Rchr
J-GLOBAL ID:201401022211028965   Update date: Oct. 08, 2020

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
Papers (5):
Lectures and oral presentations  (34):
  • Stochastic delay equationに対する伊藤Taylor展開
    (日本応用数理学会2020年度年会 2020)
  • Greeks of complicated financial products and related probability density functions
    (第七回数理ファイナンス合宿型セミナー 2019)
  • Integration by parts formula and probability density function
    (The 3rd UOG-SIT Workshop in Pure/Applied Mathematics and Computer Science 2019)
  • Integration by parts formulas for maxima of diffusion processes and applications
    (Okayama Workshop on Stochastic Analysis 2019 2019)
  • Integration by parts formulas for maxima of diffusion processes and applications
    (金融工学・数理計量ファイナンスの諸問題 2018 2018)
more...
Education (3):
  • - 2014 Ritsumeikan University Science and Engineering Major
  • - 2007 Osaka University Department of Systems Innovation
  • - 2005 Kwansei Gakuin University 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
  • 2013/04 - 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) (1):
The Mathematical Society of Japan
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