Rchr
J-GLOBAL ID:201701020937307197   Update date: Jan. 30, 2024

Kuwana Yoichi

クワナ ヨウイチ | Kuwana Yoichi
Affiliation and department:
Job title: Associate Professor
Other affiliations (2):
Research field  (1): Economic statistics
Research keywords  (3): Partial Observation ,  Optimal Control ,  Diffusion
Research theme for competitive and other funds  (5):
  • 2002 - 2004 Research on Statistical Theory and Time Series Analysis for Mathematical Finance
  • 1999 - 2000 連続時間モデリングに基づく超高頻度経済時系列データの統計的解析;理論と実証
  • 1996 - 1996 部分観測下の最適消費・投資決定問題の研究
  • 1987 - Optimal Consumption/Investment Decision Problem with Partial Observations
  • 1987 - Estimation of Diffusion Processes
Papers (10):
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Books (2):
  • 小暮厚之編著『リスクの科学 金融と保険のモデル分析』 (共著)
    朝倉書店 2007
  • ダレル・ダフィー著『資産価格の理論 株式・債券・デリバティブのプライシング』
    創文社 1998
Education (4):
  • 1989 - 1994 Stanford University Department of Statistics Stochastic Processes
  • 1989 - 1992 Hitotsubashi University Graduate School, Division of Economics
  • 1987 - 1989 Hitotsubashi University Graduate School, Division of Economics
  • - 1985 The University of Tokyo Faculty of Liberal Arts
Professional career (2):
  • Ph. D. in Statistics (スタンフォード大学)
  • Ph. D. in Statistics (Stanford University)
Work history (8):
  • 2007/04/01 - 現在 Hitotsubashi University Faculty of Economics Associate Professor
  • 2007/04/01 - 現在 Hitotsubashi University Graduate School of Economics Associate Professor
  • 2000/04/01 - 2007/03/31 Hitotsubashi University Graduate School of Economics Associate Professor
  • 1998/04/01 - 2000/03/31 Hitotsubashi University Graduate School of Economics Assistant Professor
  • 1997/03/01 - 1999/03/31 Stanford University Department of Statistics Visiting fellow
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