Yagi Kyoko 八木恭子

… Alternative Names

YAGI Kyoko 八木恭子

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Researcher Number	80451847
Other IDs
Affiliation (Current)	2025: 東京都立大学, 経営学研究科, 准教授
Affiliation (based on the past Project Information) *help	2020 – 2024: 東京都立大学, 経営学研究科, 准教授 2018 – 2019: 首都大学東京, 経営学研究科, 准教授 2015 – 2017: 首都大学東京, 社会科学研究科, 准教授 2015: 首都大学東京, 社会(科)学研究科, 准教授 2010 – 2014: 秋田県立大学, システム科学技術学部, 助教 2008: The University of Tokyo, 大学院・経済学研究科, 特任研究員 2007: The University of Tokyo, 大学院・経済学研究科, リサーチフェロー
Review Section/Research Field	Principal Investigator Social systems engineering/Safety system / Basic Section 07060:Money and finance-related / Social systems engineering/Safety system / Money/ Finance Except Principal Investigator Basic Section 25010:Social systems engineering-related / Social systems engineering/Safety system / Public finance/Monetary economics / Social systems engineering/Safety system
Keywords	Principal Investigator リアルオプション / 金融工学 / 資金調達 / 企業買収 / 資本構成 / ストックオプション / 最適戦略 / 経営者報酬 / モデル化 / 最適投資 … More / アーンアウト条項 / 企業価値 / シナジー効果 / 企業合併 / 参入・撤退 / デフォルト / クレジットデフォルトスワップ / 計算アルゴリズム / 交換オプション / 買収プレミアム / 企業ファイナンス / M&A / 敵対的買収 / 友好的合併 / Exchange Offer / 感染症モデル / 最適停止 / 確率制御問題 / 最適停止問題 / ロックダウン / 確率的SIRモデル / 株式公開買付け / コーポレートファイナンス / 戦略的延滞債務 / 債券の優先劣後構造 / 投資分析 / 転換社債 / 最適政策 / 金融派生商品 … More Except Principal Investigator ファイナンス / システミックリスク / リスク管理 / 金融リスク管理 / オペレーションズ・リサーチ / 金融リスク / 金融工学 / 数理ファイナンス / 金融システム / 再保険 / 保険 / 企業合併 / 農業 / 在庫管理 / 数理モデル / 供給リスク / 企業間提携 / サプライチェーン / リアル・オプション / スポット市場 / 確率解析 / 最適償還政策 / 最適停止 / 経営財務 / 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 / OR Less

Research on the stabilization of financial systems
- Principal Investigator
  
  鈴木輝好
- Project Period (FY)
  2023 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 25010:Social systems engineering-related
- Research Institution
  Hokkaido University
アーンアウト条項と資金調達を考慮した企業買収の評価モデルの構築と分析Principal Investigator
- Principal Investigator
  
  八木恭子
- Project Period (FY)
  2022 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Tokyo Metropolitan University
Research on Risk Management of Reinsurance Network and Relief Problem of Insurance System
- Principal Investigator
  
  Suzuki Teruyoshi
- Project Period (FY)
  2018 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 25010:Social systems engineering-related
- Research Institution
  Hokkaido University
2-dimensional n-person real options problem and its calculation algorithmPrincipal Investigator
- Principal Investigator
  
  Yagi Kyoko
- Project Period (FY)
  2016 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Tokyo Metropolitan University
Develop a new contract policy to reduce supply risk using mathematical model
- Principal Investigator
  
  Shimazaki Masahito
- Project Period (FY)
  2015 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Akita Prefectural University
Studies on the financial risk management and the public fund distribution under systemic risks
- Principal Investigator
  
  SUZUKI Teruyoshi
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Hokkaido University
An investment decision model about managerial compensation and capital structurePrincipal Investigator
- Principal Investigator
  
  Yagi Kyoko
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Money/ Finance
- Research Institution
  Tokyo Metropolitan University
  Akita Prefectural University
Studies on the investment decisions with convertible debt financingPrincipal Investigator
- Principal Investigator
  
  YAGI Kyoko
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Akita Prefectural 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
Studies on the Valuation of Financial Assets and its applications
- Principal Investigator
  
  SAWAKI Katsushige
- Project Period (FY)
  2008 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Nanzan University
Studies on the valuation model of new financial derivatives and itsapplicationsPrincipal Investigator
- Principal Investigator
  
  YAGI Kyoko
- Project Period (FY)
  2007 – 2008
- Research Category
  
  Grant-in-Aid for Young Scientists (Start-up)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  The University of Tokyo

[Book] 証券投資理論2018
- Author(s)
  八木恭子、澤木勝茂
- Total Pages
  212
- Publisher
  ミネルヴァ書房
- Data Source
  KAKENHI-PROJECT-15K01194
[Book] 証券投資理論2018
- Author(s)
  八木恭子・澤木勝茂
- Total Pages
  212
- Publisher
  ミネルヴァ書房
- Data Source
  KAKENHI-PROJECT-18H01652
[Book] 証券投資理論2018
- Author(s)
  八木　恭子、澤木　勝茂
- Total Pages
  212
- Publisher
  ミネルヴァ書房
- ISBN
  9784623083558
- Data Source
  KAKENHI-PROJECT-16K01248
[Book] Real Options Analysis (Ch.4 Construction, Decommissioning, and Replacement of Nuclear Power Plants under Uncertainty)2011
- Author(s)
  Takashima, R., Yagi, K.
- Publisher
  Nova Science Publishers
- Data Source
  KAKENHI-PROJECT-20241037
[Book] Real Options Analysis (Ch.3 Flexibility in Sequential Investment and Catastrophic Risk)2011
- Author(s)
  Takashima, R., Yagi, K.
- Publisher
  Nova Science Publishers
- Data Source
  KAKENHI-PROJECT-22710135
[Journal Article] Optimal Lockdown Decisions of the Stochastic SIR Model with the Allocation Medical Resources2023
- Author(s)
  Kyoko Yagi, Kimitoshi Sato and Kastushige Sawaki
- Journal Title
  
  京都大学数理解析研究所講究録
  
  Volume: 2272 Pages: 46-62
- Open Access
- Data Source
  KAKENHI-PROJECT-23K26326
[Journal Article] Optimal Lockdown Decisions of the Stochastic SIR Model with the Allocation Medical Resources2023
- Author(s)
  Kyoko Yagi, Kimitoshi Sato, Kastushige Sawaki
- Journal Title
  
  京都大学数理解析研究所講究録
  
  Volume: 2272 Pages: 46-62
- Data Source
  KAKENHI-PROJECT-22K01577
[Journal Article] 感染症の確率的SIRモデルによるロックダウンの発出・解除に関する最適停止問題について2023
- Author(s)
  佐藤公俊・八木恭子・澤木勝茂
- Journal Title
  
  リアルオプション研究
  
  Volume: 15 Pages: 1-16
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K26326
[Journal Article] Optimal Lockdown Decisions of the Stochastic SIR Model with the Allocation Medical Resources2023
- Author(s)
  Kyoko Yagi, Kimitoshi Sato, Kastushige Sawaki
- Journal Title
  
  京都大学数理解析研究所講究録
  
  Volume: 2272 Pages: 46-62
- Data Source
  KAKENHI-PROJECT-16K01248
[Journal Article] Optimal Lockdown Policies in a Stochastic SIR Model2023
- Author(s)
  佐藤公俊, 八木恭子, 澤木勝茂
- Journal Title
  
  Journal of Real Options and Strategy
  
  Volume: 15 Issue: 0 Pages: 1-16
- DOI
  10.12949/realopn.15.1
- ISSN
  1881-5774, 1884-1635
- Language
  Japanese
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-22K01577, KAKENHI-PROJECT-23K04279, KAKENHI-PROJECT-16K01248
[Journal Article] A Stochastic Inventory Model for a Random Yield Supply Chain with Wholesale-Price and Shortage Penalty Contracts2018
- Author(s)
  Sato Kimitoshi、Yagi Kyoko、Shimazaki Masahito
- Journal Title
  
  Asia-Pacific Journal of Operational Research
  
  Volume: 35 Issue: 06 Pages: 1850040-1850040
- DOI
  10.1142/s0217595918500409
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16K01248, KAKENHI-PROJECT-17K12985, KAKENHI-PROJECT-17H02042, KAKENHI-PROJECT-18H01652, KAKENHI-PROJECT-15K01194
[Journal Article] Endogenous Default Model with Firms’ Cross-holdings of Debts and Equities2017
- Author(s)
  Teruyoshi Suzuki, Jianming Shi and Kyoko Yagi,
- Journal Title
  
  北海道大学ディスカッションペーパー
  
  Volume: 314 Pages: 1-17
- Data Source
  KAKENHI-PROJECT-15H02965
[Journal Article] Investment under Regime Uncertainty: Impact of Competition and Preemption2016
- Author(s)
  Nishide,K., Yagi,K.
- Journal Title
  
