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