Work Experience

After working for the Industrial Bank of Japan and Long Term Capital Management, started as Associate Professor at the Graduate School of Mathematical Sciences, University of Tokyo and later joined the Graduate School of Economics in 2003. Has been Professor in 2007.

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Education新着情報

Graduated from the Faculty of Economics, University of Tokyo.Received his Ph.D. from the Haas School of Business, University of California at Berkeley.

Research Themes新着情報

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.