Tanaka Keiichi 田中敬一

… Alternative Names

TANAKA Keiichi 田中敬一

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Researcher Number	00381442
Other IDs
Affiliation (Current)	2025: 東京都立大学, 経営学研究科, 教授
Affiliation (based on the past Project Information) *help	2018 – 2019: 首都大学東京, 経営学研究科, 教授 2017: 首都大学東京, 社会科学研究科, 教授 2013: 首都大学, 東京・社会(科)学研究科, 教授 2013: 首都大学東京, 社会(科) 学研究科 2011 – 2013: 首都大学東京, 社会(科)学研究科, 教授 … More 2009 – 2012: Tokyo Metropolitan University, 社会科学研究科, 教授 2010: 首都大学東京, 都市教養経営学系, 教授 2009: Tokyo Metropolitan University, 大学院・社会科学研究科, 教授 2009: 首都大学東京, 社会科学研究科・経営学專攻, 教授 2009: 首都大学東京, 都市教養経営学系, 准教授 2008: 首都大学東京, 大学院・社会科学研究科, 准教授 2008: 首都大学東京, 社会科学研究科経営学専攻, 准教授 2007 – 2008: Tokyo Metropolitan University, 社会科学研究科, 准教授 2007: 首都大学東京, 社会科学研究科・経営学専攻, 准教授 2006: 首都大学東京, 都市教養学部, 准教授 Less
Review Section/Research Field	Principal Investigator Social systems engineering/Safety system / Social systems engineering/Safety system / Public finance/Monetary economics Except Principal Investigator Social systems engineering/Safety system / Economic theory
Keywords	Principal Investigator ファイナンス / レジームスイッチ / XVA / マルチカーブモデル / 金利期間構造モデル / 遷移確率 / マルチカーブ / 無差別価格 / リスク測度 / 金融論 … More Except Principal Investigator … More リアルオプション / 金融工学 / ファイナンス / 習慣 / 危険回避度 / 省エネ / エアコン / 時間割引率 / ナイーブ / アンケート / 時間選好率 / パネル / 符号効果 / 意志力 / 時間選好 / 健康 / 選択 / 喫煙 / 負債 / 肥満 / 行動経済学 / 双曲割引 / 時間割引 / リスク管理 / 確率論 / システム工学 / 市場分析 / ポートフォリオ効果 / 代替投資 / 金融リスク管理 / 情報の非対称性 / 保険 / 企業金融 / 数理ファイナンス Less

Financial risk management with integration of multi-cuve models and XVAPrincipal Investigator
- Principal Investigator
  
  Tanaka Keiichi
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Tokyo Metropolitan University
Research on non-linear pricing of assetsPrincipal Investigator
- Principal Investigator
  
  TANAKA Keiichi
- Project Period (FY)
  2010 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Tokyo Metropolitan University
Research on the financial risk management of a portfolio including alternative investments
- Principal Investigator
  
  KIJIMA Masaaki
- Project Period (FY)
  2009 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Tokyo Metropolitan University
Economic analysis of time discounting anomalies and intertemporal choice behavior: Implications for debt holding, obesity, and smoking
- Principal Investigator
  
  IKEDA Shinsuke
- Project Period (FY)
  2009 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic theory
- Research Institution
  Osaka University
Research on inflation indexed bonds and mathematical issues on financial theoryPrincipal Investigator
- Principal Investigator
  
  TANAKA Keiichi
- Project Period (FY)
  2007 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Tokyo Metropolitan University
Development of risk management system for large-scale portfolio
- Principal Investigator
  
  MASAAKI Kijima
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Tokyo Metropolitan University