  International Journal of Industrial Organization
  
  Volume: 45 Pages: 47-58
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K01194
[Journal Article] Investment under Regime Uncertainty: Impact of Competition and Preemption2016
- Author(s)
  Nishide,K., Yagi,K.
- Journal Title
  
  International Journal of Industrial Organization
  
  Volume: 45 Pages: 47-58
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25870579
[Journal Article] Investment under Regime Uncertainty: Impact of Competition and Preemption2016
- Author(s)
  Nishide,K., Yagi,K.
- Journal Title
  
  International Journal of Industrial Organization
  
  Volume: 45 Pages: 47-58
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15H02965
[Journal Article] Do executive stock options affect corporate financing decisions?2015
- Author(s)
  Kyoko Yagi and Ryuta Takashima
- Journal Title
  
  確率モデルシンポジウム報文集
  
  Volume: 1 Pages: 236-243
- Data Source
  KAKENHI-PROJECT-25870579
[Journal Article] Analysis on the Optimal Default Boundaries where Firm's Cross-ownership of Debts and Equities is Present2015
- Author(s)
  Teruyoshi Suzuki and Kyoko Yagi
- Journal Title
  
  京都大学数理解析研究所講究録
  
  Volume: 1933 Pages: 22-31
- Data Source
  KAKENHI-PROJECT-25870579
[Journal Article] Investment Decisions and Debt Priority Structure : Straight Debt and Convertible Debt2014
- Author(s)
  Kyoko Yagi and Ryuta Takashima
- Journal Title
  
  京都大学数理解析研究所講究録
  
  Volume: 1886 Pages: 131-145
- Data Source
  KAKENHI-PROJECT-25870579
[Journal Article] Project Financing for Investments in Energy Technologies2014
- Author(s)
  Ryuta Takashima and Kyoko Yagi
- Journal Title
  
  京都大学数理解析研究所講究録
  
  Volume: 1886 Pages: 165-180
- Data Source
  KAKENHI-PROJECT-25870579
[Journal Article] Competition and the Bad News Principle in a Real Options Framework2014
- Author(s)
  西出勝正・八木恭子
- Journal Title
  
  日本リアルオプション学会機関誌「リアルオプションと戦略」
  
  Volume: 5 Pages: 10-13
- Data Source
  KAKENHI-PROJECT-25870579
[Journal Article] The Valuation of Callable Moving Strike Convertible Bonds2013
- Author(s)
  Kyoko Yagi and Katsushige Sawaki
- Journal Title
  
  Journal of Japan Society of Business Mathematics
  
  Volume: 34 Pages: 19-32
- NAID
  40019994219
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25870579
[Journal Article] The Impact of Convertible Debt Financing on Investment Timing2012
- Author(s)
  Yagi, K. and Takashima, R.
- Journal Title
  
  Economic Modelling
  
  Volume: 29 Issue: 6 Pages: 2407-2416
- DOI
  10.1016/j.econmod.2012.06.032
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] The Effect of Executive Stock Option Grants on Financing Decisions2012
- Author(s)
  Yagi, K. and Takashima, R.
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1818 Pages: 68-76
- Data Source
  KAKENHI-PROJECT-22710135
[Journal Article] The Effect of Executive Stock Option Grants on Financing Decisions2012
- Author(s)
  Kyoko Yagi and Ryuta Takahsima
- Journal Title
  
  京都大学数理解析研究所講究録
  
  Volume: 1818 Pages: 68-76
- Data Source
  KAKENHI-PROJECT-22710135
[Journal Article] The Impact of Convertible Debt Financing on Investment Timing2012
- Author(s)
  Kyoko Yagi and Ryuta Takashima
- Journal Title
  
  Economic Modelling
  
  Volume: 29 Pages: 2407-2416
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22710135
[Journal Article] The Effect of Executive Stock Option Grants on Financing Decisions2012
- Author(s)
  Yagi, K. and Takashima, R.
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1818 Pages: 68-76
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] The Impact of Callable Convertible Debt Financing on Investment Timing2011
- Author(s)
  Yagi, K., Takashima, R.
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1736 Pages: 161-175
- Data Source
  KAKENHI-PROJECT-22710135
[Journal Article] Convertible Subordinated Debt Financing and Optimal Investment Timing2011
- Author(s)
  Yagi, K., Takashima, R.
- Journal Title
  
  Proceedings of 2011 Asian Conference of Management Science & Applications
  
  Pages: 1507-1514
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22710135
[Journal Article] he Impact of Callable Convertible Debt Financing on Investment Timing2011
- Author(s)
  Kyoko Yagi and Ryuta Takahsima
- Journal Title
  
  京都大学数理解析研究所講究録
  
  Volume: 1736 Pages: 161-175
- Data Source
  KAKENHI-PROJECT-22710135
[Journal Article] The Impact of Callable Convertible Debt Financing on Investment Timing2011
- Author(s)
  Yagi, K., Takashima, R.
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1736 Pages: 161-175
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Convertible Subordinated Debt Financing and Optimal Investment Timing2011
- Author(s)
  Kyoko Yagi and Ryuta Takashima
- Journal Title
  
  Proceedings of 2011 Asian Conference of Management Science & Applications
  
  Pages: 1507-1514
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22710135
[Journal Article] The Valuation of Callable-Puttable Reverse Convertible Bonds2010
- Author(s)
  Kyoko Yagi and Katsushige Sawaki
- Journal Title
  
  Asia-Pacific Journal of Operational Research
  
  Volume: 27 Pages: 1-21
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22710135
[Journal Article] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite Maturities2010
- Author(s)
  Yagi, K., Takashima, R., Takamori, H.
- Journal Title
  
  Lecture Notes in Operations Research
  
  Volume: 12 Pages: 288-295
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Convertible Subordinated Debt Financing and Optimal Investment Timing2010
- Author(s)
  Yagi, K., Takashima, R.
- Journal Title
  
  数理解析研究所講究録 1675
  
  Pages: 74-86
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] The Pricing and Optimal Strategies of Callable Warrants2010
- Author(s)
  Kyoko Yagi and Katsushige Sawaki
- Journal Title
  
  European Journal of Operational Research
  
  Volume: 206 Pages: 123-130
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22710135
[Journal Article] Government Guarantees and Risk Sharing in Public-Private Partnerships2010
- Author(s)
  Takashima, R., Yagi, K., Takamori, H.
- Journal Title
  
  Review of Financial Economics
  
  Volume: 19 Pages: 78-83
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22710135
[Journal Article] The Pricing and Optimal Strategies of Callable Warrants2010
- Author(s)
  Kyoko Yagi, Katsushige Sawaki
- Journal Title
  
  European Journal of Operational Research
  
  Volume: Vol.206 Pages: 123-130
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20330068
[Journal Article] The Pricing and Optimal Strategies of Callable Warrants2010
- Author(s)
  Katsushige Sawaki, Kyoko Yagi
- Journal Title
  
  European Journal of Operational Research Vol.206
  
  Pages: 123-130
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20330068
[Journal Article] The Pricing and Optimal Strategies of Callable Warrants2010
- Author(s)
  Yagi, K., Sawaki, K.
- Journal Title
  
  European Journal of Operational Research 206
  
  Pages: 123-130
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] The Pricing and Optimal Strategies of Callable Warrants2010
- Author(s)
  Yagi, K., Sawaki, K.
- Journal Title
  
  European Journal of Operational Research
  
  Volume: 206 Pages: 123-130
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20330068
[Journal Article] PFI事業におけるリスクとリターンの分担2010
- Author(s)
  高森寛・高嶋隆太・八木恭子
- Journal Title
  
  数理解析研究所講究録 1675
  
  Pages: 60-73
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] 転換社債による資金調達と最適投資2010
- Author(s)
  八木恭子・高嶋隆太
- Journal Title
  
  MTEC ジャーナル
  
  Pages: 3-20
- NAID
  40017666039
- Data Source
  KAKENHI-PROJECT-22710135
[Journal Article] Government Guarantees and Risk Sharing in Public-Private Partnership2010
- Author(s)
  Ryuta Takashima, Kyoko Yagi and Hiroshi Takamori
- Journal Title
  
  Review of Financial Economics
  
  Volume: 19 Pages: 78-83
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22710135
[Journal Article] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite Maturities2010
- Author(s)
  Kyoko Yagi, Ryuta Takashima and Katsushige Sawaki
- Journal Title
  
  Lecture Notes in Operations Research
  
  Volume: 12 Pages: 288-295
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22710135
[Journal Article] 転換社債による資金調達と最適投資2010
- Author(s)
  八木恭子・高嶋隆太
- Journal Title
  
  MTECジャーナル
  
  Volume: 22 Pages: 3-20
- NAID
  40017666039
- Data Source
  KAKENHI-PROJECT-22710135
[Journal Article] 公民連携-PPP-事業のリスク保証とインフラ投資2010
- Author(s)
  高森寛・高嶋隆太・八木恭子
- Journal Title
  
