Rchr
J-GLOBAL ID：202401012686110170
Update date: May. 16, 2024
Tanaka Keiichi
タナカ ケイイチ | Tanaka Keiichi
Affiliation and department：
Job title：
Professor
Papers (6)：
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Manabu Miyamoto, Keiichi Tanaka. An eigenfunction expansion approach for the derivation of asymptotic expansions in financial valuation problems. JSIAM Letters. 2022. 14. 25-28
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Chung Tsz-Kin, Tanaka Keiichi. OPTIMAL TIMING FOR SHORT COVERING OF AN ILLIQUID SECURITY. Journal of the Operations Research Society of Japan. 2015. 58. 2. 165-183
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Kazuki Nagashima, Tsz Kin Chung, Keiichi Tanaka. Asymptotic Expansion Formula of Option Price Under Multifactor Heston Model. Asia-Pacific Financial Markets. 2014. 21. 4. 351-396
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Keiichi Tanaka, Takeshi Yamada, Toshiaki Watanabe. Applications of Gram-Charlier expansion and bond moments for pricing of interest rates and credit risk. Quantitative Finance. 2010. 10. 6. 645-662
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Masaaki Kijima, Teruyoshi Suzuki, Keiichi Tanaka. A latent process model for the pricing of corporate securities. Mathematical Methods of Operations Research. 2009. 69. 3. 439-455
ｍore...
MISC (5)：
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Value Function of Real Options with Regime Switching: 不確実・不確定環境下における数理的意思決定とその周辺. 2012. 1802. 214-220
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Tanaka Keiichi. Remarks on Positive Interest Rates. 2008. 57. 4. 189-195
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田中 敬一. 資産価格の基本定理-[日本オペレーションズ・リサーチ]学会創立50周年記念号 ; 特集 新・ORの図解. オペレーションズ・リサーチ = Communications of the Operations Research Society of Japan : 経営の科学. 2007. 52. 9. 558-562
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Swaption Price by General Gram-Charlier Expansion: Mathematical Economics ; Mathematical Finance. 2006. 1488. 116-122
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田中 敬一. 不完備市場における消費と資産価格の一考察. 現代ファイナンス. 2004. 15. 51-69
Books (2)：
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Modelling interest rates : advances in derivatives pricing
Risk Books, a Division of Incisive Financial 2009 ISBN:1906348138
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資産の価格付けと測度変換
朝倉書店 2007 ISBN:9784254296013
Professional career (1)：
- Ph.D. in Economics (Osaka University)
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