All 2014 2013 2012 2011 2010 2009 2008 2007 2006 Other

All Journal Article Presentation Book

[Book] 脳の中の経済学2012
- Author(s)
  大竹文雄・田中沙織・佐倉統
- Total Pages
  212
- Publisher
  ディスカバー新書
- Data Source
  KAKENHI-PROJECT-21330046
[Book] 脳の中の経済学2012
- Author(s)
  大竹文雄・田中沙織・佐倉統
- Total Pages
  212
- Publisher
  ディスカバー携書
- Data Source
  KAKENHI-PROJECT-21330046
[Book] Methods and Applications of Statistics in Business, Finance, and Management Science (1.Alternatives to Black-Scholes Formulation in Financeを執筆)2010
- Author(s)
  Kijima, M., Tanaka, K. (eds.N.Balakrishnan)
- Total Pages
  696
- Publisher
  JOHN WILEY & SONS
- Data Source
  KAKENHI-PROJECT-22510153
[Book] Methods and Applications of Statistics in Business, Finance, and Management Science (1.Alternatives to Black-Scholes Formulation in Financeを執筆)2010
- Author(s)
  Kijima, M., Tanaka, K.(eds.N.Balakrishnan)
- Total Pages
  696
- Publisher
  JOHN WILEY & SONS
- Data Source
  KAKENHI-PROJECT-21241040
[Book] Methods and Applications of Statistics in Business, Finance, and Management Science (1.Alternatives to Black-Scholes Formulation in Finance を執筆)2010
- Author(s)
  Kijima, M. and Tanaka, K. (eds. N. Balakrishnan)
- Total Pages
  696
- Publisher
  JOHN WILEY & SONS
- Data Source
  KAKENHI-PROJECT-21241040
[Book] Yield Spread Options under the DLG model2009
- Author(s)
  Keiichi Tanaka, Masaaki Kijima, Tony Wong
- Total Pages
  310
- Publisher
  in Modelling Interest Rates, ed.by Fabrio Mercurio, RISK book
- Data Source
  KAKENHI-PROJECT-21330046
[Book] 資産の価格付けと測度変換2007
- Author(s)
  木島正明, 田中敬一
- Total Pages
  204
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-18310104
[Book] 資産の価格付けと測度変換2007
- Author(s)
  木島正明, 田中敬一
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-19530279
[Journal Article] Neural mechanisms of gain-loss asymmetry in temporal discounting2014
- Author(s)
  Saori Tanaka, Katsunori Yamada, Hiroyasu Yoneda, and Fumio Ohtake
- Journal Title
  
  Journal of Neuroscience
  
  Volume: 34(16) Pages: 5595-5602
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21330046
[Journal Article] Asymptotic Expansion Formula of Option Price under Multifactor Heston Model2013
- Author(s)
  Kazuki Nagashima, Tsz-Kin Chung, Keiichi Tanaka
- Journal Title
  
  首都大学東京 Research Paer Series
  
  Volume: 121 Pages: 1-40
- Data Source
  KAKENHI-PROJECT-22510153
[Journal Article] First Passage Time in Real Options2013
- Author(s)
  Keiichi Tanaka
- Journal Title
  
  京都大学数理解析研究所　講究録
  
  Volume: 1818 Pages: 17-32
- Data Source
  KAKENHI-PROJECT-22510153
[Journal Article] Asymptotic Expansion Formula of Option Price under Multifactor Heston Model2013
- Author(s)
  Nagashima, K.，Chung, Tsz-Kin and Tanaka, K.
- Journal Title
  
  首都大学東京　経営学専攻 Research paper Series
  
  Volume: 121 Pages: 1-39
- Data Source
  KAKENHI-PROJECT-21241040
[Journal Article] Asymptotic Expansion Formula of Option Prices under Multifactor Heston Model2013
- Author(s)
  Nagashima,K., Chung,T.K., Tanaka,K.
- Journal Title
  
  首都大学東京経営学専攻Research Paper Series
  
  Volume: 121 Pages: 1-40
- Data Source
  KAKENHI-PROJECT-22510153
[Journal Article] First Passage Time in Real Options2013
- Author(s)
  Tanaka,K.
- Journal Title
  
  京都大学数理解析研究所講究録
  
  Volume: 1818 Pages: 17-32
- Data Source
  KAKENHI-PROJECT-22510153
[Journal Article] Asymptotic Expansion Formula of Option Price under Multifactor Heston Model2013
- Author(s)
  Nagashima, K., Chung, Tsz-Kin and Tanaka, K.
- Journal Title
  
  首都大学東京経営学専攻 Research paper Series
  
  Volume: 121 Pages: 1-39
- Data Source
  KAKENHI-PROJECT-21241040
[Journal Article] Irreversible Investment with Regime Switching : Revisit with Linear Algebra2012
- Author(s)
  Tanaka, K.
- Journal Title
  
