Takeaki Kariya

• 2007 - Valuation of Intangible Asset
• 2007 - Credit Risk Management
• 2004 - Enterprise Risk Management
• 2003 - Relation between unform property and enterprise worth creation

• Takeaki Kariya, Jingsui Wang, Zhu Wang, Eiichi Doi, Yoshiro Yamamura. Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis. Asia-Pacific Financial Markets. 2012. 19. 3. 259-292
• デリバティブ価格理論の基礎. 経済セミナー. 2012. 6月. 37-43
• A CB (corporate bond) pricing model for deriving default probabilities and recovery rates. To appear from Contributions to Probability and statistics in honor of Morris L. Eaton. 2012
• 「合理的」行動とは何か-行動ファイナンスへの考察. 行動ファイナンスから読み解く個人向け投資サービスのあり方(資本市場研究選書No.8. 2011. 2-22
• Weather risk swap valuation. Managerial Finance. 2011. 37. 995-1010

ｍore...

• 経済時系列分析ハンドブック
  朝倉書店 2012
• 統計学 第2版
  東洋経済新報社 2008
• 天候リスクの戦略的経営
  朝倉書店 2005
• ブランド評価と価値創造
  日経広告研究所 2005
• (監訳書)企業価値創造の不動産戦略(ウェザーヘッド)
  東洋経済新報社 2005

ｍore...

• - 1975 School of Statistics, University of Minnesota University of Minnesota School of Statistics,
• - 1975 University of Minnesota Department of Statistics
• - 1970 Hitotsubashi University Graduate School, Division of Economics Statistics
• - 1968 Hitotsubashi University Faculty of Economics

• Ph.D. in Statistics (University of Minnesota)
• Dr in Mathematics (Kyushu University)

• 2004/04 - 2008/03 Kyoto University Institute of Economic Research Visiting Professor
• 2000/04 - 2004/03 Kyoto University Institute of Economic Research Professor, Head of Research Center for Financial Engineering
• 1998/10 - IBJ-DL(Mizuho) Financial Technology Research Executive
• 1985/06 - 1998/09 Hitotsubashi University Institute of Economic Research Professor
• 1978/02 - 1985/05 Hitotsubashi University Institute of Economic Research Associate Professor
1975/04 - 1978/01 Hitotsubashi University Institute of Economic Research Assistant Professor

• 2007 - 日本金融・証券計量・工学学会
• 2003 - Fellow of Institute of Mathemtical Statistics
• 1999 - Japan Statistical Society Award
• 1989 - Remark: Ranked the 24th for the Annals of Statistics and the 41st for the 9 journals in “World wide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the Period 1980-1986)”

The Japanese Association of Real Estate Financial Engineering ,  The Japanese Association of Risk, Insurance and Pensions ,  The Japanese Associate of Financial Econometrics and Engineering ,  Institute of Mathematical Statistics ,  International Statistics Institute ,  American Statistics Association ,  Japanese Statistics Association ,  Japanese Association of Value Creating ERM ,  Japan Economic Society