Fujita Takahiko

フジタタカヒコ | Fujita Takahiko

Affiliation and department：
Job title： Professor

Research field (2)： Applied mathematics and statistics , Basic mathematics

Research keywords (7)： "Probability, Mathematical Finance, Insurance Mathematics" , 保険数理 , 数理ファイナンス , 確率論 , Insurance Mathematics , Mathematical Finance , Probabilty Theory

Research theme for competitive and other funds (8)：

2008 - 2010 無限分解可能分布論とその応用
2008 - 2010 the infinitely divisible distibution theory and its applications
2005 - 2007 ウィーナー汎関数解析とデリバティブ価格理論
2005 - 2007 Analyss of Wiener fuctional and Pricing theory of Derivatives
新しい数学教育

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Papers (8)：

Fujita, T. Japan Russia Probability and Mathemtical Statistics Symposium. Theory of Probability (forthcoming). 2009
Fujita, T. 第3回金融工学教育国際会議. CFEE. 2009
Fujita, T. Cauchy Variables and Riemann Zeta Function. School On Randomness. 2008
Fujita, T. On new exotic derivative products. 金融機構新金融商品開発展望会. 2007
Fujita,T. Local Times, Excursion and related topics. Stochastic Process and Applicationd to Mathematical Finance, Ritsumeikan University, 2006/3. 2006

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MISC (68)：

Takahiko Fujita, Masahiro Ishii. Valuation of a repriceable executive stock option. Asia-Pacific Financial Markets. 2010. 17. 1. 1-18
A discrete analogue of two "dual " continuous GGC(:Generalized Gamma Convolution variables). Infinitely divisible processes and Related topics 14, The Institute of Statistical Mathematics Cooperative Research Report. 2010. 247. 87-91
A discrete analogue of two "dual " continuous GGC(:Generalized Gamma Convolution variables),. Infinitely divisible processes and Related topics 14, The Institute of Statistical Mathematics Cooperative Research Report. 2010. 247. 87-91
Valuation of a Repriceable Executive Stock Option (jointly worked). Asia-Pacific Financial Markets, Vol. 17, No.1, (2010) 1-18. 2010. Vol. 17, No.1, (2010) 1-18
離散伊藤公式とその応用 (数値解析における理論・手法・応用) (共著). 京都大学数理解析研究所講究録. 2009. 1638, 130-136

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Books (17)：

弱点克服大学生の確率統計
東京図書 2010 ISBN:9784489020698
Introduction to College Probability and Statistics
2010 ISBN:9784489020698
ファイナンス・保険数理の現代的課題
冨山房インターナショナル、日本大学文理学部 2008
ランダムウォークと確率解析-ギャンブルから数理ファイナンスまで-
日本評論社 2008
ファイナンス・保険数理の現代的課題 -局所時間汎関数分布とLocal Time Barrier Optionの価格付けー (共著)
冨山房インターナショナル 2008 ISBN:9784902385601

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Lectures and oral presentations (36)：

Special values of the Hurwitz zeta function via generalized Cauchy variables.
(The Institute of Statistical Mathematics Cooperative Research Report 2011)
Special values of the Riemann zeta function via arcsine variables
(The Institute of Statistical Mathematics Cooperative Research Report 2011)
A discrete analogue of two "dual " continuous GGC(:Generalized Gamma Convolution variables),
(The Institute of Statistical Mathematics Cooperative Research Report 2010)
On Restart Options
(ステクロフ研究所確率論セミナー(Invited speaker) 2010)
離散伊藤公式とその応用 (数値解析における理論・手法・応用)
(京都大学数理解析研究所 2009)

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Education (7)：

1980 - 1981 Kyoto University Graduate School, Division of Natural Science 数学専攻
1978 - 1980 Kyoto University Graduate School, Division of Natural Science 数学専攻
- 1980 Kyoto University
- 1980 Kyoto University Graduate School, Division of Natural Science
1974 - 1978 Kyoto University Faculty of Science

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Professional career (2)：

理学修士 (京都大学)
理学博士 (京都大学)

Work history (25)：

2007/10 - 現在京都大学数理解析研究所伊藤清ガウス賞受賞記念講座客員教授 Research Institute for Mathematical Sciences
2007/10 - 現在 Kyoto Univesrsity Research Institute of Mathematical Science, visiting professor, Kiyoshi Ito research division of mathematical analysis
2000/10 - 現在一橋大学大学院国際企業戦略研究科教授を兼任
2000/10 - 現在 Graduate school of International Corporate Strategy, Hitotsubashi University, professor
2000/04 - 現在 Graduate school of commerce and management, Hitotsubashi University, professor

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Association Membership(s) (3)：

日本証券計量金融工学学会 , 日本数学会 , 日本数学教育学会

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