SUZUKI ATSUO 鈴木淳生

… Alternative Names

SUZUKI Atsuo 鈴木淳生

鈴木敦生スズキアツオ

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Researcher Number	60513702
Affiliation (Current)	2025: 名城大学, 都市情報学部, 教授
Affiliation (based on the past Project Information) *help	2010 – 2012: 名城大学, 都市情報学部, 准教授 2008 – 2009: Meijo University, 都市情報学部, 助教
Review Section/Research Field	Principal Investigator Social systems engineering/Safety system Except Principal Investigator Social systems engineering/Safety system
Keywords	Principal Investigator オプション評価 / 確率モデル / 金融工学 / 数理ファイナンス Except Principal Investigator ポートフォリオ最適 / リアルオプション / ポートフォリオ最適化 / オプション評価 / 意思決定 / 確率モデル / 金融工学 / 数理ファイナンス / OR

Research on the valuation of derivatives for jump diffusion processesPrincipal Investigator
- Principal Investigator
  
  SUZUKI Atsuo
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Meijo University
Exploring Decision Support Models in OR-oriented Finance
- Principal Investigator
  
  KIMURA Toshikazu (KIMURA Toshkazu)
- Project Period (FY)
  2008 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Kansai University
  Hokkaido University
Research on the valuation model of derivatives for construction of stable societyPrincipal Investigator
- Principal Investigator
  
  SUZUKI Atsuo
- Project Period (FY)
  2008 – 2009
- Research Category
  
  Grant-in-Aid for Young Scientists (Start-up)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Meijo University

All 2012 2011 2010 2009 2008 Other

All Journal Article Presentation Book

[Book] ファイナンス理論入門:金融工学へのプロローグ2012
- Author(s)
  木島正明・鈴木輝好・後藤允
- Total Pages
  198
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-20241037
[Book] コーポレート・ファイナンス2011
- Author(s)
  澤木勝茂・鈴木淳生
- Total Pages
  192
- Publisher
  ミネルヴァ書房
- Data Source
  KAKENHI-PROJECT-22710154
[Book] コーポレート・ファイナンス2011
- Author(s)
  澤木勝茂・鈴木淳生
- Total Pages
  190
- Publisher
  ミネルヴァ書房
- Data Source
  KAKENHI-PROJECT-20241037
[Book] ファイナンス理論入門:金融工学へのプロローグ2011
- Author(s)
  木島正明・鈴木輝好・後藤允
- Total Pages
  198
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-20241037
[Book] コーポレート・ファイナンス
- Author(s)
  澤木勝茂,鈴木淳生
- Total Pages
  192
- Publisher
  ミネルヴァ書房
- Data Source
  KAKENHI-PROJECT-22710154
[Journal Article] Game Russian Option with the Finite Maturity2012
- Author(s)
  Suzuki, A. and Sawaki, K.
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1818 Pages: 85-90
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Game Russian option with the finite maturity2012
- Author(s)
  Suzuki, A. and Sawaki, K
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1818 Pages: 85-90
- Data Source
  KAKENHI-PROJECT-22710154
[Journal Article] StochasticCash Management Problem with Doubl e Exponential Jump Diffusion Processes2011
- Author(s)
  Sato, K. and Suzuki, A.
- Journal Title
  
  Lecture Notes in Operations Re search
  
  Volume: 14 Pages: 186-194
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22710154
[Journal Article] Stochastic Cash Management Problem with Double Exponential Jump Diffusion Processes2011
- Author(s)
  Sato, K., Suzuki, A.
- Journal Title
  
  Lecture Notes in Operations Research
  
  Volume: 14 Pages: 186-194
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Stochastic Cash Management Problem with Double Exponential Jump Diffusion Processes2011
- Author(s)
  Sato, K., Suzuki, A.
- Journal Title
  