  オペレーションズ・リサーチ
  
  Volume: 55 Pages: 353-358
- NAID
  110007619631
- Data Source
  KAKENHI-PROJECT-22710135
[Journal Article] 公民連携-PPP-事業のリスク保証とインフラ投資2010
- Author(s)
  高森寛・高嶋隆太・八木恭子
- Journal Title
  
  オペレーションズ・リサーチ
  
  Volume: 55 Pages: 353-358
- NAID
  110007619631
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] The Pricing and Optimal Strategies of Callable Warrants2010
- Author(s)
  Yagi, K. and Sawaki, K.
- Journal Title
  
  European Journal of Operational Research
  
  Volume: 206 Issue: 1 Pages: 123-130
- DOI
  10.1016/j.ejor.2010.02.002
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] The Valuation of Callable-Puttable Reverse Convertible Bonds2010
- Author(s)
  Yagi, K., Sawaki, K.
- Journal Title
  
  Asia-Pacific Journal of Operational Research
  
  Volume: 27 Pages: 189-209
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20330068
[Journal Article] 転換社債による資金調達と最適投資2010
- Author(s)
  八木恭子・高嶋隆太
- Journal Title
  
  MTECジャーナル
  
  Volume: 22 Pages: 3-20
- NAID
  40017666039
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] The Valuation of Callable-Puttable Reverse Convertible Bonds2010
- Author(s)
  Yagi, K. and Sawaki, K.
- Journal Title
  
  Asia-Pacific Journal of Operational Research
  
  Volume: 27 Issue: 02 Pages: 189-209
- DOI
  10.1142/s0217595910002636
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Government Guarantees and Risk Sharing in Public-Private Partnerships2010
- Author(s)
  Takashima, R., Yagi, K. and Takamori, H.
- Journal Title
  
  Review of Financial Economics
  
  Volume: 19 Issue: 2 Pages: 78-83
- DOI
  10.1016/j.rfe.2009.10.001
- Peer Reviewed
- 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]2009
- Author(s)
  八木恭子
- Journal Title
  
  金融工学ハンドブック(第7章分担訳)(朝倉書店)
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] The Valuation of Callable Financial Commodities with Two Stopping Boundaries2009
- Author(s)
  Atsuo Suzuki, Kyoko Yagi, Katsushige Sawaki
- Journal Title
  
  RECENT ADVANCES IN FINANCIAL ENGINEERING
  
  Pages: 189-200
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20330068
[Journal Article] TheValuation of Callable Currency LinkedBonds2008
- Author(s)
  Kyoko Yagi and Katsushige Sawaki
- Journal Title
  
  京都大学数理解析研究所講究録 1580
  
  Pages: 49-57
- Data Source
  KAKENHI-PROJECT-19810002
[Journal Article] The Valuation of Callable Currency Linked Bonds2008
- Author(s)
  Yagi, K. and K. Sawaki
- Journal Title
  
