Rchr
J-GLOBAL ID：201401044254299990
Update date: Apr. 01, 2024
Imai Yuto
イマイ ユウト | Imai Yuto
Affiliation and department：
Nishogakusha University Faculty of International Politics and Economics
About Nishogakusha University Faculty of International Politics and Economics
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Detailed information
Job title：
Associate Professor
Other affiliations (1)：
首都大学東京大学院金融工学研究センター
研究員
Research field (4)：
Computational science
, Computational science
, Applied mathematics and statistics
, Basic mathematics
Research keywords (4)：
Numerical Methods for Finance
, High Performance Computing
, Econometrics
, Mathematical Finance
Research theme for competitive and other funds (1)：
-
Papers (9)：
Takuji Arai, Yuto Imai, Ryo Nakashima. Numerical analysis on quadratic hedging strategies for normal inverse Gaussian models. Advances in Mathematical Economics. 2018. 22. 1-24
Takuji Arai, Yuto Imai. A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus. Applied Mathematical Finance. 2018. 25. 3. 247-267
Takuji Arai, Yuto Imai. On the difference between locally risk-minimizing and delta hedging strategies for exponential L,vy models. JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS. 2017. 34. 3. 845-858
Takuji Arai, Yuto Imai, Ryoichi Suzuki. Local risk-minimization for Barndorff-Nielsen and Shephard models. FINANCE AND STOCHASTICS. 2017. 21. 2. 551-592
Takuji Arai, Yuto Imai, Ryoichi Suzuki. Numerical analysis on local risk-minimization for exponential lévy models. International Journal of Theoretical and Applied Finance. 2016. 19. 2
ｍore...
Professional career (4)：
Doctor of Science (Waseda University)
Master of Business Administration (Waseda University)
Master of Science (Waseda University)
Bachelor of Engineering (Waseda University)
Work history (7)：
2024/04 - 現在 Nishogakusha University Faculty of International Politics and Economics Department of International Business Associate Professor
2019/04 - 現在 Tokyo Metropolitan University Research Centre for Quanmtitative Finance Resercher
2019/04 - 2023/03 Nishogakusha University Faculty of International Politics and Economics Associate Professor
2017/03 - 2023/03 Waseda University Research Institute for Science and Engineering Adjunct Researcher
2018/04 - 2019/03 Tokyo Metropolitan University Graduate School of Management Department of Management Master of Finance Program Assistant Professor
2017/03 - 2018/03 Mitsubishi UFJ Trust Investment Technology Institute Co., Ltd. Researcher
2014/04 - 2017/02 Waseda University School of Fundamental Science and Engineering Department of Mathematics Associate Researcher
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