  Lecture Notes in Operations Research
  
  Volume: 14 Pages: 186-194
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22710154
[Journal Article] The Valuation of Russian Options for Double Exponential Jump Diffusion Processes2010
- Author(s)
  Suzuki, A., Sawaki, K.
- Journal Title
  
  Asia Pacific Journal of Operational Research
  
  Volume: 27 Pages: 227-242
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22710154
[Journal Article] The Valu ation of Russian Options for DoubleExponential Jump Diffusion Process es2010
- Author(s)
  Suzuki, A. and Sawaki, K.
- Journal Title
  
  Asia Pacific Journal of Operati onal Research
  
  Volume: 27 Pages: 227-242
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22710154
[Journal Article] 南山大学のOR(3)南山大学でのORソフトウェアの利用2010
- Author(s)
  鈴木敦夫・伏見正則・澤木勝茂
- Journal Title
  
  オペレーションズ・リサーチ 55
  
  Pages: 37-42
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] The Valuation of Russian Options for Double Exponential Jump Diffusion Processes2010
- Author(s)
  Suzuki, A. and Sawaki, K.
- Journal Title
  
  Asia-Pacific Journal of Operational Research
  
  Volume: 27 Issue: 02 Pages: 227-242
- DOI
  10.1142/s021759591000265x
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Callable Russian Options with the Finite Maturity2010
- Author(s)
  Suzuki, A. and Sawaki, K.
- Journal Title
  
  Lecture Notes in Operations Research
  
  Volume: 12 Pages: 296-300
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22710154
[Journal Article] 南山大学のOR(1)大学業務とOR-プロジェクトN2009
- Author(s)
  鈴木敦夫・伏見正則・澤木勝茂
- Journal Title
  
  オペレーションズ・リサーチ 54
  
  Pages: 684-689
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] The Valuation of Callable Financial Commodities with Two Stopping2009
- Author(s)
  Sawaki, K., Suzuki, A., Yagi, K.
- Journal Title
  
  Recent Advances in Financial Engineering (World Scientific)
  
  Pages: 189-200
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20810038
[Journal Article] 大学業務改善に向けてのORの活用-南山大学の事例を中心に-2009
- Author(s)
  鈴木敦夫・澤木勝茂
- Journal Title
  
  オペレーションズ・リサーチ 54
  
  Pages: 255-260
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] The Valuation of Callable Financial Commodities with Two Stopping Boundaries2009
- Author(s)
  Sawaki, K., Suzuki, A., Yagi, K.
- Journal Title
  
  Recent Advances in Financial Engineering
  
  Pages: 189-200
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Callable Russian Options and Their Optimal Boundaries2009
- Author(s)
  鈴木淳生, 澤木勝茂
- Journal Title
  
  Journal of Applied Mathematics and Decision Sciences 2009
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20810038
[Journal Article] A Latent Process Model for the Pri cing of Corporate Securities2009
- Author(s)
  Kijima, M., Suzuki, T., Tanaka, K.
- Journal Title
  
  Mathem atical Methods of Operations Research 69
  
  Pages: 439-455
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] ある種のダブルバリア型エクイティリンク債の評価2009
- Author(s)
  佐藤進平・鈴木淳生・澤木勝茂
- Journal Title
  
  日本経営数学会誌 29
  
  Pages: 79-94
- NAID
  40016702481
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Callable Russian Options and Their imal Boundaries2009
- Author(s)
  Suzuki, A., Sawaki, K.Opt
- Journal Title
  
  Journal of Applied Mathematics and Decistion Sciences 2009(Article ID 593986)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Callable Russian Options and Their Optimal Boundaries2009
- Author(s)
  Suzuki, A., Sawaki, K.
- Journal Title
  
  Journal of Applied Mathematics and Decision Sciences Volume 2009
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20810038
[Journal Article] The Valuation of Callable Financial Commodities with Two Stopping Boundaries2009
- Author(s)
  Sawaki, K., Suzuki, A., Yagi, K.
- Journal Title
  
