Graduated from the Faculty of Economics, University of Tokyo.Received his Ph.D. from the Haas School of Business, University of California at Berkeley.
My research topics include the following:
・New computational techniques for numerical problems in finance based on Malliavin calculus and asymptotic distribution theories
・New methods for estimation of the term structure of interest rates and mutual funds' investment styles applying filtering methods such as Monte Carlo filter
・Practical models for pricing defaultable securities such as convertible bonds.
My Lab. is supported by
GCOE program "The research and training center for new development in mathematics",
Centered for Advanced Research in Finance(CARF),,
Graduate School of Economics, The University of Tokyo,,
Economics Research Building, The University of Tokyo, 7-3-1, Hongo, Bunkyo-ku, Tokyo, 113-0033, Japan