Miura Ryozo

Affiliation and department：
Job title： Professor Emeritus

Research field (3)： Applied mathematics and statistics , Basic mathematics , Statistical science

Research keywords (4)： Data Science , Mathematical Finance , Financial Engineering , Mathematical Statistics

Research theme for competitive and other funds (5)：

2005 - 2007 Theoretical Research on the problem of dynamic portfolio selection based on new approaches and Its Application
2004 - 2006 -
2001 - 2003 Managing new type of risks - Electricity, weather, and insurance risks and their derivatives-
1998 - 2001 The Quantitative Structure in Accounting Data of Japanese Manufacturing Companies and Its Relation to the Risk Management.
1990 - 1991 セミパラメトリック変換モデルにおける母数推定;センサ-・2標本の場合

Papers (31)：

Rank Process, Stochstic Corridor and Applications to Finance. 2007
三浦良造, with, Takahiko Fujit. "The Distribution of Continuous Time Rank Processes" (jointly worked). Mathematical Economics Vol.9. 2006
The Distribution of Continuous Time Rank Processes.(Co-author Takehiko Fujita). 2006
Takahiko Fujita, Ryozo Miura. Edokko options: A new framework of barrier options. Asia-Pacific Financial Markets. 2002. 9. 2. 141-151
三浦良造, with, Kjell Doksum, Hiroaki Ymauchi. "On Financial Time Series Decompositions with Applications to Volatility" (jointly worked). Hitotsubashi Journal of Commerce and Management. 2000. 35. 1. 19-47

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Books (8)：

リスクとデリバティブの統計入門:金融工学入門講話
日本評論社 2005
Translations :"Risk Management" original-"Risku Management" by Michel Crouhy, Dan Galai, Robert Mark, McGraw-Hill, 2000
Kyoritsu shuppan-publisher (translation team leader) 2004
Translations :"Applied Corporate Finance: A User's Manual" original-"Applied Corporate Finance: A User's Manual" by Aswath Damodaran, John Wiley and Sons, Inc. 1999
Toyokeizaishipousha-publisher (translation team leader) 2001
"Mathematics for Derivatives; Financial Engineering and Statistical Analysis"
Saiensu-sha publisher 2000
"Foundation of Modern Portfolio"
Dobunkan publisher 1989

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Lectures and oral presentations (7)：

"Numerical Figure of the probability Distribution of Alpha-quantiles and Ranks" International Conference on Quantitative Methods in Finance
(International Conference on Quantitative Methods in Finance 2005)
"Non-Parametric Statistics and Exotic Options based on them"
(Columbia-JAFEE Conference 2004)
"Financial Engineering and Statistical Analysis"
(Japan Statistical Society 2000)
"What is Financial Engineering"
(Japan Society of Applied Statistics 2000)
International Conference on Quantitative Methods in Finance
("A Measurement of Heaviness of Tails for the Distributions of Log-Ratio of Financial Variables." 1997)

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Education (1)：

Work history (9)：

2012/04/01 - 現在 Hitotsubashi University Graduate School of International Corporate Strategy Professor Emeritus
2010/04/01 - 2012/03/31 Hitotsubashi University Graduate School of International Corporate Strategy Professor Emeritus
2010/04/01 - 2012/03/31 Hitotsubashi University Graduate School of International Corporate Strategy Specially Appointed Professor
1999/04/01 - 2010/03/31 Hitotsubashi University Graduate School of International Corporate Strategy Professor
1990/04/01 - 1999/03/31 Hitotsubashi University Faculty of Commerce and Management Professor

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Association Membership(s) (6)：

日本金融学会 , 日本ファイナンス学会 , 日本経営財務研究学会 , 日本数学会 , 日本統計学会 , Japanese Association of Financial Econometorics and Engineering

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