  Recent Advances in Financial Engineering 2009
  
  Pages: 180-200
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20810038
[Journal Article] ある種のダブルバリア型エクイティリンク債の評価2009
- Author(s)
  佐藤進平・鈴木淳生・澤木勝茂
- Journal Title
  
  日本経営数学会誌 Vol.29,No2
  
  Pages: 79-94
- NAID
  40016702481
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20810038
[Journal Article] A Latent Process Model for the Pricing of Corporate Securities2009
- Author(s)
  Kijima, M., Suzuki, T. and Tanaka, K.
- Journal Title
  
  Mathematical Methods of Operations Research
  
  Volume: 69 Issue: 3 Pages: 439-455
- DOI
  10.1007/s00186-008-0246-5
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] ある種のダブルバリア型エクイティリンク債の評価2009
- Author(s)
  佐藤進平・鈴木淳生・澤木勝茂
- Journal Title
  
  日本経営数学会誌 29
  
  Pages: 79-94
- NAID
  40016702481
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20810038
[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-20241037
[Journal Article] 南山大学のOR(2)大学事務におけるシフトスケジューリング2009
- Author(s)
  鈴木敦夫・伏見正則・澤木勝茂
- Journal Title
  
  オペレーションズ・リサーチ 54
  
  Pages: 768-773
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] ジャンプ過程の下での資金管理政策について2012
- Author(s)
  佐藤公俊・鈴木淳生
- Organizer
  日本オベレーションズ・リサーチ学会2012年春季研究発表会
- Place of Presentation
  防衛大学校
- Year and Date
  2012-03-28
- Data Source
  KAKENHI-PROJECT-22710154
[Presentation] ジャンプ過程の下での資金管理政策について2012
- Author(s)
  佐藤公俊・鈴木淳生
- Organizer
  日本オペレーションズ・リサーチ学会2012年春季研究発表会
- Place of Presentation
  防衛大学校
- Year and Date
  2012-03-28
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Life Insurance and Annuities with a Positive Premium Loading : A Life Cycle Model with Borrowing2012
- Author(s)
  Suzuki, T.
- Organizer
  The Sixth Bachelier Colloquium on Mathematical Finance and Stochastic Calculus
- Place of Presentation
  Metabief, France
- Year and Date
  2012-01-19
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 満期が有限のゲームロシアンオプション2012
- Author(s)
  鈴木淳生,澤木勝茂
- Organizer
  日本オペレーションズ・リサーチ学会2012年春季研究発表会
- Place of Presentation
  防衛大学校
- Year and Date
  2012-03-28
- Data Source
  KAKENHI-PROJECT-22710154
[Presentation] Game Russian option with the finite maturity2012
- Author(s)
  Suzuki, A. and Sawaki, K.
- Organizer
  INFORMS Annual Meeting 2012
- Place of Presentation
  Phoenix ConventionCenter Phoenix, USA.
- Year and Date
  2012-10-14
- Data Source
  KAKENHI-PROJECT-22710154
[Presentation] ジャンプ過程の下での資金管理政策について2012
- Author(s)
  佐藤公俊,鈴木淳生
- Organizer
  日本オペレーションズ・リサーチ学会2012年春季研究発表会
- Place of Presentation
  防衛大学校
- Year and Date
  2012-03-28
- Data Source
  KAKENHI-PROJECT-22710154
[Presentation] 満期が有限のゲームロシアンオプション2012
- Author(s)
  鈴木淳生・澤木勝茂
- Organizer
  日本オペレーションズ・リサーチ学会2012年春季研究発表会
- Place of Presentation
  防衛大学校
- Year and Date
  2012-03-28
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 満期が有限のゲームロシアンオプション2012
- Author(s)
  鈴木淳生・澤木勝茂
- Organizer
  日本オベレーションズ・リサーチ学会2012年春季研究発表会
- Place of Presentation
  防衛大学校
- Year and Date
  2012-03-28
- Data Source
  KAKENHI-PROJECT-22710154
[Presentation] Life Insurance and Annuities with Positive Premium Loading: A Life Cycle Model with Borrowing2012
- Author(s)
  Suzuki, T.
- Organizer
  Bachelier Finance Society Seventh World Congress
- Place of Presentation
  Hilton Sydney Hotel, Sydney, Australia
- Year and Date
  2012-06-19
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Game Russian option with the finite maturity2012
- Author(s)
  鈴木淳生,澤木勝茂
- Organizer
  数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2012-09-19
- Data Source
  KAKENHI-PROJECT-22710154
[Presentation] Life Insurance and Annuities with a Positive Premium Loading : A Life Cycle Model with Borrowing2011
- Author(s)
  Suzuki, T.
- Organizer
  Quantitative Methods in Finance Conference 2011
- Place of Presentation
  Hilton Sydney Hotel, Sydney, Australia
- Year and Date
  2011-12-15
