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J-GLOBAL ID:200901019643492629   Update date: Mar. 31, 2020

Miura Ryozo

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  (4):
  • 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.
Papers (25):
  • 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 (jointly worked). 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
more...
Books (5):
  • 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
  • Translations:"NON-PARAMETRICS Statistical Methods Based on Ranks" original-"NON-PARAMETRICS Statistical Methods Based on Ranks" by E.L.LEHMANN and H.J.M.D'ABRERA, Holden-Day, Inc. 1975,
    Morikita-publisher 1978
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)
more...
Education (1):
  • - 1969 Osaka City University Faculty of Science
Work history (9):
  • 2012/04/01 - 現在 Hitotsubashi University Professor Emeritus
  • 2010/04/01 - 2012/03/31 Hitotsubashi University Professor Emeritus
  • 2010/04/01 - 2012/03/31 Hitotsubashi University Specially Appointed Professor
  • 1999/04/01 - 2010/03/31 Hitotsubashi University Professor
  • 1990/04/01 - 1999/03/31 Hitotsubashi University Professor
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Association Membership(s) (1):
Japanese Association of Financial Econometorics and Engineering
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