Rchr
J-GLOBAL ID:201601019184339680   Update date: Aug. 31, 2020

Takehara Kohta

タケハラ コウタ | Takehara Kohta
Affiliation and department:
Job title: 准教授
Homepage URL  (1): https://kaken.nii.ac.jp/d/r/70611747.ja.html
Research field  (5): Applied mathematics and statistics ,  Basic mathematics ,  Money and finance ,  Money and finance ,  Money and finance
Research keywords  (11): Backward SDE ,  Stochastic Delayed-Differential Equations ,  Option Pricing ,  Mathematical Finance ,  Financial Engineering ,  Asymptotic Expansion Technique ,  アメリカン型オプション ,  数値解法の高速化 ,  解析近似解 ,  マルコフ解析 ,  最適化アルゴリズム
Papers (6):
  • Hiroyasu Ando, Kohta Takehara, Miki U. Kobayashi. Time-delayed feedback control of diffusion in random walkers. PHYSICAL REVIEW E. 2017. 96. 1. 012148-012153
  • Akihiko Takahashi, Kohta Takehara, Masashi Toda. A general computation scheme for a high-order asymptotic expansion method. International Journal of Theoretical and Applied Finance. 2012. 15. 6. 903-927
  • Akihiko Takahashi, Kohta Takehara. A hybrid asymptotic expansion scheme: An application to long-term currency options. International Journal of Theoretical and Applied Finance. 2010. 13. 8. 1179-1221
  • Kohta Takehara, Akihiko Takahashi, Masashi Toda. New Unified Computation Algorithm in a High-Order Asymptotic Expansion Scheme. Recent Advances in Financial Engineering(the Proceedings of KIER-TMU International Workshop on Financial Engineering 2009). 2010. 231-251
  • Akihiko Takahashi, Kohta Takehara. Fourier transform method with an asymptotic expansion approach: An application to currency options. International Journal of Theoretical and Applied Finance. 2008. 11. 4. 381-401
more...
Education (3):
  • 2008 - 2011 The University of Tokyo Financial Systems
  • 2006 - 2008 The University of Tokyo Financial Systems
  • 2004 - 2006 The University of Tokyo Management
Professional career (1):
  • Ph.D. in Economics (The University of Tokyo)
Work history (2):
  • 2016/04 - 現在 Tokyo Metropolitan University Graduate School of Management Associate Professor
  • 2011/04 - 2016/03 University of Tsukuba Graduate School of Systems and Information Engineering Assistant Professor
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