Rchr
J-GLOBAL ID:201401022211028965
Update date: Nov. 20, 2023
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 (7):
Lectures and oral presentations (40):
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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)
-
Bounds for density function of solutions to stochastic functional differential equations
(2022)
-
確率解析の数理ファイナン スへの応用
(琉球大学談話会 2022)
-
Stochastic Functional Differential Equation の解の確率密度関数について
(日本応用数理学会2022年度年会 2022)
-
Stochastic delay equationの解の確率密度関数の下からの評価について
(日本応用数理学会2021年度年会 2021)
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
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