Rchr
J-GLOBAL ID:201301022607283715   Update date: Jan. 30, 2024

Imamura Yuri

イマムラ ユリ | Imamura Yuri
Affiliation and department:
Job title: Assistant Professor
Research field  (4): Applied mathematics and statistics ,  Basic mathematics ,  Mathematical analysis ,  Money and finance
Research keywords  (5): numerical analysis ,  option pricing ,  stochastic processes ,  stochastic differential equation ,  Probability, Mathematical Finance
Research theme for competitive and other funds  (4):
  • 2020 - 2025 拡散過程の到達時間分布と数理ファイナンスへの応用
  • 2014 - 2018 Asymptotic static hedging of a timing risk
  • 2013 - 2018 Heat Kernel Approach in Financial Engineering of New Generation
  • 2012 - 2013 Generalization of Put-Call Symmetry Method and Its Applications
Papers (11):
more...
Lectures and oral presentations  (14):
  • 離散モデルにおけるweak reflection principle
    (2019)
  • 離散時間モデルにおけるCarr -Nadtochiy変換
    (Fukuoka University Probability Seminar 2018)
  • A Discrete Scheme of Static Hedging of Barrier Options
    (Quantitative Methods in Finance 2018 Conference 2018)
  • A Discrete Version of Carr-Nadtochiy Transform
    (Workshop Stochastic Processes with Applications in Finance and Related Fields 2018)
  • A Discrete Scheme of Static Hedging of Barrier Options
    (Second Interdisciplinary and Research Alumni Symposium iJaDe2018 2018)
more...
Education (3):
  • 2009 - 2011 Ritsumeikan University Graduate School, Division of Integrated Science
  • 2007 - 2009 Ritsumeikan University Graduate School, Division of Integrated Science Mathematics
  • 2003 - 2007 Ritsumeikan University Faculty of Science Department of Mathematical Sciences
Professional career (1):
  • Doctor of Science (Ritsumeikan University)
Work history (4):
  • 2019/04 - 現在 Kanazawa University School of Mathematics and Physics Associate Profesor
  • 2016/04 - 2019/03 School of Management, Tokyo University of science, Assistant Professor
  • 2013/04 - 2016/03 Department of Mathematical Science, Ritsumeikan University Assistant Professor
  • 2012/04 - 2013/03 Department of Mathematical Science, Ritsumeikan University Administrative Assistant
Committee career (7):
  • 2018/04/01 - 2021/03/31 The Japan Society for Industrial and Applied Mathematics editorial committee member
  • 2018/04/01 - 2021/03/31 一般社団法人日本応用数理学会 学会誌及び論文誌の編集者
  • 2017/07/01 - 2019/06/30 日本金融・証券計量・工学学会 学会理事等
  • 2015/07/01 - 2017/06/30 The Japanese Association of Financial Econometrics and Engineering 第12期広報担当理事
  • 2015/07/01 - 2017/06/30 日本金融・証券計量・工学学会 学会理事等
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Association Membership(s) (2):
THE MATHEMATICAL SOCIETY OF JAPAN ,  The Japanese Association of Financial Econometrics and Engineering
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