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation2011
- Author(s)
  Goto, M., Kijima, M., Suzuki, T.
- Organizer
  15th Annual International Conference on Real Options
- Place of Presentation
  Abo Akademi University, Finland
- Year and Date
  2011-06-18
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Stochastic Cash Management Problem with Double Exponential Jump Diffusion Processes2011
- Author(s)
  Sato, K., Suzuki, A.
- Organizer
  International Symposium on Operations Research & Its Applications 2011
- Place of Presentation
  Dunhuang, China
- Year and Date
  2011-08-28
- Data Source
  KAKENHI-PROJECT-22710154
[Presentation] Stochastic Cash Management Problem with Double Exponential Jump Diffusion Processes2011
- Author(s)
  Sato, K., Suzuki, A.
- Organizer
  International Symposium on Operations Research & Its Applications 2011
- Place of Presentation
  Dunhuang, China
- Year and Date
  2011-08-28
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 生命保険と終身年金の最適な加入解約戦略2011
- Author(s)
  鈴木輝好
- Organizer
  日本オペレーションズ・リサーチ学会2011年秋季研究発表会
- Place of Presentation
  甲南大学
- Year and Date
  2011-09-15
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 借入制約の下での生命保険と終身年金の最適加入解約戦略2011
- Author(s)
  鈴木輝好
- Organizer
  日本保険・年金リスク学会第9回大会
- Place of Presentation
  明治大学
- Year and Date
  2011-11-05
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation2011
- Author(s)
  Suzuki, T.
- Organizer
  The Fifth Bachelier Colloquium on Mathematical Finance and Stochastic Calculus
- Place of Presentation
  Metabief, France
- Year and Date
  2011-01-16
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] StochasticCash Management Problem with Doubl e Exponential Jump Diffusion Proces ses2011
- Author(s)
  Sato, K. and Suzuki, A.
- Organizer
  International Symposium on Ope rations Research & Its Applications2011
- Place of Presentation
  Dunhuang, Chin a.
- Year and Date
  2011-08-28
- Data Source
  KAKENHI-PROJECT-22710154
[Presentation] Callable Russian Options with the Finite Maturity2010
- Author(s)
  Suzuki, A., Sawaki, K.
- Organizer
  The 23rd European Conference on Operational Research
- Place of Presentation
  Lisbon, Portugal
- Year and Date
  2010-07-13
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Callable Russian Options with the Finite Maturity2010
- Author(s)
  Suzuki, A., Sawaki, K.
- Organizer
  International Symposium on Operations Research & Its Annlications 2010
- Place of Presentation
  Tibet Hotel Chengdu, Chenedu, China
- Year and Date
  2010-08-20
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation2010
- Author(s)
  Goto, M., Kijima, M., Suzuki, T.
- Organizer
  The Sixteenth Joint Seminar of Yonsei University and Hokkaido University
- Place of Presentation
  Yonsei University, Seoul, Korea 招待講演
- Year and Date
  2010-09-08
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Reneeotiation2010
- Author(s)
  Goto, M., Kijima, M., Suzuki, T.
- Organizer
  日本保険・年金リスク学会第8回研究発表大会
- Place of Presentation
  大手町サンケイプラザ
- Year and Date
  2010-10-02
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Game Russian Option with the Finite Maturity2010
- Author(s)
  Suzuki, A. and Sawaki, K.
- Organizer
  INFORMS Annual Meeting 2012
- Place of Presentation
  Phoenix Convention Center, Phoenix, Arizona, USA
- Year and Date
  2010-10-14
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Reneeotiation2010
- Author(s)
  後藤允・木島正明・鈴木輝好
- Organizer
  日本オペレーションズ・リサーチ学会2010年秋季研究発表会
- Place of Presentation
  コラッセ福島
- Year and Date
  2010-09-17
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Callable Russian options with the finite maturity2010
- Author(s)
  Suzuki, A., Sawaki, K.
- Organizer
  The 23rd European Conference on Operational Research
- Place of Presentation
  Lisbon, Portugal
- Year and Date
  2010-07-13
- Data Source