  RIMS Kokyuroku 1580
  
  Pages: 49-57
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] コモディティ市場におけるファクターの特徴とファクター間の関係性2024
- Author(s)
  西崎薫・内山朋規・八木恭子
- Organizer
  JAFEE2023冬季大会
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] コモディティ市場におけるファクターの特徴とファクター間の関係性2024
- Author(s)
  西崎薫・内山朋規・八木恭子
- Organizer
  JAFEE2023冬季大会
- Data Source
  KAKENHI-PROJECT-23K26326
[Presentation] コモディティ市場におけるファクターの特徴とファクター間の関係性2024
- Author(s)
  西崎薫・内山朋規・八木恭子
- Organizer
  JAFEE2023冬季大会
- Data Source
  KAKENHI-PROJECT-22K01577
[Presentation] Optimal Lockdown Decisions of the Stochastic SIR Model Controlling Medical Resources2023
- Author(s)
  八木恭子・佐藤公俊・澤木勝茂
- Organizer
  2023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」
- Data Source
  KAKENHI-PROJECT-23K26326
[Presentation] Optimal Lockdown Decisions of the Stochastic SIR Model Controlling Medical Resources2023
- Author(s)
  八木恭子・佐藤公俊・澤木勝茂
- Organizer
  2023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」
- Data Source
  KAKENHI-PROJECT-22K01577
[Presentation] Optimal Lockdown Decisions of the Stochastic SIR Model Controlling Medical Resources2023
- Author(s)
  八木恭子・佐藤公俊・澤木勝茂
- Organizer
  2023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」
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] 確率的SIRモデルによるロックダウンの最適停止問題2022
- Author(s)
  佐藤公俊・八木恭子・澤木勝茂
- Organizer
  日本経営工学会2022年春季大会
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] 感染症の SIR モデルにおけるロックダウンの最適停止問題について2021
- Author(s)
  佐藤公俊・八木恭子・澤木勝茂
- Organizer
  日本リアルオプション学会 2021 年研究発表大会
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] The Dynamics of Takeovers through Exchange Offers2020
- Author(s)
  鈴木輝好・八木恭子
- Organizer
  2020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」
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] シナジー効果とリスク分散を考慮したリアルオプション手法による合併・買収の評価モデルについて2019
- Author(s)
  澤木勝茂，佐藤公俊，八木恭子
- Organizer
  日本オペレーションズ・リサーチ学会2019年春季研究発表会
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] Optimal Timing and Terms of Mergers and Acquisitions Based on a Real Options Approach2018
- Author(s)
  Katsushige Sawaki, Kyoko Yagi, Kimitoshi Sato
- Organizer
  2018 INFORMS International Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2018
- Author(s)
  西出勝正、鈴木輝好、八木恭子
- Organizer
  日本オペレーションズ・リサーチ学会2018年秋季研究発表会
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] The Dynamics of Exchange Offer2018
- Author(s)
  八木恭子
- Organizer
  日本ファイナンス学会第26回大会
- Data Source
  KAKENHI-PROJECT-18H01652
[Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2018
- Author(s)
  八木恭子
- Organizer
  日本オペレーションズ・リサーチ学会2018年秋季研究発表会
- Data Source
  KAKENHI-PROJECT-18H01652
[Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2018
- Author(s)
  西出勝正，鈴木輝好，八木恭子
- Organizer
  日本オペレーションズ・リサーチ学会2018年秋季研究発表会
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] The Dynamics of Exchange Offer2018
- Author(s)
  陳文君、鈴木輝好、八木恭子
- Organizer
  日本ファイナンス学会第26回大会
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] The Dynamics of Exchange Offer2018
- Author(s)
  陳文君，鈴木輝好，八木恭子
- Organizer
  日本ファイナンス学会第26回大会
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] シナジー効果とリスク分散を考慮したリアルオプション手法による合併・買収の評価モデルについて2018
- Author(s)
  澤木勝茂、佐藤公俊、八木恭子
- Organizer
  日本オペレーションズ・リサーチ学会2019年春季研究発表会
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] Optimal Timing and Terms of Mergers and Acquisitions Based on a Real Options Approach2018
- Author(s)
  Katsushige Sawaki、Kyoko Yagi、Kimitoshi Sato
- Organizer
  2018 INFORMS International Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] A Dynamic Model of Tender and Exchange Offer2017
- Author(s)
  Wenjun Chen, Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  Quantitative Methods in Finance 2017 Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] A Dynamic Model of Tender and Exchange Offer2017
- Author(s)
  Wenjun Chen, Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  Mathematics of Risk-Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] A Dynamic Model of Tender and Exchange Offer2017
- Author(s)
  Wenjun Chen, Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  Quantitative Methods in Finance 2017 Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] A Dynamic Model of Tender and Exchange Offer2017
- Author(s)
  Wenjun Chen, Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  Mathematics of Risk-Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017
- Author(s)
  西出勝正・鈴木輝好・八木恭子
- Organizer
  日本経済学会2017年度春季大会
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017
- Author(s)
  K. Nishide, T. Suzuki and K. Yagi
- Organizer
  Winter Workshop on Operations Research, Finance and Mathematics
- Place of Presentation
  定山渓ホテル(北海道札幌市)
- Year and Date
  2017-02-23
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017
- Author(s)
  Katsumasa Nishide, Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  Winter Workshop on Operations Research, Finance and Mathematics, 2017
- Place of Presentation
  定山渓ビューホテル（北海道札幌市）
- Year and Date
  2017-02-23
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] A Dynamic Model of Tender and Exchange Offer2017
- Author(s)
  Kyoko Yagi
- Organizer
  Quantitative Methods in Finance 2017 Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017
- Author(s)
  西出勝正, 鈴木輝好, 八木恭子
- Organizer
  日本経済学会2017年度春季大会
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017
- Author(s)
  Katsumasa Nishide, Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  Mathematics of Risk-Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017
- Author(s)
  Katsumasa Nishide, Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  Winter Workshop on Operations Research, Finance and Mathematics, 2017
- Place of Presentation
  定山渓ビューホテル（北海道札幌市）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] A Dynamic Model of Tender and Exchange Offer2017
- Author(s)
  Kyoko Yagi
- Organizer
  Mathematics of Risk-Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017
- Author(s)
  Katsumasa Nishide, Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  Mathematics of Risk-Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross-holdings of Debts2016
- Author(s)
  Yagi, K.
- Organizer
  4th Asian Quantitative Finance Conference
- Place of Presentation
  Osaka
- Year and Date
  2016-02-23
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross-holdings of Debts2016
- Author(s)
  Yagi, K．
- Organizer
  Winter Workshop on Operations Research, Finance and Mathematics, 2016
- Place of Presentation
  北海道サホロリゾートホテル（北海道新得町）
- Year and Date
  2016-02-18
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross-holdings of Debts2016
- Author(s)
  Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  Quantitative Methods in Finance 2016 Conference
- Place of Presentation
  Sydney (Australia)
- Year and Date
  2016-12-14
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross-holdings of Debts2016
- Author(s)
  Yagi, K.
- Organizer
  Winter Workshop on Operations Research, Finance and Mathematics
- Place of Presentation
  Yubari Mt. Racey, Hokkaido, Japan
- Year and Date
  2016-02-17
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross-holdings of Debts2016
- Author(s)
  Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  INFORMS International 2016 Meeting
- Place of Presentation
  Hawaii (USA)
- Year and Date
  2016-06-13
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross- holdings of Debts2016
- Author(s)
  Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  INFORMS International 2016 Meeting
- Place of Presentation
  Hawaii (USA)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross-holdings of Debts2016
- Author(s)
  T. Suzuki and K. Yagi
- Organizer
  Quantitative Methods in Finance 2016 Conference
- Place of Presentation
  Sydney, Australia
- Year and Date
  2016-12-14
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross-holdings of Debts2016
- Author(s)
  Yagi, K．
- Organizer
  4th Asian Quantitative Finance Conference
- Place of Presentation
  大阪大学（大阪府大阪市）
- Year and Date
  2016-02-23
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Default Contagion and Systemic Risk in the Financial Markets with Credit Default Swap2016
- Author(s)
  K. Nishide, T. Suzuki and K. Yagi
- Organizer
  BACHELIER FINANCE SOCIETY 2016
- Place of Presentation
  New York, USA
- Year and Date
  2016-07-16
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross-holdings of Debts2016
- Author(s)
  Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  BACHELIER FINANCE SOCIETY 2016
- Place of Presentation
  New York (USA)
- Year and Date
  2016-07-19
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] Default Contagion and Systemic Risk in the Financial Markets with Credit Default Swap2016
- Author(s)
  Katsumasa Nishide, Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  BACHELIER FINANCE SOCIETY 2016
- Place of Presentation
  New York (USA)
- Year and Date
  2016-07-16
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01248
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross-holdings of Debts2016
- Author(s)
  T. Suzuki and K. Yagi
- Organizer
  INFORMS International 2016 Meeting
- Place of Presentation
  Hawaii, USA.
- Year and Date
  2016-06-13
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross- holdings of Debts2016
- Author(s)
  Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  Quantitative Methods in Finance 2016 Conference 4. 2016年12月14日
- Place of Presentation
  Sydney (Australia)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross- holdings of Debts2016
- Author(s)
  Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  BACHELIER FINANCE SOCIETY 2016
- Place of Presentation