  首都大学東京経営学専攻Research paper Series
  
  Volume: 105 Pages: 1-38
- Data Source
  KAKENHI-PROJECT-21241040
[Journal Article] Irreversible Investment with Regime Switching : Revisit with Linear Algebra2012
- Author(s)
  Tanaka,K.
- Journal Title
  
  首都大学東京経営学専攻Research Paper Series
  
  Volume: 105 Pages: 1-38
- Data Source
  KAKENHI-PROJECT-22510153
[Journal Article] Irreversible Investment with Regime Switching : Revisit with Linear Algebra2012
- Author(s)
  Keiichi Tanaka
- Journal Title
  
  首都大学東京経営学専攻Research paper Series
  
  Volume: 105 Pages: 1-38
- Data Source
  KAKENHI-PROJECT-22510153
[Journal Article] Alternatives to Black-Scholes Formulation in Finance2010
- Author(s)
  Kijima, M., Tanaka, K.
- Journal Title
  
  Methods and Applications of Statistics in Business, Finance, and Management Science (forthcoming)(未定)
- Data Source
  KAKENHI-PROJECT-21241040
[Journal Article] Applications of Gram-Charlier expansion and bond moments for pricing of interest rates and credit risk2010
- Author(s)
  Tanaka, K., Yamada, T., Watanabe, T.
- Journal Title
  
  Quantitative Finance
  
  Volume: Vol.10 No.6 Pages: 645-662
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22510153
[Journal Article] Applications of Gram-Charlier expansion and bond moments for pricing of interest rates and credit risk2010
- Author(s)
  Tanaka, K., Yamada, T., Watanabe, T.
- Journal Title
  
  Quantitative Finance
  
  Volume: Vol.10 No.6 Pages: 645-662
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21241040
[Journal Article] Applications of Gram-Charlier expansion and bond moments for pricing of interest rates and credit risk2010
- Author(s)
  Tanaka, K, Yamada, T, Watanabe, T.
- Journal Title
  
  Quantitative Finance (forthcoming)(未定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21241040
[Journal Article] Applications of Gram-Charlier expansion and bond moments for pricing of interest rates and credit risk2010
- Author(s)
  Keiichi Tanaka, Takeshi Yamada, Toshiaki Watanabe
- Journal Title
  
  Quantitative Finance (forthcoming)(未定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19530279
[Journal Article] Applications of Gram–Charlier expans ion and bond moments for pricing of interest rates and credit risk2010
- Author(s)
  Tanaka,K., Yamada,T. and Watanabe,T.
- Journal Title
  
  Quantitative Finance
  
  Volume: 10(6) Pages: 645-662
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22510153
[Journal Article] Applications of Gram-Charlier expansion and bond moments for pricing of interest rates and credit risk2010
- Author(s)
  Tanaka, K. Yamada, T. Watanabe, T.
- Journal Title
  
  (forthcoming)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19530279
[Journal Article] A Multi-Quality Model of Interest Rates2009
- Author(s)
  Kijima, M., Tanaka, K., Wong, T.
- Journal Title
  
  Quantitative Finance 9
  
  Pages: 133-145
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310104
[Journal Article] A Multi-Quality Model of Interest Rates2009
- Author(s)
  Kijima, M., Tanaka, K., Wong, T.
- Journal Title
  
  Quantitative Finance 9
  
  Pages: 133-145
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19530279
[Journal Article] A Multi-quality model of interest rates2009
- Author(s)
  Keiichi Tanaka, Masaaki Kijima, Tony Wong
- Journal Title
  
  Quantitative Finance
  
  Volume: Vol.9 No.2 Pages: 155-145
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21330046
[Journal Article] Yield Spread Options under the DLG model2009
- Author(s)
  Masaaki Kijima, Keiichi Tanaka, Tony Wong
- Journal Title
  
  Modelling Interest Rates
  
  Pages: 43-71
- Data Source
  KAKENHI-PROJECT-19530279
[Journal Article] A Multi-Quality Model of Interest Rates2009
- Author(s)
  Kijima, M. Tanaka, K. Wong, T.
- Journal Title
  
  Quantitative Finance Vol.9No.2
  
  Pages: 133-145
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19530279
[Journal Article] Yield Spread Options under the DLG model Modelling Interest Rates2009
- Author(s)
  Kijima, M. Tanaka, K. Wong, T.
- Pages
  43-71
- Data Source
  KAKENHI-PROJECT-19530279
[Journal Article] A latent process model for the pricing of corporate securities2009
- Author(s)
  Kijima, M., Suzuki, T., Tanaka, K.
- Journal Title
  
