D3 D2 D1M2 M1B4| D3 |
Nien-Lin LIU | |||||
| D2 |
Yuri IMAMURA | |||||
| Ngo Hoang Long | ||||||
| D1 |
Go YUUKI | |||||
| M2 |
Hidemi AIHARA | Takafumi AMABA | Yuta INOUE | |||
| Kensuke NAGATA | Kaori OKUMA | Masayuki URATA | ||||
| Kazuhito YOSHIKAWA | . | . | ||||
| M1 |
Takuya KAWAGOE | Keigo KAMIMORI | Yukie YASUDA | |||
| Toshiki OKUMURA | Intsu Shin | Shota NAGAI | ||||
| Nobuyuki MACHIDA | Hideyuki UCHIDA | . | ||||
| B4 |
Kensuke KADO | Kotaro IMAMURA | Nobutaka SHIMIZU | Yuuki NAKAMORI | Yusuke SUZUKI | Teruyuki KAWAGUCHI |
| Tatsuya SUGIYAMA | Hiroyuki FUKUNAGA | So KABUTOMORI | Tsuyoshi MISONO | Tetsuo INO | Hiromasa IWASAKI | |
| Shun SASAKI | Yuya SANAKI | Haruka HIRATA | Naohiro NAGIRA | .Yuuki TAKEMOTO | Masashi TANAKA | |
| Hitoshi TANAKA | Akira TADE | Tomoyuki SOTODA | . | . | . | |
PAST STUDENTS
2009
Master
Ryutaro AKASAKA/Katsuya TAKAGI/Takao HIRAYAMA/Takafumi KUMAZAKI
Hirofumi SHIGETOMI/Hiroko FUJII
Bachelor
Chihiro KUMAGAI/Hitomi KONO/Takuya KAWAGOE/Keigo KAMIMORI/Tatsuya ISHIKAWA
Takeru ISHIKAWA/Yukie YASUDA/Yusuke MASHITA/Toshiki OKUMURA/Intsu Shin
Shota NAGAI/Nobuyuki MACHIDA/Shohei MATSUURA/Kumi UESHIMA/Yuka NAKANISHI
2008
Master
Yuri IMAMURA，Ken-ichi OI，Yosuke SETO
Bachelor
Hidemi AIHARA/Kensuke NAGATA/Kaori OKUMA/Asami Otsuka/Masato Fukuda
Daichi MURAKAMI/Masayuki URATA/Sayaka YASUDA/Mitsuyasu KAWANAMI/Atsushi NAKAMURA/
Kohei FUJIWARA/Atsushi NISHIMURA/Kazuhito YOSHIKAWA/Yuta INOUE/Yuriko TSUCHIYA/Masayuki
YAMANE
2007
Master
Ikumi, ISHII [Financial Mathematics] Master Thesis "On the validation of principal
component analysis applied to the term structure of interest rates"
in preparation for publication
related work:
"Principle Component Analysis of Consistency of a Forward Rate Model"(with
J.Akahori)
Proceedings of the 39th ISCIE International Symposium on
Stochastic Systems Theory and Its Application, pp85--90, 2008
Sachiyo. URAGUCHI [stochastic analysis] Master Thesis "An algebraic approach to the
Cameron-Martin-Maruyama-Girsanov formula"
in preparation for publication
Yuuichi, MORIMURA [Financial Mathematics] Master Thesis "A structural approach to
transparency risks"
in preparation for publication
a related work is in arXiv
related work
"An Introduction to a Framework to Evaluate the Transparency of a
Firm"(with Y.Kanishi)
Proceedings of the 39th ISCIE International Symposium on Stochastic Systems
Theory and Its Application, pp91--96, 2008
Bachelor
Katsuya TAKAGI/Akihiro TANAKA/Sohei NAKA/Takao HIRAYAMA/Kaname YOKOI/Keisuke
KOKETSU
Hirofumi SHIGETOMI/Yuusuke YAMAJI/Hiroko FUJII/Yoshihito MURAI/Tomiki OSE
2006
Master
Yuki, KANISHI [Mathematical Finance] Master Thesis
"Evaluation of Market Value of Transparency via a Perturbation of
Merton Model for Credit Risk"
in preparation for publication
a related work is in arXiv
related work
"An Introduction to a Framework to Evaluate the Transparency of a
Firm"(with Y. Morimura)
Proceedings of the 39th ISCIE International Symposium on Stochastic Systems
Theory and Its Application, pp91--96, 2008
Tomo, MATSUSITA [Mathematical Finance] Master Thesis
"Static Hedging in Supermarkets"
presented in 4th Bachelier World Congress, and is in preparation for publication
Bachelor
Daisuke HARA, Tohru ISHIKAWA, Yuri IMAMURA, Ken-ichi Ohi, Yosuke SETO, Jyun-ichi NAGATA, Ikki NAGATANI
Takanori HANDA, Takaomi SAIKI, Ryo HONDA, Toshihiro YAMADA, Yoshitsugu NAKAGAWA
2005
Master
Takahiro,TSUCHIYA [Stochastic Analysis] Master Thesis
"On pathwise uniqueness of stochastic differential equations driven
by symmetric alpha stable processes."
published in a refereed journal as
On the pathwise uniqueness of solutions of stochastic differential equations
driven
by multi-dimensional symmetric $\alpha$ stable processes class
Journal of Mathematics, Kyoto University, 46, no.1, pp.107--121, 2006.