  New York (USA)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Default Contagion and Systemic Risk in the Financial Markets with Credit Default Swap2016
- Author(s)
  Katsumasa Nishide, Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  BACHELIER FINANCE SOCIETY 2016
- Place of Presentation
  New York (USA)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross-holdings of Debts2016
- Author(s)
  Yagi, K.
- Organizer
  Winter Workshop on Operations Research, Finance and Mathematics, 2016
- Place of Presentation
  サホロリゾート（北海道・上川郡新得町）
- Year and Date
  2016-02-18
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross-holdings of Debts2016
- Author(s)
  Yagi, K.
- Organizer
  4th Asian Quantitative Finance Conference
- Place of Presentation
  大阪大学（大阪府・大阪市）
- Year and Date
  2016-02-23
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross-holdings of Debts2016
- Author(s)
  T. Suzuki and K. Yagi
- Organizer
  BACHELIER FINANCE SOCIETY 2016
- Place of Presentation
  New York , USA
- Year and Date
  2016-07-19
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] Endogenous Default Model with Firms' Cross- holdings of Debts and Equities2015
- Author(s)
  鈴木輝好, 八木恭子
- Organizer
  琉球ファイナンス研究会
- Place of Presentation
  石垣市民会館
- Year and Date
  2015-07-04
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] Debt negotiation with firms' cross-holdings of securities2015
- Author(s)
  Suzuki, T., Yagi, K.
- Organizer
  Advanced Methods in Mathematical Finance
- Place of Presentation
  Angers(France)
- Year and Date
  2015-09-02
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] Towards a Credit Valuation of the Counter Parties Issuing Credit Default Swaps with their Assets and Liabilities Structures2015
- Author(s)
  鈴木輝好, 八木恭子
- Organizer
  日本リアルオプション学会2015年研究発表大会
- Place of Presentation
  国際大学
- Year and Date
  2015-10-25
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] Endogenous Default Model with Firms' Cross-holdings of Debts and Equities2015
- Author(s)
  Suzuki, T., Yagi, K.
- Organizer
  Quantitative Methods in Finance 2015 Conference
- Place of Presentation
  Sydney(Australia)
- Year and Date
  2015-12-15
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] Endogenous Default Model with Firms' Cross-holdings of Debts and Equities2015
- Author(s)
  鈴木輝好・八木恭子
- Organizer
  琉球ファイナンス研究会
- Place of Presentation
  石垣市民会館（沖縄県・石垣市）
- Year and Date
  2015-07-04
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] Endogenous Default Model with Firms' Cross- holdings of Debts and Equities2015
- Author(s)
  Yagi, K.
- Organizer
  2015 CORS-INFORMS International Meeting,
- Place of Presentation
  Montreal, Canada
- Year and Date
  2015-06-17
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Endogenous Default Model with Firms' Cross-holdings of Debts and Equities2015
- Author(s)
  鈴木輝好・八木恭子
- Organizer
  日本ファイナンス学会第23回大会
- Place of Presentation
  東京大学（東京都・文京区）
- Year and Date
  2015-06-07
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] Towards a Credit Valuation of the Counter Parties Issuing Credit Default Swaps with their Assets and Liabilities Structures2015
- Author(s)
  鈴木輝好・八木恭子
- Organizer
  日本リアルオプション学会2015年研究発表大会
- Place of Presentation
  国際大学（新潟県・南魚沼市）
- Year and Date
  2015-10-25
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] Endogenous Default Model with Firms' Cross- holdings of Debts and Equities2015
- Author(s)
  Suzuki, T., Yagi, K.
- Organizer
  2015 CORS-INFORMS International Meeting
- Place of Presentation
  Montreal, Canada
- Year and Date
  2015-06-17
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] Endogenous Default Model with Firms' Cross-holdings of Debts and Equities2015
- Author(s)
  Yagi, K.
- Organizer
  Stochastic Methods in Finance, Insurance and Statistics
- Place of Presentation
  Shoal Bay(Australia)
- Year and Date
  2015-12-11
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] Endogenous Default Model with Firms' Cross- holdings of Debts and Equities2015
- Author(s)
  鈴木輝好, 八木恭子
- Organizer
  日本ファイナンス学会第23回大会
- Place of Presentation
  東京大学
- Year and Date
  2015-06-07
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] Endogenous Default Model with Firms' Cross- holdings of Debts and Equities2015
- Author(s)
  Suzuki, T., Yagi, K.
- Organizer
  Quantitative Methods in Finance 2015 Conference
- Place of Presentation
  Sydney, Australia
- Year and Date
  2015-12-15
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] Endogenous Default Model with Firms' Cross-holdings of Debts and Equities2015
- Author(s)
  Yagi, K.
- Organizer
  Stochastic Methods in Finance, Insurance and Statistics
- Place of Presentation
  Shoal Bay, Australia
- Year and Date
  2015-12-11
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Endogenous Default Model with Firms' Cross-holdings of Debts and Equities2015
- Author(s)
  Suzuki, T., Yagi, K.
- Organizer
  2015 CORS-INFORMS International Meeting
- Place of Presentation
  Montreal(Canada)
- Year and Date
  2015-06-17
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] Endogenous Default Model with Firms' Cross- holdings of Debts and Equities,2015
- Author(s)
  八木恭子
- Organizer
  琉球ファイナンス研究会
- Place of Presentation
  石垣市民会館（沖縄県石垣市）
- Year and Date
  2015-07-04
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Do executive stock options affect corporate financing decisions?2015
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  2014年度確率モデルシンポジウム
- Place of Presentation
  東北大学
- Year and Date
  2015-01-24
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] Endogenous Default Model with Firms' Cross-holdings of Debts and Equities2015
- Author(s)
  Yagi, K.
- Organizer
  Stochastic Methods in Finance, Insurance and Statistics
- Place of Presentation
  Shoal Bay, Australia
- Year and Date
  2015-12-11
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] Debt negotiation with firms' cross-holdings of securities2015
- Author(s)
  Suzuki, T., Yagi, K.
- Organizer
  Advanced Methods in Mathematical Finance
- Place of Presentation
  Angers, France
- Year and Date
  2015-09-02
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] DEAを用いた都道府県の魅力度評価2015
- Author(s)
  金田裕哉・八木恭子・木村寛
- Organizer
  日本経営工学会2015年度春季大会
- Place of Presentation
  首都大学東京（東京都・八王子市）
- Year and Date
  2015-05-17
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] DEAを用いた都道府県の魅力度評価2015
- Author(s)
  金田裕哉, 八木恭子, 木村寛
- Organizer
  日本経営工学会2015年度春季大会
- Place of Presentation
  首都大学東京
- Year and Date
  2015-05-17
- Data Source
  KAKENHI-PROJECT-15K01194
[Presentation] Endogenous Default Model with Firms' Cross- holdings of Debts and Equities2015
- Author(s)
  八木恭子
- Organizer
  日本ファイナンス学会第23回大会
- Place of Presentation
  東京大学（東京都）
- Year and Date
  2015-06-07
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Endogenous Default Model with Firms' Cross- holdings of Debts and Equities2015
- Author(s)
  Yagi, K.
- Organizer
  Quantitative Methods in Finance 2015 Conference
- Place of Presentation
  Sydney, Australia,
- Year and Date
  2015-12-15
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Analysis on the Optimal Default Boundaries where Firm's Cross-ownership of Debts and Equities is Present2014
- Author(s)
  鈴木輝好・八木恭子
- Organizer
  オペレーションズリサーチ学会北海道支部・サマースクール2014
- Place of Presentation
  斜里町公民館ゆめホール知床
- Year and Date
  2014-08-07
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] Investment decisions and debt priority structure: Straight debt and convertible debt2014
- Author(s)
  Kyoko Yagi and Ryuta Takashima
- Organizer
  INFORMS Annual Meeting 2014
- Place of Presentation
  San Francisco, USA
- Year and Date
  2014-11-12
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] Analysis on the Optimal Default Boundaries where Firm's Cross-ownership of Debts and Equities is Present2014
- Author(s)
  鈴木輝好・八木恭子
- Organizer
  平成26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
  2014-11-25
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] 送電網整備と風力発電事業に対する投資戦略2014
- Author(s)
  岸井貴大・八木恭子・木村寛
- Organizer
  日本リアルオプション学会2014年研究発表大会
- Place of Presentation
  東洋大学
- Year and Date
  2014-11-22
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] 供給の不確実性と協調型在庫管理モデル2014
- Author(s)
  佐藤公俊・八木恭子・嶋崎真仁
- Organizer
  日本オペレーションズ・リサーチ学会2014年秋季研究発表会
- Place of Presentation
  北海道科学大学
- Year and Date
  2014-08-28
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] シーズン成績から評価するプロ野球選手の金融価値2014
- Author(s)
  越野広大・八木恭子・木村寛
- Organizer
  2014年度「都市のOR」ワークショップ
- Place of Presentation
  南山大学
- Year and Date
  2014-12-14
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] 不確実環境下の協調型サプライチェーンにおける最適在庫政策について2014
- Author(s)
  佐藤公俊・八木恭子・嶋崎真仁
- Organizer
  日本設備管理学会平成26年度秋季発表大会
- Place of Presentation
  秋田県立大学
- Year and Date
  2014-11-11
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] オプションを用いたチケット販売モデルのプロ野球日本シリーズへの応用2014
- Author(s)
  中村俊晶・佐藤公俊・八木恭子・木村寛
- Organizer
  2014年度「都市のOR」ワークショップ
- Place of Presentation
  南山大学
- Year and Date
  2014-12-14
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] 経営者へのストックオプション付与と資本構成2012
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本オペレーションズ・リサーチ学会 2012 年秋季研究発表会
- Place of Presentation
  ウインクあいち
- Year and Date
  2012-09-13
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 研究開発事業における税額控除の効果2012
- Author(s)
  能登谷裕樹・八木恭子・相馬隆雄
- Organizer
  日本リアルオプション学会 2012 年研究発表大会
- Place of Presentation
  早稲田大学
- Year and Date
  2012-11-04
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] The Effects of Executive Stock Option Grants on Financing Decisions2012
- Author(s)
  八木恭子
- Organizer
  横浜国立大学・南山大学共同ファイナンスワークショップ
- Place of Presentation
  南山大学
- Year and Date
  2012-11-10
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 経営者へのストックオプション付与と資本構成2012