  Mathematical Methods of Operations Research 69
  
  Pages: 439-455
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21241040
[Journal Article] Yield Spread Options under the DLG model2009
- Author(s)
  Kijima, K, Tanaka, K., Wong, T.
- Journal Title
  
  Modelling Interest Rates
  
  Pages: 43-71
- Data Source
  KAKENHI-PROJECT-21241040
[Journal Article] A Latent Process Model for the Pricing of Corporate Securities2009
- Author(s)
  Kijima, M., Suzuki, T., Tanaka, K.
- Journal Title
  
  Mathematical Methods of Operations Research Vol.69No.3
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19530279
[Journal Article] Y ield Spread Options under the DLG model, in Modelling Interest Rates (eds. F. Mer curio)2009
- Author(s)
  Kijima, M., Tanaka, K. and Wong, T.
- Journal Title
  
  RISK books
- Data Source
  KAKENHI-PROJECT-21241040
[Journal Article] A latent process model for the pricing of corporate securities2009
- Author(s)
  Keiichi Tanaka, Masaaki Kijima, Teruyoshi Suzuki
- Journal Title
  
  Mathematical Methods of Operations Research
  
  Volume: Vol.69 No.3 Pages: 439-455
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21330046
[Journal Article] Remarks on Positive Interest Rate2008
- Author(s)
  Tanaka, K.
- Journal Title
  
  大阪大学経済学 57巻4号
- NAID
  120004849814
- Data Source
  KAKENHI-PROJECT-19530279
[Journal Article] Dynamic Asset Allocation under stochastic Interest Rate and Market Price of Risk2008
- Author(s)
  Tanaka, K.
- Journal Title
  
  Research Paper Series, Tokyo Metropolitan University No. 57
  
  Pages: 1-15
- Data Source
  KAKENHI-PROJECT-19530279
[Journal Article] A Multi-Quality Model of Interest Rates2008
- Author(s)
  Kijima, M., Tanaka, K., and Wong, T.
- Journal Title
  
  首都大学東京大学院社会科学研究科経営学専攻 Research Paper Series 47
  
  Pages: 1-27
- Data Source
  KAKENHI-PROJECT-18310104
[Journal Article] Dynamic Asset Allocation under Stochastic Interest Rate and Market Price of Risk Research Paper Series2008
- Author(s)
  Tanaka, K.
- Journal Title
  
  Tokyo Metropolitan University No58
- Data Source
  KAKENHI-PROJECT-19530279
[Journal Article] Applications of Gram-Charlier Expansion and Bond Moments for Pricing of Interest Rates and Credit Risk2007
- Author(s)
  Tanaka, K., Yamada, T., and Watanabe, T.
- Journal Title
  
  首都大学東京大学院社会科学研究科経営学専攻 Research Paper Series 42
  
  Pages: 1-19
- Data Source
  KAKENHI-PROJECT-18310104
[Journal Article] 金利派生商品の効率的な価格付け : 確率密度関数の近似を用いて2006
- Author(s)
  田中敬一, 山田健, 渡部敏明
- Journal Title
  
  金融研究第25巻別冊第2号
  
  Pages: 1-37
- NAID
  40015151198
- Data Source
  KAKENHI-PROJECT-18310104
[Journal Article] Swaption Price by General Gram-Charlier Expansion2006
- Author(s)
  Keiichi Tanaka
- Journal Title
  
  京都大学数理研究所講究録 1488
  
  Pages: 116-122
- Data Source
  KAKENHI-PROJECT-18310104
[Journal Article] Latent Process Model for the Pricing of Corporate Securities
- Author(s)
  Kijima, M., Suzuki, T., and Tanaka, K., A.
- Journal Title
  
  Mathematical Methods of Operations Research (forthcoming)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310104
[Journal Article] A Latent Process Model for the Pricing of Corporate Securities
- Author(s)
  Kijima, M., Suzuki, T., Tanaka, K.
- Journal Title
  