  KAKENHI-PROJECT-22710154
[Presentation] Callable Russian Options with the Finite Ma turity2010
- Author(s)
  Suzuki, A. and Sawaki, K.
- Organizer
  International Symposium on Operations Research & Its Applicati ons 2010
- Place of Presentation
  Chengdu, C hina.
- Year and Date
  2010-08-20
- Data Source
  KAKENHI-PROJECT-22710154
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation2010
- Author(s)
  後藤允・木島正明・鈴木輝好
- Organizer
  平成22年度数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都大学
- Year and Date
  2010-11-25
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Callable Russian Optionswith the Finite Maturity2010
- Author(s)
  Suzuki, A.
- Organizer
  The 23rd European Conference on Operational Research
- Place of Presentation
  Lisbon, Portugal
- Year and Date
  2010-03-17
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Callable Russian Options with the Finite Maturity2010
- Author(s)
  Suzuki, A., Sawaki, K.
- Organizer
  International Symposium on Operations Research& Its Applications 2010
- Place of Presentation
  Tibet Hotel Chengdu Chengdu, China
- Year and Date
  2010-08-20
- Data Source
  KAKENHI-PROJECT-22710154
[Presentation] Callabl e Russian options with the finite m aturity2010
- Author(s)
  Suzuki, A. and Sawaki, K.
- Organizer
  The 23rd European Conferen ce on Operational Research
- Place of Presentation
  Lisbon, Portugal
- Year and Date
  2010-07-13
- Data Source
  KAKENHI-PROJECT-22710154
[Presentation] Double Exponential Jump Diffusion Processes and Its Application to Real Options2009
- Author(s)
  Suzuki, A., Sawaki, K.
- Organizer
  The 8th International Symposium on Operations Research and Its Applications
- Place of Presentation
  Zhangjiajie, China
- Year and Date
  2009-09-22
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Double Exponential Jump Diffusion Processes and Its Application to Real Options2009
- Author(s)
  Suzuki, A., Sawaki, K.
- Organizer
  The 8th International Symposium on Operations Research and Its Applications
- Place of Presentation
  Zhangjiajie, China
- Year and Date
  2009-09-22
- Data Source
  KAKENHI-PROJECT-20810038
[Presentation] The Valuation of Callable Financial Commodities with Two Stopping Boundaries2008
- Author(s)
  Sawaki, K., Suzuki, A. and Yagi, K.
- Organizer
  2008 Daiwa International Workshop on Financial Engineering
- Place of Presentation
  大手町サンケイプラザ
- Year and Date
  2008-08-04
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] The Valuation of Callable Financial Commodities with Two Stopping Boundaries, The Valuation of Callable Financial Commodities with Two Stopping Boundaries2008
- Author(s)
  Sawaki, K., Suzuki, A., Yagi, K.
- Organizer
  2008 Daiwa International Workshop on Financial Engineering
- Place of Presentation
  大手町サンケイプラザ
- Year and Date
  2008-08-04
- Data Source
  KAKENHI-PROJECT-20810038
[Presentation] Callable Russian Options for Double Exponential Jump Diffusion Processes2008
- Author(s)
  Suzuki, A., Sawaki, K.
- Organizer
  Bachelier Finance Society 5^<th> World Congress
- Place of Presentation
  Imperial College, UK
- Year and Date
  2008-07-16
- Data Source
  KAKENHI-PROJECT-20810038
[Presentation] Callable Russian Options for Double Exponential Jump Diffusion Processes2008
- Author(s)
  Suzuki, A. and Sawaki, K.
- Organizer
  Bachelier Finance Society 5^<th> World Congress
- Place of Presentation
  Imperial College, UK
- Year and Date
  2008-07-17
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] The Valuation of Callable-Putable Contingent Claims with Some Applications into Structured Commodities2008
- Author(s)
  Sawaki, K., Suzuki, A., Yagi, K.
- Organizer
  Asian FA-NFA 2008
- Place of Presentation
  パシフィコ横浜会議センター
- Year and Date
  2008-07-07
- Data Source
  KAKENHI-PROJECT-20810038
[Presentation] The Valuation of Callable Financial Commodities with Two Stopping Boundaries2008
