KISHIMOTO Naoki

キシモトナオキ | KISHIMOTO Naoki

Affiliation and department：
Job title： Professor

Research field (2)： Money and finance , Public economics, labor economics

Research keywords (2)： Study of Financial Markets , Financial markets

Papers (9)：

Naoki Kishimoto, Yong-Jin Kim. Prepayment behaviors of Japanese residential mortgages. JAPAN AND THE WORLD ECONOMY. 2014. 30. 1-9
金瑢晋, 松本眞理. 「住宅金融公庫償還履歴データ」を使った全額繰上げ償還とデフォルトの分析. 住宅金融フォーラム. 2006. 2. 3-33
Pricing Path-Dependent Securities by the Extended Tree Method. Management Science. 2004. 50. 9
Duration and Convexity of Coupon Bond Futures. Journal of Fixed Income Vol.8, No.1. 1998. 8. 1
Securitization of Assets into Multiple Securities: an Option-Theoretic Valuation. Japanese Journal of Financial Economics Vol.2, No.1. 1998. 2. 1

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MISC (4)：

A Simplified Approach to Pricing Path Dependent Securities. 『多目的統計データバンク報告書』No.75 筑波大学多目的データバンク. 1999
A Valuation of Contingent Claims Under Interest Rate and Asset Price Uncertainty. 『現代経済社会における諸問題第1巻』東洋経済新報社. 1994
Pricing Path Dependent Securities by the Extended Binomial Tree. Proceedings of the 17th Annual Meetings European Finance Association. 1990
Pricing Path Dependent Securities Backed by a Pool of Heterogeneous Callable Bonds. Proceedings of the 16th Annual Meetings European Finance Association. 1989

Books (1)：

Education (2)：

Professional career (2)：

Work history (10)：

2001/04 - 現在法政大学経営学部教授 (現在に至る)
2007/09 - 2009/08 New York University Stern School of Business, Visiting Scholar
1998/10 - 2001/03 筑波大学社会工学系助教授
1991/12 - 1998/09 筑波大学社会工学系講師
1987/07 - 1991/12 Duke University The Fuque School of Business Assistant Professor

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Committee career (2)：

Awards (2)：

Association Membership(s) (2)：

American Finance Association 会員 , 日本ファイナンス学会

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