  Mathematical Methods of Operations Research forthcoming(掲載確定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18310104
[Presentation] Bond Pricing under Regime Switching Among Several Short Rate Models2014
- Author(s)
  Tanaka,K.
- Organizer
  JAFEE 2013冬季大会
- Place of Presentation
  慶應義塾大学
- Year and Date
  2014-01-11
- Data Source
  KAKENHI-PROJECT-22510153
[Presentation] Bond Pricing under Regime Switching Among Several Short Rate Models2014
- Author(s)
  Tanaka, K.
- Organizer
  JAFEE 2013冬季大会
- Place of Presentation
  慶應義塾大学，東京
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] JAFEE 2013 冬季大会2014
- Author(s)
  Tanaka, K.
- Organizer
  Bond Pricing under Regime Switching Among Several Short Rate Models
- Place of Presentation
  慶應義塾大学, 東京
- Year and Date
  2014-01-11
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Bond Pricing under Regime Switching Among Several Short Rate Models2014
- Author(s)
  Tanaka, K.
- Organizer
  2013年度確率モデルシンポジウム
- Place of Presentation
  東京理科大学，東京
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Bond Pricing under Regime Switching Among Several Short Rate Models2014
- Author(s)
  Tanaka,K.
- Organizer
  2013年度確率モデルシンポジウム
- Place of Presentation
  東京理科大学
- Year and Date
  2014-01-24
- Data Source
  KAKENHI-PROJECT-22510153
[Presentation] Irreversible Investment with Regime Switching : Revisit with Linear Algebra2012
- Author(s)
  Tanaka,K.
- Organizer
  Annual International Real Options Conference
- Place of Presentation
  ロンドン
- Year and Date
  2012-07-27
- Data Source
  KAKENHI-PROJECT-22510153
[Presentation] Irreversible Investment under Regime Switching2012
- Author(s)
  Tanaka,K.
- Organizer
  Acturial and Financial Mathematics
- Place of Presentation
  ブラッセル
- Year and Date
  2012-02-09
- Data Source
  KAKENHI-PROJECT-22510153
[Presentation] Irreversible Investment with Regime Switching : Revisit with Linear Algebra2012
- Author(s)
  Keiichi Tanaka
- Organizer
  RIMS Workshop on Financial Modeling and Analysis
- Place of Presentation
  京都
- Data Source
  KAKENHI-PROJECT-22510153
[Presentation] Regime Switching in Real Option2012
- Author(s)
  Keiichi Tanaka
- Organizer
  Bachelier Finance Conference 2012
- Place of Presentation
  Sydney (Australia)
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Irreversible Investment with Regime Switching : Revisit with Linear Algebra2012
- Author(s)
  Keiichi Tanaka
- Organizer
  Annual International Real Options Conference
- Place of Presentation
  London, UK
- Data Source
  KAKENHI-PROJECT-22510153
[Presentation] Irreversible Regime Switching in Real Option2012
- Author(s)
  Tanaka,K.
- Organizer
  RIMS Workshop on Financial Modeling and Analysis
- Place of Presentation
  京都大学
- Year and Date
  2012-09-18
- Data Source
  KAKENHI-PROJECT-22510153
[Presentation] Irreversible Investment with Regime Switching : Revisit with Linear Algebra2012
- Author(s)
  Tanaka,K.
- Organizer
  SIAM Conference on Financial Mathematics & Engineering (FM12)
- Place of Presentation
  ミネアポリス
- Year and Date
  2012-07-09
- Data Source
  KAKENHI-PROJECT-22510153
[Presentation] Irreversible Investment with Regime Switching : Revisit with Linear Algebra2012
- Author(s)
  Keiichi Tanaka
- Organizer
  SIAM Conference on Financial Mathematics & Engineering (FM12)
- Place of Presentation
  Minneapolis, USA
- Data Source
  KAKENHI-PROJECT-22510153
[Presentation] Irreversible Investment under Regime Switching2012
- Author(s)
  Tanaka, K.
- Organizer
  Actuarial and Financial Mathematics
- Place of Presentation
  ブラッセル,ベルギー
- Year and Date
  2012-02-09
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Regime Switching in Real Options2012
- Author(s)
  Keiichi Tanaka
- Organizer
  Bachelier Finance Society
- Place of Presentation
  Sydney, Australia
- Data Source
  KAKENHI-PROJECT-22510153
[Presentation] Regime Switching in Real Option2012
- Author(s)
  Tanaka,K.
- Organizer
  Bachelier Finance Society
- Place of Presentation
  シドニー
- Year and Date
  2012-06-19
- Data Source
  KAKENHI-PROJECT-22510153
[Presentation] Regime Switching in Real Option2011
- Author(s)
  Tanaka,K.
- Organizer
  RIMS研究集会「不確実・不確定環境下における数理的意思決定とその周辺」
- Place of Presentation
  京都大学
- Year and Date
  2011-11-09
