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J-GLOBAL ID：200901094783555991   Update date: Jul. 25, 2024

YASUDA Kazuhiro

ヤスダ カズヒロ | YASUDA Kazuhiro
Affiliation and department：
Hosei University Faculty of Science and Engineering Department of Industrial and Systems Engineering

About Hosei University Faculty of Science and Engineering Department of Industrial and Systems Engineering


Job title： Associate Professor
Research field  (5)： Safety engineering ,  Basic analysis ,  Social systems engineering ,  Applied mathematics and statistics ,  Mathematical analysis
Research keywords  (11)： Stastical analysis ,  Numerical analysis ,  Stochastic analysis ,  Probability theory ,  Mathematical finance ,  Statistical Analysis ,  Numerical Analysis ,  Stochastic Analysis ,  Probability Theory ,  Financial engineering ,  Mathematical Finance
Papers (27)：
  • H. Hata, K. Yasuda. Expected power utility maximization with delay for insurers under the 4/2 stochastic volatility model. Mathematical Control and Related Fields. 2024. 14. 1. 16-50
  • K. Yasuda. An expected exponential utility maximization problem for Bitcoin miners. Japan Journal of Industrial and Applied Mathematics. 2024. 41. 1. 521-543
  • H. Hata, K. Yasuda. Expected power utility maximization of insurers. Asia-Pacific Financial Markets. 2023. accepted
  • H. Hata, N.-L. Liu, K. Yasuda. Expressions of Forward Starting Option Price in Hull-White Stochastic Volatility Model. Decisions in Economics and Finance. 2022. 45. 1. 101-135
  • H. Hata, K. Yasuda. Numerical study for expected power utility maximization of insurers. Proceedings of the 53rd ISCIE international symposium on stochastic systems theory and its applications. 2022. 93-101
ｍore...
MISC (1)：
  • A. Kohatsu-Higa, K. Yasuda. A review of some recent results on Malliavin Calculus and its applications. Advanced Financial Modelling (Radon Series on Computational and Applied Mathematics). 2009. 8. 275-302
Education (1)：
  • - 2008 Osaka University Graduate School, Division of Engineering Science
Professional career (3)：
  • Bachelor in Science (Kyoto University)
  • Master in Engineering (Osaka University)
  • Ph.D. in Science (Osaka University)
Work history (18)：
  • 2016/04 - 現在 Hosei University Graduate School of Science and Engineering, Major in Systems Engineering (Management Science Track)
  • 2016/04 - 現在 法政大学 大学院 理工学研究科 システム理工学専攻(経営システム系) 兼任(現在に至る)
  • 2013/04 - 現在 Hosei University Faculty of Science and Engineering Associate Professor
  • 2010/04 - 現在 Hitotsubashi University Center for General Education Part-time lecturer
  • 2010/04 - 現在 一橋大学 (大学教育開発センター) 非常勤講師
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Awards (2)：
  • 2009/05 - The Institute of Systems, Control and Information Engineers Sunahara Prize (The Institute of Systems, Control and Information Engineers)
  • 2009/05 - The Institute of Systems, Control and Information Engineers Encouragement Prize (The Institute of Systems, Control and Information Engineers)
Association Membership(s) (4)：
The Japan Society for Industrial and Applied Mathematics (JSIAM) ,  Japanese Association of Financial Econometrics and Engineering (JAFEE) ,  The Institute of Systems, Control and Information Engineers (ISCIE) ,  Mathematical Society of Japan (MSJ)
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