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  平成 24年度数理解析研究所/科学研究費補助金研究集会「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
  2012-09-19
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 経営者へのストックオプション付与と資本構成2012
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本リアルオプション学会 2012 年研究発表大会
- Place of Presentation
  早稲田大学
- Year and Date
  2012-11-04
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] The Effects of Executive Stock Option Grants on Financing Decisions2012
- Author(s)
  Kyoko Yagi and Ryuta Takashima
- Organizer
  2012 Asian Conference of Management Science & Applications (ACMSA2012)
- Place of Presentation
  Chengdu and Jiuzhaigou, China
- Year and Date
  2012-09-17
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 不確実性下における商業用店舗不動産の賃貸戦略に関する分析2012
- Author(s)
  岸井貴大・八木恭子・相馬隆雄
- Organizer
  2012 年度「都市のOR」ワークショップ
- Place of Presentation
  南山大学
- Year and Date
  2012-12-16
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] Competition and the Bad News Principle in a Real Options Framework2012
- Author(s)
  西出勝正・八木恭子
- Organizer
  日本リアルオプション学会 2012 年研究発表大会
- Place of Presentation
  早稲田大学
- Year and Date
  2012-11-04
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] The Effects of Executive Stock Option Grants on Financing Decisions2012
- Author(s)
  Yagi, K. and Takashima, R.
- Organizer
  INFORMS Annual Meeting 2012
- Place of Presentation
  Phoenix Convention Center, Phoenix, Arizona, USA
- Year and Date
  2012-10-17
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Competition and the Bad News Principle in a Real Options Framework2012
- Author(s)
  Katsumasa Nishide and Kyoko Yagi
- Organizer
  5th European Conference on Operational Research
- Place of Presentation
  Vilnius, Lithuania
- Year and Date
  2012-07-09
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] The Effects of Executive Stock Option Grants on Financing Decisions2012
- Author(s)
  Kyoko Yagi and Ryuta Takashima
- Organizer
  INFORMS Annual Meeting 2012
- Place of Presentation
  Phoenix, USA
- Year and Date
  2012-10-17
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 不確実性下における転換社債での資金調達による投資戦略について2012
- Author(s)
  八木恭子
- Organizer
  横浜国立大学経済学部平成 24 年度近経研究会
- Place of Presentation
  横浜国立大学
- Year and Date
  2012-07-23
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 不確実性下における転換社債での資金調達による投資戦略について2011
- Author(s)
  八木恭子
- Organizer
  福島大学共生システム理工学類産業システム工学専攻第7回研究交流会
- Place of Presentation
  福島ビューホテル
- Year and Date
  2011-03-05
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] Convertible Debt Financing and Managerial Compensation2011
- Author(s)
  Yagi, K., Takashima, R.
- Organizer
  INFORMS Annual Meeting 2011
- Place of Presentation
  Charlotte Convention Center, Charlotte, North Carolina, USA
- Year and Date
  2011-11-15
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] The Impact of Callable Convertible Debt Financing on Investment Timing2011
- Author(s)
  八木恭子
- Organizer
  日本オペレーションズ・リサーチ学会研究部会「ファイナンス理論の展開」第7回研究会
- Place of Presentation
  秋葉原ダイビル
- Year and Date
  2011-02-16
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 転換社債発行企業の経営者報酬と資本構成2011
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本ジアルオプション学会2011年研究発表大会
- Place of Presentation
  青山学院大学
- Year and Date
  2011-11-06
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 転換社債発行企業の経営者報酬と資本構成2011
- Author(s)
  八木恭子・高嶋隆太
- 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-22710135
[Presentation] 転換社債発行企業の経営者報酬と資本構成2011
- Author(s)
  八木恭子・高嶋隆太
- 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
  2011-09-05
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] The Impact of Callable Convertible Debt Financing on Investment Timing2011
- Author(s)
  八木恭子
- Organizer
  日本オペレーションズ・リサーチ学会研究部会「ファイナンス理論の展開」第7回研究会
- Place of Presentation
  秋葉原ダイビル
- Year and Date
  2011-02-16
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 転換社債発行企業の経営者報酬と資本構成2011
- Author(s)
  八木恭子
- Organizer
  2011年度中之島ワークショップ「金融工学・数理計量ファイナンスの諸問題2011」
- Place of Presentation
  大阪大学
- Year and Date
  2011-12-03
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] Convertible Subordinated Debt Financing and Optimal Investment Timing2011
- Author(s)
  Kyoko Yagi and Ryuta Takashima
- Organizer
  2011 Asian Conference of Management Science & Applications (ACMSA2011)
- Place of Presentation
  Sanya, Hainan, China
- Year and Date
  2011-12-22
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] Convertible Debt Financing and Managerial Compensation2011
- Author(s)
  Yagi, K., Takashima, R.
- Organizer
  OR 2011
- Place of Presentation
  University of Zurich, Zurich, Switzerland
- Year and Date
  2011-08-31
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 転換社債での資金調達による投資戦略と最適資本構成2011
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本リアルオプション学会 2010 年研究発表大会
- Place of Presentation
  東京大学
- Year and Date
  2011-11-13
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 転換社債発行企業の経営者報酬と資本構成2011
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本リアルオプション学会 2011 年研究発表大会
- Place of Presentation
  青山学院大学
- Year and Date
  2011-11-06
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 転換社債発行企業の経営者報酬と資本構成2011
- Author(s)
  八木恭子・高嶋隆太
- 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] Convertible Debt Financing and Managerial Compensation2011
- Author(s)
  Kyoko Yagi and Ryuta Takashima
- Organizer
  OR 2011
- Place of Presentation
  Zurich, Switzerland
- Year and Date
  2011-08-31
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] Convertible Debt Financing and Managerial Compensation2011
- Author(s)
  Yagi, K., Takashima, R.
- Organizer
  INFORMS Annual Meeting 2011
- Place of Presentation
  Charlotte Convention Center, Charlotte, North Carolina, USA
- Year and Date
  2011-11-15
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 不確実性下における転換社債での資金調達による投資戦略について2011
- Author(s)
  八木恭子
- Organizer
  福島大学共生システム理工学類産業システム工学専攻第7回研究交流会
- Place of Presentation
  福島ビューホテル招待講演
- Year and Date
  2011-03-05
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 償還条項付き転換癲の発行におけ葛資本黻と髄投資2011
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本オペレーションズ・リサーチ学会2011年春季研究発表会
- Place of Presentation
  電気通信大学
- Year and Date
  2011-03-17
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Convertible Debt Financing and Managerial Compensation2011
- Author(s)
  Yagi, K., Takashima, R.
- Organizer
  OR 2011
- Place of Presentation
  University of Zurich, Zurich, Switzerland
- Year and Date
  2011-08-31
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 転換社債発行企業の経営者報酬と資本構成2011
- Author(s)
  八木恭子
- Organizer
  大阪大学金融・保険教育研究センター「金融工学・数理・計量ファイナンスの諸問題」中之島ワークショップ
- Place of Presentation
  大阪大学(招待講演)
- Year and Date
  2011-12-03
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 償還条項付き転換社債の発行における資本構成と最適投資2011
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本オペレーションズ・リサーチ学会 2011 年春季研究発表会
- Place of Presentation
  電気通信大学
- Year and Date
  2011-03-17
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] Convertible Subordinated Debt Financing and Optimal Investment Timing2011
- Author(s)
  Yagi, K., Takashima, R.
- Organizer
  ACMSA 2011
- Place of Presentation
  Pearl River Garden Hotel, Sanya, Hainan, China
- Year and Date
  2011-12-22
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] Convertible Subordinated Debt Financing and Optimal Investment Timing2011
- Author(s)
  Yagi, K., Takashima, R.
- Organizer
  ACMSA 2011
- Place of Presentation
  Pearl River Garden Hotel, Sanya, Hainan, China
- Year and Date
  2011-12-22
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 転換社債発行企業の経営者報酬と資本構成2011
- Author(s)
  八木恭子
- Organizer
  2011 年度中之島ワークショップ「金融工学・数理計量ファイナンスの諸問題 2011」
- Place of Presentation
  大阪大学
- Year and Date
  2011-12-03
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 不確実性下における転換社債での資金調達による投資戦略について2011
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  持続可能なインフラストラクチャーの配置・運用と経済分析研究会
- Place of Presentation
  琉球大学
- Year and Date
  2011-07-22
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] Convertible Debt Financing and Managerial Compensation2011
- Author(s)
  Kyoko Yagi and Ryuta Takashima
- Organizer
  INFORMS Annual Meeting 2011
- Place of Presentation
  Charlotte, USA
- Year and Date
  2011-11-15
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 転換社債発行企業の経営者報酬と資本構成2011
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本リアルオプション学会2011年研究発表大会
- Place of Presentation
  青山学院大学
- Year and Date
  2011-11-06
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 不確実性下における転換社債での資金調達による投資戦略について2011
- Author(s)
  八木恭子
- Organizer
  福島大学共生システム理工学類産業システム工学専攻研究交流会
- Place of Presentation
  福島ビューホテル
- Year and Date
  2011-03-05
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] Convertible Subordinated Debt Financing and Optimal Investment Timing2010
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本ファイナンス学会第18回大会
- Place of Presentation
  上智大学
- Year and Date
  2010-05-23
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Investment Strategies: Straight vs. Convertible Debt Financing2010
- Author(s)
  Kyoko Yagi and Ryuta Takashima
- Organizer
  NFORMS Annual Meeting 2010
- Place of Presentation
  Austin, USA
- Year and Date
  2010-11-09
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 転換社債での資金調達による投資戦略と最適資本構成2010
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本リアルオプション学会2010年研究発表大会
- Place of Presentation
  東京大学
- Year and Date
  2010-11-13
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite Maturities2010
- Author(s)
  Yagi, K., Takashima, R., Katsushige Sawaki
- 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-22710135
[Presentation] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite and Infinute Maturities2010