- Data Source
  KAKENHI-PROJECT-22510153
[Presentation] Irreversible Investment under Regime Switching2011
- Author(s)
  Tanaka,K.
- Organizer
  2011年度OR学会秋季研究発表会
- Place of Presentation
  甲南大学
- Year and Date
  2011-09-16
- Data Source
  KAKENHI-PROJECT-22510153
[Presentation] Irreversible Investment under Regime Switching2011
- Author(s)
  Tanaka,K.
- Organizer
  Quantitative Methods in Finance 2011
- Place of Presentation
  シドニー
- Year and Date
  2011-12-16
- Data Source
  KAKENHI-PROJECT-22510153
[Presentation] Regime Switching in Real Option2011
- Author(s)
  Tanaka, K.
- Organizer
  RIMS研究集会「不確実・不確定環境下における数理的意思決定とその周辺」
- Place of Presentation
  京都大学,京都
- Year and Date
  2011-11-09
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Irreversible Investment under Regime Switching2011
- Author(s)
  Tanaka, K.
- Organizer
  2011年度OR学会秋季研究発表会
- Place of Presentation
  甲南大学,兵庫
- Year and Date
  2011-09-16
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Irreversible Investment under Regime Switching2011
- Author(s)
  Tanaka, K.
- Organizer
  Quantitative Methods in Finance 2011
- Place of Presentation
  シドニー,オーストラリア
- Year and Date
  2011-12-16
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Dynamic asset allocation under stochastic interest rate and market price of risk2009
- Author(s)
  Keiichi Tanaka
- Organizer
  15th International Conference on Computating in Economics and Finance
- Place of Presentation
  Sydney
- Data Source
  KAKENHI-PROJECT-21330046
[Presentation] Dynamic Asset Allocation under Stochastic Interest Rate and Market Price of Risk2009
- Author(s)
  Tanaka, K.
- Organizer
  ABR conference
- Place of Presentation
  ホノルル(米国)
- Year and Date
  2009-01-05
- Data Source
  KAKENHI-PROJECT-19530279
[Presentation] Dynamic Asset Allocation under Stochastic Interest Rate and Market Price of Risk2009
- Author(s)
  Keiichi Tanaka
- Organizer
  Dynamic Asset Allocation under Stochastic Interest Rate and Market Price of Risk
- Place of Presentation
  Sydney, Australia
- Year and Date
  2009-07-17
- Data Source
  KAKENHI-PROJECT-19530279
[Presentation] Dynamic Asset Allocation under stochastic Interest Rate and Market Price of Risk2009
- Author(s)
  Tanaka, K.
- Organizer
  ABR conference
- Place of Presentation
  ホノルル(米国)
- Year and Date
  2009-01-05
- Data Source
  KAKENHI-PROJECT-19530279
[Presentation] Dynamic Asset Allocation under Stochastic Interest Rate and Market Price of Risk2009
- Author(s)
  Tanaka, K.
- Organizer
  15th International Conference Computing in Economics and Finance
- Place of Presentation
  Sydney, Australia
- Year and Date
  2009-07-17
- Data Source
  KAKENHI-PROJECT-19530279
[Presentation] Dynamic Asset Allocation under Stochastic Interest Rate and Market Price of Risk2009
- Author(s)
  Tanaka, K.
- Organizer
  7th International Conference of Numeric al Analysis and Applied Mathematics
- Place of Presentation
  Crete, Greece
- Year and Date
  2009-09-21
- Data Source
  KAKENHI-PROJECT-19530279
[Presentation] Dynamic asset allocation under stochastic interest rate and market price of risk2009
- Author(s)
  Keiichi Tanaka
- Organizer
  2009 Applied Business Research Conference
- Place of Presentation
  Honolulu
- Data Source
  KAKENHI-PROJECT-21330046
[Presentation] Dynamic Asset Allocation under Stochastic Interest Rate and Market Price of Risk2009
- Author(s)
  Tanaka, K.
- Organizer
  15th International Conference Computing in Economics and Finance
- Place of Presentation
  Sydney, Australia
- Year and Date
  2009-07-17
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Dynamic Asset Allocation under Stochastic Interest Rate and Market price of Risk2009
- Author(s)
  Keiichi Tanaka
- Organizer
  7th International Conference of Numerical Analysis and Applied Mathematics
- Place of Presentation
  Crete, Greece
- Year and Date
  2009-09-21
- Data Source
  KAKENHI-PROJECT-19530279
[Presentation] Dynamic Asset Allocation under Stochastic Interest Rate and Market Price of Risk2009
- Author(s)
  Tanaka, K.
- Organizer
  7th International Conference of Numerical Analysis and Applied Mathematics
- Place of Presentation
  Crete, Greece
- Year and Date
  2009-09-21