- Author(s)
  Sawaki, K., Suzuki, A. and Yagi, K.
- Organizer
  The 7th International Symposium on Operations Research and Its Applications
- Place of Presentation
  Lijiang Yunnan, China
- Year and Date
  2008-10-31
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] The Valuation of Callable Financial Commodities with Two Stopping Boundaries2008
- Author(s)
  Sawaki, K., Suzuki, A., Yagi, K.
- Organizer
  The 7th International Symposium on Operations Research and Its Applications
- Place of Presentation
  Lijiang, China
- Year and Date
  2008-10-31
- Data Source
  KAKENHI-PROJECT-20810038
[Presentation] The Valuation of Callable-Putable Contingent Claims with Some Applications into Structured Commodities2008
- Author(s)
  Sawaki, K., Suzuki, A. and Yagi, K.
- Organizer
  Asian FA-NFA 2008
- Place of Presentation
  パシフィコ横浜会議センター
- Year and Date
  2008-07-07
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] The Valuation of Callable Financial Commodities with Two Stopping Boundaries2008
- Author(s)
  Sawaki, K., Suzuki, A., Yagi, K.
- Organizer
  The 7th International Symposium on Operations Research and Its Applications
- Place of Presentation
  Lijiang Yunnan, China
- Year and Date
  2008-10-31
- Data Source
  KAKENHI-PROJECT-20810038
[Presentation] The Valuation of Callable Financial Commodities with Two Stopping Boundaries2008
- Author(s)
  Sawaki, K., Suzuki, A., Yagi, K.
- Organizer
  2008 Daiwa International Workshop on Financial Engineering
- Place of Presentation
  大手町サンケイプラザ
- Year and Date
  2008-08-04
- Data Source
  KAKENHI-PROJECT-20810038
[Presentation] The Optimal Capital Structure and Endogenous Bankruptcy for a Fixed Term Debt Issued at Par2008
- Author(s)
  Suzuki, T.
- Organizer
  International Workshop on Applied Probability
- Place of Presentation
  Compiegne, France
- Year and Date
  2008-07-08
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] A Logit Model of Brand Choice and Purchase Incidence : A Real Options Approach2008
- Author(s)
  Suzuki, H., Goto, M. and Ohno, T.
- Organizer
  The 12th Annual International Real Options Conference
- Place of Presentation
  Pestana Rio Atlantica Hotel
- Year and Date
  2008-07-11
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Insurance Coverage of a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2008
- Author(s)
  Suzuki, T.
- Organizer
  The 38^<th> ASTIN Colloquium
- Place of Presentation
  Manchester, UK
- Year and Date
  2008-07-16
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Game Russian option with the finite maturity
- Author(s)
  鈴木淳生
- Organizer
  数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都大学数理解析研究所
- Data Source
  KAKENHI-PROJECT-22710154
[Presentation] Game Russian option with the finite maturity
- Author(s)
  Suzuki, A.
- Organizer
  INFORMS Annual Meeting 2012
- Place of Presentation
  Phoenix Convention Center Phoenix, AZ , USA
- Data Source
  KAKENHI-PROJECT-22710154
[Presentation] Game Russian Option with the Finite Maturity
- Author(s)
  鈴木淳生，澤木勝茂
- Organizer
  平成24年度数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都大学
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Life Insurance Coverage and Annuities with Borrowing and a Leverage Constraint
- Author(s)
  Suzuki, T.
- Organizer
  25th European Conference on Operational Research
- Place of Presentation
  Radisson Blu Hotel Lietuva, Vilnius, Lithuania
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 金融システミックリスクの評価手法
- Author(s)
  鈴木輝好
- Organizer
  日本オペレーションズ・リサーチ学会第49回「評価のOR」研究部会
- Place of Presentation
  北海道大学
- Invited
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 債務の持合いとシステミックリスクの評価
- Author(s)
  鈴木輝好
- Organizer
  南山横国ファイナンスワークショップ
- Place of Presentation
  南山大学
- Invited
- Data Source
  KAKENHI-PROJECT-20241037

