Ochiai Natsumi

オチアイナツミ | Ochiai Natsumi

Affiliation and department：

Research field (1)： Money and finance

Research theme for competitive and other funds (1)：

Papers (6)：

落合夏海, 大西匡光. Empirical Examination of Volatility on Intraday Nikkei 225 Futures: A Bayesian Approach. 数理解析研究所講究録. 2019. 2106. 117-125
Aki Ebina, Natsumi Ochiai, Masamitsu Ohnishi. Valuation of Game Swaptions under the Generalized Ho-Lee Model. Journal of Mathematical Finance. 2016. 06. 05. 1002-1016
落合夏海, 大西匡光. 一般化Ho-Leeモデルに基づくゲーム・オプション債の価格評価:確率ゲームによるアプローチ. 日本オペレーションズ・リサーチ. 2015. 60. 3. 150-157
Ochiai Natsumi, Ohnishi Masamitsu. A Valuation of Callable and Putable Bonds under the Two-Factor Generalized Ho-Lee model for Interest Rate and Credit Risks (Mathematical Model under Uncertainty and Related Topics). RIMS Kokyuroku. 2015. 1939. 125-132
Natsumi Ochiai, Masamitsu Ohnishi. Valuation of Game Option Bonds under the Generalized Ho-Lee Model: A Stochastic Game Approach. Journal of Mathematical Finance. 2015. 05. 04. 412-422

ｍore...

MISC (2)：

Education (2)：

Professional career (1)：

Work history (5)：

Association Membership(s) (2)：

日本ファイナンス学会 , 日本オペレーションズ・リサーチ学会

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