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] A Multi-Quality Model of Interest Rates2008
- Author(s)
  Tanaka, K.
- Organizer
  14th International Conference on Computing in Economics and Finance
- Place of Presentation
  Paris, France
- Data Source
  KAKENHI-PROJECT-19530279
[Presentation] A Multi-Quality Model of Interest Rates2008
- Author(s)
  Tanaka, K.
- Organizer
  Bachelier Finance Society 2008
- Place of Presentation
  London, United of Kingdom
- Data Source
  KAKENHI-PROJECT-18310104
[Presentation] Time Preference Induced by Risk Aversion2008
- Author(s)
  Ikeda, S., Tanaka, K.
- Organizer
  Daiwa International Workshop on Financial Engineering 2008
- Place of Presentation
  大手町サンケイプラザ
- Year and Date
  2008-08-05
- Data Source
  KAKENHI-PROJECT-19530279
[Presentation] A Multi-Quality Model of Interest Rates2008
- Author(s)
  Tanaka, K.
- Organizer
  2008 International Workshop on Applied Probability
- Place of Presentation
  Compiegne, France
- Data Source
  KAKENHI-PROJECT-18310104
[Presentation] Dynamic Asset Allocation under Stochastic Interest Rate and Market Price of Risk2008
- Author(s)
  Tanaka, K.
- Organizer
  金融工学・数理計量ファイナンスの諸問題2008
- Place of Presentation
  大阪大学
- Year and Date
  2008-12-06
- Data Source
  KAKENHI-PROJECT-19530279
[Presentation] Preference Rate Induced by Risk Aversion2008
- Author(s)
  Ikeda, S., Tanaka, K.
- Organizer
  Macroeconomic Research Seminar
- Place of Presentation
  大阪大学
- Year and Date
  2008-02-29
- Data Source
  KAKENHI-PROJECT-19530279
[Presentation] Dynamic Asset Allocation under Stochastic Interest Rate and Market Price of Risk2008
- Author(s)
  Tanaka, K.
- Organizer
  ファイナンスと計量経済学の最近の発展
- Place of Presentation
  琉球大学
- Year and Date
  2008-02-14
- Data Source
  KAKENHI-PROJECT-19530279
[Presentation] A Multi-Quality Model of Interest Rates2008
- Author(s)
  Tanaka, K.
- Organizer
  Bachelier Finance Society 2008
- Place of Presentation
  London, U.K.
- Data Source
  KAKENHI-PROJECT-18310104
[Presentation] A Multi-Quality Model of Interest Rates2008
- Author(s)
  Tanaka, K.
- Organizer
  International Workshop on Applied Probability
- Place of Presentation
  Compiegne, France
- Data Source
  KAKENHI-PROJECT-18310104
[Presentation] Time Preference Induced by Risk Aversion2008
- Author(s)
  Ikeda, S., Tanaka, K.
- Organizer
  日本経済学会2008年度秋季大会
- Place of Presentation
  近畿大学
- Year and Date
  2008-09-15
- Data Source
  KAKENHI-PROJECT-19530279
[Presentation] A Multi-Quality Model of Interest Rates2008
- Author(s)
  Tanaka, K.
- Organizer
  14th International Conference on Computing in Economics and Finance
- Place of Presentation
  Paris, France
- Data Source
  KAKENHI-PROJECT-18310104
[Presentation] Time Preference Induced by Risk Aversion2008
- Author(s)
  Ikeda, S., Tanaka, K.
- Organizer
  Quantitative Methods in Finance 2008
- Place of Presentation
  シドニー(オーストラリア)
- Data Source
  KAKENHI-PROJECT-19530279
[Presentation] A Multi-Quality Model of Interest Rates2008
- Author(s)
  Tanaka, K.
- Organizer
  International Workshop on Applied Probability
- Place of Presentation
  Compiegne, France
- Data Source
  KAKENHI-PROJECT-19530279
[Presentation] Time Preference Induced by Risk Aversion2008
- Author(s)
  Ikeda, S., Tanaka, K.
- Organizer
  2008年度秋季大会
- Place of Presentation
  近畿大学
- Year and Date
  2008-09-15
- Data Source
  KAKENHI-PROJECT-19530279
[Presentation] A Multi-Quality Model of Interest Rates2008
- Author(s)
  Tanaka, K.
- Organizer
  Bachelier Finance Society 2008
- Place of Presentation
  London, U.K.
- Data Source
  KAKENHI-PROJECT-19530279
[Presentation] Credit derivatives with recovery of market value for multiple firms2006
- Author(s)
  Tanaka, K.
- Organizer
  Quantitative Methods in Finance 2006
- Place of Presentation
  Sydney, Australia
- Data Source
  KAKENHI-PROJECT-18310104
[Presentation] Bond Pricing under Regime Switching Among Several Short Rate Models
- Author(s)
  Keiichi Tanaka
- Organizer
  2013年度確率モデルシンポジウム
- Place of Presentation
  東京理科大学
- Data Source
  KAKENHI-PROJECT-22510153
[Presentation] Bond Pricing under Regime Switching Among Several Short Rate Models
- Author(s)
  Keiichi Tanaka
- Organizer
  JAFEE 2013冬季大会
- Place of Presentation
  慶應義塾大学
- Data Source
  KAKENHI-PROJECT-22510153