- Author(s)
  Yagi, K., Takashima, R., Sawaki, K.
- Organizer
  The 15th International Conference on Computing in Economics and Finance
- Place of Presentation
  Sydney, Australia(発表確定)
- Year and Date
  2010-07-16
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite Maturities2010
- Author(s)
  Yagi, K., Takashuna, R., 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-20241037
[Presentation] Convertible Subordinated Debt Financing and Optimal Investment Timing2010
- Author(s)
  Yagi, K., Takashima, R.
- Organizer
  6th World Congress of the Bachelier Finance Society
- Place of Presentation
  Hilton Toronto, Canada
- Year and Date
  2010-06-26
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] Convertible Subordinated Debt Financing and Optimal Investment Timing2010
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本ファイナンス学会第18回大会
- Place of Presentation
  上智大学
- Year and Date
  2010-05-23
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 転換社債での資金調達による投資戦略と最適資本構成2010
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本リアルオプション学会2010年研究発表大会
- Place of Presentation
  東京大学
- Year and Date
  2010-11-13
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] Convertible Subordinated Debt Financing and Optimal Investment Timing2010
- Author(s)
  Kyoko Yagi and Ryuta Takashima
- Organizer
  BACHELIER FINANCE SOCIETY 2010
- Place of Presentation
  Toronto, Canada
- Year and Date
  2010-06-26
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] The Impact of Callable Convertible Debt Financing on Investment Timing2010
- Author(s)
  八木恭子・高嶋隆太
- 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
  2010-11-26
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Investment Strategies : Straight vs.Convertible Debt Financing2010
- Author(s)
  Yagi, K., Takashima, R.
- Organizer
  INFORMS Annual Meeting 2010
- Place of Presentation
  Hilton Austin, Austin, Texas, USA
- Year and Date
  2010-11-09
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] The Impact of Callable Convertible Debt Financing on Investment Timing2010
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  平成 22 年度数理解析研究所/科学研究費補助金研究集会「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
  2010-11-26
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] Optimal Investment Strategies : Straight vs. Convertible Debt Financing2010
- Author(s)
  Yagi, K., Takashima, R.
- Organizer
  INFORMS Annual Meeting 2010
- Place of Presentation
  Hilton Austin, Austin, Texas, USA
- Year and Date
  2010-11-09
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 競合施設の存在下での施設の立地場所と立地タイミングの同時決定モデル2010
- Author(s)
  八木恭子・高嶋隆太・田中健一
- Organizer
  日本オペレーションズ・リサーチ学会2010年春季研究発表会
- Place of Presentation
  首都大学東京
- Year and Date
  2010-03-05
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Convertible Subordinated Debt Financing and Optimal Investment Timing2010
- Author(s)
  Yagi, K., Takashima, R.
- Organizer
  6th World Congress of the Bachelier Finance Society
- Place of Presentation
  Hilton Toronto, Canada
- Year and Date
  2010-06-26
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite Maturities2010
- Author(s)
  Kyoko Yagi, Ryuta Takashima and Katsushige Sawaki
- Organizer
  International Symposium on Operations Research & Its Applications 2010
- Place of Presentation
  Chengdu, China
- Year and Date
  2010-08-20
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] The Impact of Callable Convertible Debt Financing on Investment Timing2010
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  平成22年度数理解析研究所/科学研究費補助金研究集会「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
  2010-11-26
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] PFIプロジェクトにおけるリターンとリスクの分担2009
- Author(s)
  高森寛・高嶋隆太・八木恭子
- Organizer
  日本オペレーションズ・リサーチ学会2009年春季研究発表会
- Place of Presentation
  筑波大学
- Year and Date
  2009-03-18
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] 有限期間における最適投資戦略と資本構成2009
- Author(s)
  八木恭子, 高嶋隆太, 澤木勝茂
- Organizer
  日本オペレーションズ・リサーチ学会2009年春季研究発表会
- Place of Presentation
  筑波大学
- Year and Date
  2009-03-18
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] 将来人口の不確実性を考慮した施設の立地場所と立地タイミングの同時決定モデル2009
- Author(s)
  八木恭子・高嶋隆太・田中健一
- Organizer
  経済学研究会
- Place of Presentation
  琉球大学
- Year and Date
  2009-03-03
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] Facility Location Problem with Optimal Construstion Timing under Uncertainty2009
- Author(s)
  Yagi, K., Takashima, R., Tanaka, K.
- Organizer
  APORS 2009
- Place of Presentation
  Jaipur, India
- Year and Date
  2009-12-07
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 宿泊施設・事業のリスクとオプション価値2009
- Author(s)
  高嶋隆太・八木恭子・高森寛
- Organizer
  日本リアルオプション学会2009年研究発表大会
- Place of Presentation
  信州大学
- Year and Date
  2009-12-11
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 合同リスク事業におけるリスクと事業果実の分担2009
- Author(s)
  高森寛・高嶋隆太・八木恭子
- Organizer
  金融工学2008科研費研究集会
- Place of Presentation
  北海道大学
- Year and Date
  2009-02-04
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 有限期間における最適投資戦略と資本構成2009
- Author(s)
  八木恭子・高嶋隆太・澤木勝茂
- Organizer
  金融工学2008科研費研究集会
- Place of Presentation
  北海道大学
- Year and Date
  2009-02-04
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite and Infinite Maturities2009
- Author(s)
  Yagi, K.,Takashima, R., Sawaki, K.
- Organizer
  KIER-TMU International Workshop on Financial Engineering 2009
- Place of Presentation
  大手町サンケイプラザ
- Year and Date
  2009-08-03
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite and Infinite Maturities2009
- Author(s)
  Kyoko Yagi, Ryuta Takashima, Katsushige Sawaki
- Organizer
  15th International Conference on Computing in Economics and Finance
- Place of Presentation
  Sydney(Australia)
- Year and Date
  2009-07-16
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite and Infinite Maturities2009
- Author(s)
  Kyoko Yagi, Ryuta Takashima, Katsushige Sawaki
- Organizer
  日本ファイナンス学会第17回大会
- Place of Presentation
  青山学院大学
- Year and Date
  2009-05-10
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] 有限期間における最適投資戦略と資本構成2009
- Author(s)
  八木恭子・高嶋隆太・澤木勝茂
- Organizer
  金融工学2008科研費研究集会
- Place of Presentation
  北海道大学
- Year and Date
  2009-02-04
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] PFIプロジェクトにおけるリターンとリスクの分担2009
- Author(s)
  高森寛, 高嶋隆太, 八木恭子
- Organizer
  日本オペレーションズ・リサーチ学会2009年春季研究発表会
- Place of Presentation
  筑波大学
- Year and Date
  2009-03-18
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite and Infinite Maturities2009
- Author(s)
  Yagi, K., Takashima, R., Sawaki, K.
- Organizer
  日本ファイナンス学会第17回大会
- Place of Presentation
  青山学院大学
- Year and Date
  2009-05-10
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite and Infinite Maturities2009
- Author(s)
  Yagi, K.
- Organizer
  The 13th Annual International Conference on Real Options
- Place of Presentation
  Santiago de Compostela, Spain
- Year and Date
  2009-06-20
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 合同リスク事業におけるリスクと事業果実の分担2009
- Author(s)
  高森寛, 高嶋隆太, 八木恭子
- Organizer
  金融工学2008科研費研究集会
- Place of Presentation
  北海道大学
- Year and Date
  2009-02-04
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] Optimal Investment Timing and Location under Uncertainty2009
- Author(s)
  Takashima, R., Yagi, K.
- Organizer
  The 13th Annual International Conference on Real Options
- Place of Presentation
  Santiago de Compostela, Spain
- Year and Date
  2009-06-20
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 普通社債と転換社債の優先劣後構造と最適投資2009
- Author(s)
  八木恭子
- Organizer
  2009年度第5回「数理ファイナンスセミナー」
- Place of Presentation
  名古屋市立大学
- Year and Date
  2009-12-01
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Single Facility Location Problem with Optimal Construction Timing under Uncertainty2009
- Author(s)
  Yagi, K., Takashima, R., Sawaki, K.
- Organizer
  INFORMS Annual Meeting 2009
- Place of Presentation
  San Diego, USA
- Year and Date
  2009-10-11
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite Maturities2009
- Author(s)
  Kyoko Yagi, Ryuta Takashima, Katsushige Sawaki
- Organizer
  KIER-TMU International Workshop on Financial Engineering 2009
- Place of Presentation
  大手町サンケイプラザ・同志社大学
- Year and Date
  2009-08-03
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] 有限期間における最適投資戦略と資本構成2009
- Author(s)
  八木恭子・高鴨隆太・澤木勝茂
- Organizer
  日本オペレーションズ・リサーチ学会2009年春季研究発表会
- Place of Presentation
  筑波大学
- Year and Date
  2009-03-18
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 転換社債による資金調逹と最適投資2009
- Author(s)
  八木恭子
- Organizer
  日銀セミナー
- Place of Presentation
  日本銀行金融研究所
- Year and Date
  2009-04-20
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 不確実性下での施設の立地場所と立地タイミングの同時決定モデル2009
- Author(s)
  八木恭子・高嶋隆太・田中健一
- Organizer
  日本リアルオプション学会2009年研究発表大会
- Place of Presentation
  信州大学
- Year and Date
  2009-12-12
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 有限期間における最適投資戦略と資本構成2009
- Author(s)
  八木恭子・高嶋隆太・澤木勝茂
- Organizer
  日本オペレーションズ・リサーチ学会2009年春季研究発表会
- Place of Presentation
  筑波大学
- Year and Date
  2009-03-18
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] 将来人口の不確実性を考慮した施設の立地場所と立地タイミングの同時決定モデル2009
- Author(s)
  八木恭子・高嶋隆太・田中健一
- Organizer
  Risk Workshop 2009
- Place of Presentation
  名古屋市立大学
- Year and Date
  2009-02-07
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] PFI事業におけるリスクとリターンの分担2009
- Author(s)
  高森寛・高嶋隆太・八木恭子
- 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
- Year and Date
  2009-11-26
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 合同リスク事業におけるリスクと事業果実の分担2009
- Author(s)
  高森寛・高嶋隆太・八木恭子
- Organizer
  金融工学2008科研費研究集会
- Place of Presentation
  北海道大学
- Year and Date
  2009-02-04
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] PFIプロジェクトにおけるリターンとリスクの分担2009
