達時間分布と数理ファイナンスへの応用
- 2014 - 2018 Asymptotic static hedging of a timing risk
- 2013 - 2018 Heat Kernel Approach in Financial Engineering of New Generation
- 2012 - 2013 Generalization of Put-Call Symmetry Method and Its Applications
Papers (11):
Lectures and oral presentations (14):
-
離散モデルにおけるweak reflection principle
(2019)
-
離散時間モデルにおけるCarr -Nadtochiy変換
(Fukuoka University Probability Seminar 2018)
-
A Discrete Scheme of Static Hedging of Barrier Options
(Quantitative Methods in Finance 2018 Conference 2018)
-
A Discrete Version of Carr-Nadtochiy Transform
(Workshop Stochastic Processes with Applications in Finance and Related Fields 2018)
-
A Discrete Scheme of Static Hedging of Barrier Options
(Second Interdisciplinary and Research Alumni Symposium iJaDe2018 2018)
more...
Education (3):
- 2009 - 2011 Ritsumeikan University Graduate School, Division of Integrated Science
- 2007 - 2009 Ritsumeikan University Graduate School, Division of Integrated Science Mathematics
- 2003 - 2007 Ritsumeikan University Faculty of Science Department of Mathematical Sciences
Professional career (1):
- Doctor of Science (Ritsumeikan University)
Work history (4):
- 2019/04 - 現在 Kanazawa University School of Mathematics and Physics Associate Profesor
- 2016/04 - 2019/03 School of Management, Tokyo University of science, Assistant Professor
- 2013/04 - 2016/03 Department of Mathematical Science, Ritsumeikan University Assistant Professor
- 2012/04 - 2013/03 Department of Mathematical Science, Ritsumeikan University Administrative Assistant
Committee career (7):
- 2018/04/01 - 2021/03/31 The Japan Society for Industrial and Applied Mathematics editorial committee member
- 2018/04/01 - 2021/03/31 一般社団法人日本応用数理学会 学会誌及び論文誌の編集者
- 2017/07/01 - 2019/06/30 日本金融・証券計量・工学学会 学会理事等
- 2015/07/01 - 2017/06/30 The Japanese Association of Financial Econometrics and Engineering 第12期広報担当理事
- 2015/07/01 - 2017/06/30 日本金融・証券計量・工学学会 学会理事等
- 2013/07/01 - 2015/06/30 The Japanese Association of Financial Econometrics and Engineering 第11期広報担当理事
- 2013/07/01 - 2015/06/30 日本金融・証券計量・工学学会 学会理事等
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Association Membership(s) (2):
THE MATHEMATICAL SOCIETY OF JAPAN
, The Japanese Association of Financial Econometrics and Engineering
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