1. MASAAKI Kijima (00186222)

# of Collaborated Projects: 2 results

# of Collaborated Products: 11 results
2. MUROMACHI Yukio (70514719)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
3. SHIBATA Takashi (70372597)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. HARA Chiaki (90314468)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. NAKAOKA Hidetaka (20516025)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. YAMASHITA Hideaki (30200687)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. WATANABE Takahiro (70220895)

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results
8. NOGUCHI Masayoshi (70237832)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. IIBOSHI Hirokuni (90381441)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. OGATA Hiroaki (30454086)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. IKEDA Shinsuke (70184421)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. OHTAKE Fumio (50176913)

# of Collaborated Projects: 1 results

# of Collaborated Products: 3 results
13. 西出勝正 (40410683)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. 内田善彦 (10403023)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Tanaka Keiichi 田中 敬一

TANAKA Keiichi 田中 敬一

Research Projects

Research Products

Co-Researchers

Financial risk management with integration of multi-cuve models and XVAPrincipal Investigator

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Research on non-linear pricing of assetsPrincipal Investigator

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Research on the financial risk management of a portfolio including alternative investments

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Economic analysis of time discounting anomalies and intertemporal choice behavior: Implications for debt holding, obesity, and smoking

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Research on inflation indexed bonds and mathematical issues on financial theoryPrincipal Investigator

Principal Investigator

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Development of risk management system for large-scale portfolio

Principal Investigator

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[Book] 脳の中の経済学2012

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[Book] 脳の中の経済学2012

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[Book] Methods and Applications of Statistics in Business, Finance, and Management Science (1.Alternatives to Black-Scholes Formulation in Financeを執筆)2010

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[Book] Methods and Applications of Statistics in Business, Finance, and Management Science (1.Alternatives to Black-Scholes Formulation in Financeを執筆)2010

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[Book] Methods and Applications of Statistics in Business, Finance, and Management Science (1.Alternatives to Black-Scholes Formulation in Finance を執筆)2010

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[Book] Yield Spread Options under the DLG model2009

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[Book] 資産の価格付けと測度変換2007

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[Book] 資産の価格付けと測度変換2007

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Tanaka Keiichi 田中敬一

TANAKA Keiichi 田中敬一