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J-GLOBAL ID：201801004600935627   Update date: Oct. 12, 2023

Muroi Yoshifumi

Muroi Yoshifumi
Affiliation and department：
Tohoku University

About Tohoku University


Research field  (2)： Applied mathematics and statistics ,  Money and finance
Research keywords  (3)： applied mathematics ,  stochastic process ,  mathematical finance
Papers (18)：
ｍore...
Books (2)：
  • Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree
    2022
  • 保険と金融の数理
    共立出版 2017
Education (3)：
  • 1998 - 2004 University of Tokyo Graduate School of Economics
  • 1997 - 1998 University of Tokyo Graduate School of Engineering Department of Mathematical Engineering and Information Physics
  • - 1997 University of Tokyo Department of Science (Mathematics)
Professional career (1)：
  • Ph.D. in Economics (The University of Tokyo)
Work history (6)：
  • 2020/04 - 現在 Tohoku University Graduate School of Economics and Mangement Professor
  • 2009/04 - 2020/03 Tohoku University Graduate School of Economics and Mangement Associate Professor
  • 2007/06 - 2009/03 大阪大学金融保険教育研究センター大阪証券取引所寄付研究部門 寄付研究部門助教
  • 2006/07 - 2007/05 大阪大学金融保険教育研究センター(現 数理・データ科学教育研究センター) 特任助手・助教
  • 2005/04 - 2006/06 日本銀行金融研究所
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Association Membership(s) (3)：
日本統計学会 ,  日本応用数理学会 ,  日本金融・証券計量・工学学会(JAFEE)
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