Rchr
J-GLOBAL ID:200901007234966050   Update date: May. 22, 2020

Ikeda Masayuki

イケダ マサユキ | Ikeda Masayuki
Affiliation and department:
Job title: Professor
Research field  (3): Economic policy ,  Economic policy ,  Money and finance
Research keywords  (1): Financial Economics
Papers (19):
  • Masayuki Ikeda. Valuation of Earthquake Derivatives Using Transformed Beta Distributions. Waseda Institute for Business and Finance, Working Paper WBF-18-001. 2018
  • Masayuki Ikeda, Tomohiko Adachi. Optimal Consumption and Investment Decisions with Recursive Utility in the Long-run. 2017
  • Masayuki Ikeda. Equilibrium preference free pricing of derivatives under the generalized beta distributions. REVIEW OF DERIVATIVES RESEARCH. 2010. 13. 3. 297-332
  • Masayuki Ikeda. Equilibrium Preference Free Pricing of Derivatives under Generalized Beta Distributions with Six Parameters. Waseda University Institute of Finance, WIF-08-001. 2008
  • Masayuki Ikeda. Risk Shifting Incentive of the Firm when its Value is Correlated with Interest Rates. Waseda University Institute of Finance, WIFS-05-01. 2005
more...
Books (15):
  • Asset Pricing
    2016
  • 『金融工学と証券市場の計量分析』
    東洋経済新報社 2006 ISBN:4492711716
  • 『リスクマネジメント』
    共立出版 2004
  • 『金融工学と資本市場の計量分析』
    東洋経済新報社 2003 ISBN:4492711619
  • Optimal Asset Substitution and Agency Costs of Debt
    『ファイナンスのグローバル化に係わる先端的金融テクノロジーの開発研究』 青山学院大学 2002
more...
Professional career (1):
  • Doctor of Philosophy (Tokyo Institute of Technology)
Association Membership(s) (5):
Japanese Association of Financial Econometrics and Engineering ,  Japanese Association of Financial Econometrics and Engineering ,  Japanese Association of Financial Econometrics and Engineering ,  Nippon Finance Association ,  Japanese Association of Financial Econometrics and Engineering
※ Researcher’s information displayed in J-GLOBAL is based on the information registered in researchmap. For details, see here.

Return to Previous Page