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J-GLOBAL ID:201201079639771538   Update date: Jul. 05, 2021

Yamazaki Akira

ヤマザキ アキラ | Yamazaki Akira
Affiliation and department:
Job title: Professor
Homepage URL  (1): http://akira2yamazaki.com/
Research field  (1): Public economics, labor economics
Papers (26):
  • Kenichiro Shiraya, Hiroki Uenishi. A General Control Variate Method for Lévy Models in Finance. European Journal of Operational Research. 2020. 284. 3. 1190-1200
  • Akira Yamazaki. Probability Weighting and Default Risk: A Possible Explanation for Distressed Stock Puzzles. Quantitative Finance. 2020. 20. 5. 745-767
  • ブラック・ショールズ・モデルの拡張と確率的時間変更. 経営志林. 2019. 56. 2. 33-47
  • A Dynamic Equilibrium Model for U-Shaped Pricing Kernels. Quantitative Finance. 2018. 18. 5. 745-767
  • Equilibrium Equity Price with Optimal Dividend Policy. International Journal of Theoretical and Applied Finance. 2017. 20. 2
more...
MISC (1):
  • Akihiko Takahashi, Kohta Takehara. Pricing Currency Options with a Market Model of Interest Rates under Jump-Diffusion Stochastic Volatility Processes of Spot Exchange Rates. 東京大学CARFワークングペーパーシリーズ. 2006
Education (3):
  • 2009 - 2012 The University of Tokyo 金融システム
  • 1996 - 1998 Tokyo Institute of Technology 知能システム科学
  • 1992 - 1996 Tokyo University of Science 数学
Professional career (2):
  • 博士(経済学) (東京大学)
  • 修士(理学) (東京工業大学)
Work history (6):
  • 2016/04 - 2018/07 東京大学 経済学部 非常勤講師
  • 2015/04 - 法政大学 経済学部 教授
  • 2012/04 - 2015/03 法政大学 経営学部 准教授
  • 2005/10 - 2012/03 みずほ第一フィナンシャルテクノロジー
  • 1998/04 - 2005/09 東京三菱銀行(現 三菱東京UFJ銀行)
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Committee career (1):
  • 2016/01 - Asia-Pacific Financial Markets Associate Editor
Association Membership(s) (2):
Society for Industrial and Applied Mathematics (SIAM) ,  The Bachelier Finance Society
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