1. KIMURA Toshikazu (50143649)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
2. SAWAKI Katsushige (80065482)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. INOUE Akihiko (50168431)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. SUZUKI Teruyoshi (90360891)

# of Collaborated Projects: 1 results

# of Collaborated Products: 46 results
5. TSUJIMURA Motoo (40335328)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. TAKASHIMA Ryuta (50401138)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. YAGI Kyoko (80451847)

# of Collaborated Projects: 1 results

# of Collaborated Products: 4 results
8. GOTO Makoto (30434286)

# of Collaborated Projects: 1 results

# of Collaborated Products: 8 results
9. NAKANO Yumiharu (00452409)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. 沢木勝茂

# of Collaborated Projects: 0 results

# of Collaborated Products: 20 results

SUZUKI ATSUO 鈴木 淳生

SUZUKI Atsuo 鈴木 淳生

鈴木 敦生 スズキ アツオ

Research Projects

Research Products

Co-Researchers

Research on the valuation of derivatives for jump diffusion processesPrincipal Investigator

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Exploring Decision Support Models in OR-oriented Finance

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Research on the valuation model of derivatives for construction of stable societyPrincipal Investigator

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[Book] ファイナンス理論入門:金融工学へのプロローグ2012

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[Book] コーポレート・ファイナンス2011

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[Book] コーポレート・ファイナンス2011

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[Book] ファイナンス理論入門:金融工学へのプロローグ2011

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[Book] コーポレート・ファイナンス

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[Journal Article] Game Russian Option with the Finite Maturity2012

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[Journal Article] Game Russian option with the finite maturity2012

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[Journal Article] StochasticCash Management Problem with Doubl e Exponential Jump Diffusion Processes2011

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[Journal Article] Stochastic Cash Management Problem with Double Exponential Jump Diffusion Processes2011

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[Journal Article] Stochastic Cash Management Problem with Double Exponential Jump Diffusion Processes2011

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[Journal Article] The Valuation of Russian Options for Double Exponential Jump Diffusion Processes2010

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[Journal Article] The Valu ation of Russian Options for DoubleExponential Jump Diffusion Process es2010

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[Journal Article] 南山大学のOR(3)南山大学でのORソフトウェアの利用2010

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SUZUKI ATSUO 鈴木淳生

SUZUKI Atsuo 鈴木淳生

鈴木敦生スズキアツオ