Bachelor
Ikumi, ISHII/Sachiyo. URAGUCHI/
Sayaka, OKUYAMA/Ai, NAGATA/Koichi, WATANABE/
Kentaro,UCHIDA/Kosuke, KASAI/
Erina,TAMURA/Yuuichi, MORIMURA/
Jyunpei, KAMASAKI/Yuuki, SATAKE/Hideyuki, TANAKA/Fumiaki MURAYAMA
2004
Master
Yuji, HISHIDA [Mathematical Finance] Master Thesis "On the asymptotic behavior
of the prices of Asian options."
part of the thesis was published in a refereed journal as
On
the asymptotic behavior of the prices of Asian options (with K.Yasutomi)
Asia-Pacific Financial
Markets Volume 12, Number 4 / December, 2005, 289--306
Another paper is in preparation
Tsutomu, MIKAMI [Stochastic Calculus] Master Thesis
"Detailed balance conditions for the sticky random walk particle system
of Le Jan-Raimond model"
in preparation for publication
Maho Nishida [Mathematical Finance] Master Thesis "Pricing of whole life insurance"
in preparation for publication
Teruo Yokota [Mathematical Finance] Master Thesis " Backwardations in Asian option prices"
published as
Backwardation in Asian Option Prices (with J.Akahori and K.Yasutomi)
International Journal of Innovative Computing, Information and Control 1
(2005)581-593
Bachelor
Tetsuo, HAYAKAWA/Yuji, HIRAO/Takeshi, IDOMOTO/Kengo, IKEDA/Koichi, ISHIZU/Takeshi, IZUMIYA/
Yuki, KANEKO/Yoshitaka, KATO/Yuki, KANISHI/Ryoji, KOMINATO/Masanori, KUBO/Tomoharu, NAKAMA
/Shinya, OGAERI/Masamitsu, TOKIOKA/Yusuke, UEDA/Tetsuya, YAMADA
2003
Master
Chihiro, UENISHI [Stochastic Analysis] Master Thesis:"On weak solutions of stochastic differential equations"
published as
"Stochastic equation on compact groups in discrete negative time"(with J.Akahori and K.Yano)
Probabiliy Theory and Related Fields 140/3-4, 569-593
Bachelor
Hirotake ICHIKAWA/Yasuhiro, ICHIHARA/Taiyo, UMEDA,/Masataka, EGUCHI,/Mari, SERIZAWA
/Hiromi, TABUCHI/Shin-ya, TOHYAMA/Masahiro, DONOSAKI,/Shiho, NAGAE/Tae, NISHIMURA
/Akihito, FUJII/Tomoya, HONGO/Fumihito, HONDA/Hiroyuki, MICHIBATA/Kosuke, YADA
2002
Master
Tomoyuki, TAI [Stochastic Analysis] Master Thesis:"On eigenvalue problems of Strum-Liouville operaor"
Tomoaki, SATO [Control Theory] Master Thesis:"Mathematical Aspects of Robust control."
Yu-ko MIYAMOTO [Stochastic Analysis] "Noise stability, sensitivity and cosiness of stochastic processes."
Bachelor
Kazuyo, UMEDA/Makoto, KATSUMOTO/Kazunori, KISHI/Noriko, TANAKA/Ikue TAHARA
Yuji, Hishida/Tsutomu MIKAMI/Sachie, MIYAHARA/Takashi, YAMAGATA/Kazuaki,
YAMADA/
Saori, YOSHIDA/Maho NISHIDA
2001
Master
Jyun-ya, SHIMADA[Numerical Analysis]"Quasi-Mote-Carlo method and construction of low-discrepancy sequences."
Yoshihiko, NAGATA[Mathematical Finance]"On binary interest rate models."
published as
Generalizations of Ho-Lee's binomial interest rate model I:
from one- to multi-factor
(with J.Akahori and H.Aoki) Asia Pacific
Financial Markets 13/2, 151--179 (2006)
Bachelor
Yumi, ITAYA/Chihiro UENISHI/Yo-hei, KOJIMA/Tsunetaka, SAGARA/Yu-suke, Syudoh
Keiko, SEGAWA/Koji, MATSUDA/Kenji, MATSUMOTO/Syuichi, SATO/Tsukasa, NOMOTO
2000
Bachelor
Chikako, Ohtsuki/Satoru, KAKEGAWA/Tomohiro, KISHIMOTO/Tomoaki, SATO/Tomoyuki,
TAI
Miho TANIGUCHI/Keisuke, NASU/Satoru, HONMA/Yu-ko, MIYAMOTO
1999
Bachelor
Michie, ASAKURA/Sachiko, UCHIMIZU/Akihiro, OHTA/Mitsunori, SHIMOJO/Kana,
HISAKI/Maki, HONDA