Rchr
J-GLOBAL ID：201401022211028965
Update date: Mar. 14, 2025
TOMONORI NAKATSU
ナカツ トモノリ | TOMONORI NAKATSU
Affiliation and department：
Job title：
准教授
Research field (1)：
Basic analysis
Research keywords (1)：
probability theory, mathematical finance
Research theme for competitive and other funds (3)：
- 2019 - 2023 複雑な構造を持つウィーナー汎関数の解析
- 2017 - 2019 Analysis of density functions and sensitivities concerning stochastic differential equations
- 2012 - 2015 Non-smooth stochastic differential equations: Applications to numerical simulations
Papers (7)：
Lectures and oral presentations (44)：
-
Computation of Greeks of barrier options in some one-dimensional diffusion models
(Winter Workshop on Operations Research, Finance and Mathematics, 2025 2025)
-
Computation of Greeks of continuous/discrete time barrier options
(APU-TMU Joint International Workshop on Quantitative Finance 2025)
-
Computation of Greeks for Barrier Options in Some Diffusion Models
(International Workshop on Sustainable Finance and Related Issues 2024)
-
Computation of the Greeks of barrier options
(The 67th Annual Meeting of the Australian Mathematical Society (AustMS 2023) 2023)
-
局所ボラティリティモデルにおけるバリアオプションのデルタの計算
(日本応用数理学会第19回研究部会連合発表会 2023)
ｍore...
Education (3)：
- - 2014 Ritsumeikan University Graduate School of Science and Engineering Science and Engineering Major
- - 2007 Osaka University Graduate School, Division of Engineering Science Department of Systems Innovation
- - 2005 Kwansei Gakuin University School of Science Department of Physics
Professional career (1)：
- Ph.D. (Ritsumeikan University)
Work history (5)：
- 2020/04 - 現在 Shibaura Institute of Technology College of Systems Engineering and Science Department of Mathematical Sciences
- 2017/10 - 2020/03 Shibaura Institute of Technology Department of Mathematical Sciences, College of Systems Engineering and Science
- 2014/04 - 2017/09 Ritsumeikan University College of Science and Engineering, Department of Mathematical Sciences Assistant Professor
- 2010/01 - 2011/03 大和証券キャピタル・マーケッツ株式会社(現・大和証券株式会社)
- 2007/04 - 2009/12 大和証券エスエムビーシー株式会社(現・大和証券株式会社)
Association Membership(s) (2)：
The Mathematical Society of Japan
, 日本応用数理学会
