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J-GLOBAL ID：201101036129922606
Update date: Feb. 01, 2024
Nakamura Hisashi
ナカムラ ヒサシ | Nakamura Hisashi
Affiliation and department：
Job title：
Professor
Other affiliations (2)：
Homepage URL (1)：
http://www.cm.hit-u.ac.jp/~nakamura
Research field (1)：
Money and finance
Research keywords (5)：
Financial Economics
, Financial system
, Risk management
, Asset pricing
, Insurance and risk management
Research theme for competitive and other funds (18)：
- 2015 - 現在 保険リンク証券の動学一般均衡分析と金融安定化効果
- 2011 - 現在 A Term Structure Analysis of Rare-Event Risk Premia
- 2010 - 現在 Optimal Insurance Contracts under Informational Asymmetry
- 2008 - 現在 連続時間契約モデルを用いた信用リスクの分析
- 2005 - 現在 Continuous-Time Optimal Contracts with Costly Information Disclosure
- 2020 - 2025 The development of household finance incorporated health anxiety
- 2021 - 2024 A dynamic general equilibrium analysis of macroeconomic problems in an ultra-low interest rate environment
- 2021 - 2024 意思決定の結果が多属性、多期間におよぶ場合の選好の特徴付けとその検証
- 2018 - 2021 A dynamic general equilibrium analysis of negative nominal interest rates
- 2018 - 2021 Catastrophe (CAT) and risk finace
- 2017 - 2020 Restructuring Global Financial Regulation and Crisis Management in the New Phase after the Global Financial Crisis
- 2013 - 2016 The Global Financial Crisis and Its Effects on Currencies and Finance: Evaluation Methods Revisited
- 2012 - 2015 非対称情報下での企業・金融機関のリスク管理の価値評価
- 2010 - 2012 Macroeconomic analysis of agency costs in financial intermediation under informational asymmetry
- 2008 - 2011 Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility
- 2008 - 2010 連続時間契約理論アプローチに基づく信用リスクにおける伝染効果の理論・数値分析
- 2008 - 2009 確率微分効用に基づく金利の期間構造分析
- 2006 - 2008 連続時間契約モデルを用いた信用リスクにおける流動性プレミアムの分析
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Papers (15)：
MISC (1)：
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Nakamura Hisashi, Nozawa Wataru, Takahashi Akihiko. Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with Non-Unitary EIS (Mathematical Economics). RIMS Kokyuroku. 2009. 1654. 100-100
Books (1)：
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現代数学はいかに使われているか[確率編]
サイエンス社 2010
Lectures and oral presentations (11)：
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A Continuous-Time Analysis of Optimal Contracts with Restructuring in an Environment with Costly Information Disclosure: Theory and Applications
(10th Econometric Society World Congress 2010)
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A Continuous-Time Analysis of Optimal Contracts with Restructuring in an Environment with Costly Information Disclosure: Theory and Applications
(10th SAET CONFERENCE ON CURRENT TRENDS IN ECONOMICS 2010)
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A Continuous-Time Analysis of Optimal Contracts with Restructuring in an Environment with Costly Information Disclosure: Theory and Applications
(International Workshop on Mathematical Finance, Topics on Leading-edge Numerical Procedures and Models 2010)
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Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with non-unitary IES
(International Research Project on Mathematical Finance, Workshop: Mathematical Finance and Related Topics in Economics and Engineering 2009)
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Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with non-unitary IES
(Fifty-Eighth Annual Meeting of the Midwest Finance Association 2009)
ｍore...
Education (2)：
- 1999 - 2005 University of Chicago Graduate School, Division of Economics Economics
- - 1994 The University of Tokyo Faculty of Economics
Professional career (2)：
- 博士(経済学) (シカゴ大学(University of Chicago))
- Ph.D(Economics) (University of Chicago)
Work history (6)：
Association Membership(s) (5)：
American Finance Association
, 日本ファイナンス学会
, APRIA(Asia-Pacific Risk and Insurance Association)
, Econometric Society
, 日本保険・年金リスク学会(JARIP)