- Author(s)
  高森寛・高嶋隆太・八木恭子
- Organizer
  日本オペレーションズ・リサーチ学会2009年春季研究発表会
- Place of Presentation
  筑波大学
- Year and Date
  2009-03-18
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Convertible Subordinated Debt Financing and Optimal Investment Timing2009
- Author(s)
  Yagi, K., Takashima, R.
- 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
- Year and Date
  2009-11-26
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 普通社債と転換社債の優先劣後構造と最適投資2009
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本オペレーションズ・リサーチ学会2009年秋季研究発表会
- Place of Presentation
  長崎大学
- Year and Date
  2009-09-10
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 有限期間における最適投資戦略と資本構成2009
- Author(s)
  八木恭子, 高嶋隆太, 澤木勝茂
- Organizer
  金融工学2008科研費研究集会
- Place of Presentation
  北海道大学
- Year and Date
  2009-02-04
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite and Infinite Maturities2009
- Author(s)
  Kyoko Yagi, Ryuta Takashima, Katsushige Sawaki
- Organizer
  13th Annual International Conference on Real Options
- Place of Presentation
  Minho(Portugal)Santiago de Compostela(Spain)
- Year and Date
  2009-06-20
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] An Optimal Investment Policy in Equity-Debt Financed Firms with Finite and Infinite Maturities2009
- Author(s)
  Yagi, K., Takashima, R., Sawaki, K.
- Organizer
  The 13th Annual International Conference on Real Options
- Place of Presentation
  Santiago do Compostela, Spain
- Year and Date
  2009-06-20
- Data Source
  KAKENHI-PROJECT-20241037
[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 CallableFinancial Commodities with TwoStopping Boundaries2008
- Author(s)
  Katsushige Sawaki, Atsuo Suzuki and Kyoko Yagi
- Organizer
  2008DaiwaInternational Workshop on FinancialEngineering
- Place of Presentation
  Tokyo
- Year and Date
  2008-08-04
- Data Source
  KAKENHI-PROJECT-19810002
[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-20330068
[Presentation] 合同リスク事業におけるリスクと事業果実の分担2008
- Author(s)
  高森寛, 高嶋隆太, 八木恭子
- Organizer
  金融工学2008科研費研究集会
- Place of Presentation
  北海道大学
- Year and Date
  2008-02-04
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] コールオプション条項付き転換社債の評価について2008
- Author(s)
  八木恭子
- Organizer
  日本オペレーションズ・リサーチ学会2008年秋季研究発表会
- Place of Presentation
  札幌コンベンションセンター
- Year and Date
  2008-09-10
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] 有限期間における最適投資戦略と資本構成2008
- Author(s)
  八木恭子, 高嶋隆太
- Organizer
  日本リアルオプション学会2008年研究発表大会
- Place of Presentation
  明海大学
- Year and Date
  2008-11-09
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] Optimal Investment and Location underUncertainty2008
- Author(s)
  Ryuta Takashima and Kyoko Yagi
- Organizer
  INFORMS Annual Meeting2008
- Place of Presentation
  WasingtonD.C., USA
- Year and Date
  2008-10-14
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] 合同リスク事業の契約モデル2008
- Author(s)
  高森寛・高嶋隆太・八木恭子
- Organizer
  日本オペレーションズ・リサーチ学会2008年秋季研究発表会
- Place of Presentation
  札幌コンベンションセンター
- Year and Date
  2008-09-10
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 合同リスク事業の契約モデル2008
- Author(s)
  高森寛, 高嶋隆太, 八木恭子
- Organizer
  日本オベレーシヨンズ・リサーチ学会2008年秋季研究発表会
- Place of Presentation
  札幌コンヘベションセンター
- Year and Date
  2008-09-10
- Data Source
  KAKENHI-PROJECT-20330068
[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
  2008 Daiwa International Workshop on Financial Engineering
- Place of Presentation
  大手町サンケイプラサ
- Year and Date
  2008-08-04
- Data Source
  KAKENHI-PROJECT-20330068
[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] Optimal Investment and Location under Uncertainty2008
- Author(s)
  Takashima, R., Yagi, K.
- Organizer
  INFORMS Annual Meeting 2008
- Place of Presentation
  Washington D. C., USA
- Year and Date
  2008-10-12
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] 償還条項付き転換社債の価値評価2008
- Author(s)
  八木恭子
- Organizer
  日本オペレーションズ・リサーチ学会研究部会「ファイナンスと意志決定」第7回研究会
- Place of Presentation
  秋葉原ダイビル
- Year and Date
  2008-01-25
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] 不確実性下における投資の最適タイミングと配置問題2008
- Author(s)
  高嶋隆太, 八木恭子
- Organizer
  日本応用数理学会2008年年会
- Place of Presentation
  東京大学
- Year and Date
  2008-09-19
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] コールオプション条項付き転換社債の評価について2008
- Author(s)
  八木恭子
- Organizer
  日本オペレーションズ・リサーチ学会2008年秋季研究発表会
- Place of Presentation
  札幌コンベンションセンター
- Year and Date
  2008-09-10
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 有限期間における最適投資戦略と資本構成2008
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本リアルオプション学会2008年研究発表大会
- Place of Presentation
  明海大学
- Year and Date
  2008-11-09
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 有限期間における最適投資戦略と資本構成2008
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  横浜国立大学・南山大学共同ファイナンスワークショップ
- Place of Presentation
  南山大学
- Year and Date
  2008-11-30
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] The Valuation ofConvertible Bonds with Parisian-StyleCall Provisions2008
- Author(s)
  Kyoko Yagi
- Organizer
  INFORMS AnnualMeeting 2008
- Place of Presentation
  Washington D.C., USA
- Year and Date
  2008-10-15
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] The Valuation of Callable-Putable Contingent Claims with Some Applications into Structured Commodities2008
- Author(s)
  Katsushige Sawaki, Atsuo Suzuki and Kyoko Yagi
- Organizer
  Asian FA-NFA 2008 International Conference
- 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-19810002
[Presentation] Timing of Convertible DebtFinancing and Investment, Daiwa YoungResearchers2008
- Author(s)
  Kyoko Yagi
- Organizer
  International Workshopon Finance
- Place of Presentation
  Kyoto
- Year and Date
  2008-03-03
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] The Valuation of Convertible Bonds with Parisian-Style Call Provisions2008
- Author(s)
  Yagi, K.
- Organizer
  INFORMS Annual Meeting 2008
- Place of Presentation
  Washington D. C., USA
- Year and Date
  2008-10-15
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] The Valuation of Convertible Bonds with Parisian-Style Call Provisions2008
- Author(s)
  Yagi, K.
- Organizer
  INFORMS Annual Meeting 2008
- Place of Presentation
  Washington D. C., USA
- Year and Date
  2008-10-15
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] Timing of Convertible Debt Financing and Investment2008
- Author(s)
  Kyoko Yagi, Ryuta Takashima, Hiroshi Takamori and Katsushige Sawaki
- Organizer
  BACHELIER FINANCE SOCIETY 2008
- Place of Presentation
  Imperial College, UK
- Year and Date
  2008-07-16
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] 転換社債の価値評価 : オプション評価からリアルオプションへの応用2008
- Author(s)
  八木恭子
- Organizer
  2007年度南山大学経営研究センター研究プロジェクト「ファイナンス手法による安心・安全な社会の構築」第2回研究セミナー
- Place of Presentation
  南山大学
- Year and Date
  2008-01-12
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] 有限期間における最適投資戦略と資本構成2008
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本リアルオプション学会2008年研究発表大会
- Place of Presentation
  明海大学
- Year and Date
  2008-11-09
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] The Valuation of Convertible Bonds with Parisian-Style CaII Provisions2008
- Author(s)
  Kyoko Yagi
- Organizer
  NFORMS Annua1 Meeting 2008
- Place of Presentation
  Wasington D.C., USA
- Year and Date
  2008-10-15
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] コールオプション条項付き転換社債の評価について2008
- Author(s)
  八木恭子
- Organizer
  日本オペレーションズ・リサーチ学会2008年秋季研究発表会
- Place of Presentation
  札幌コンベンションセンター
- Year and Date
  2008-09-10
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] 転換社債による資金調達と最適投資2008
- Author(s)
  八木恭子・高嶋隆太・高森寛
- Organizer
  日本オペレーションズ・リサーチ学会2008年春季研究発表会
- Place of Presentation
  京都情報大学院大学
- Year and Date
  2008-03-25
- Data Source
  KAKENHI-PROJECT-19810002
[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-20330068
[Presentation] Timing of Convertible Debt Financing and Investment2008
- Author(s)
  Yagi, K., Takashima, R., Takamori, H. and Sawaki, K.
- Organizer
  The 8th Annual Hawaii International Conference on Business
- Place of Presentation
  Hawaii, USA
- Year and Date
  2008-05-22
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Timing of Convertible Debt Financing and Investment2008
- Author(s)
  Yagi, K., Takashima, R., Takamori, H., 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-20330068
[Presentation] Timing of Convertible Debt Financing and Investment2008
- Author(s)
  Kyoko Yagi, Ryuta Takashima, Hiroshi Takamori and Katsushige Sawaki
- Organizer
  The 8th Annual Hawaii lnternational Conference on Business
- Place of Presentation
  Hawaii, USA
- Year and Date
  2008-05-22
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] 合同リスク事業の契約モデル2008
- Author(s)
  高森寛・高嶋隆太・八木恭子
- Organizer
  日本オペレーションズ・リサーチ学会2008年秋季研究発表会
- Place of Presentation
  札幌コンベンションセンター
- Year and Date
  2008-09-10
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] Optimal Investment and Location under Uncertainty2008
- Author(s)
  Takashima, R. and Yagi, K.
- Organizer
  INFORMS Annual Meeting 2008
- Place of Presentation
  Washington D. C, USA
- Year and Date
  2008-10-12
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 不確実性下における投資の最適タイミングと配置問題2008
- Author(s)
  高嶋隆太・八木恭子
- Organizer
  日本応用数理学会2008年年会
- Place of Presentation
  東京大学
- Year and Date
  2008-09-19
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] サービス契約評価の基本モデル2008
- Author(s)
  高森寛・高嶋隆太・八木恭子
- Organizer
  リサーチ学会2008年春季研究発表会
- Place of Presentation
  京都情報大学院大学
- Year and Date
  2008-03-15
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] Timing of Convertible Debt Financing and Investment2008
- Author(s)
  Yagi, K., Takashima, R., Takamori, H. and 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-20241037
[Presentation] 転換社債による資金調達と最適投資について2008
- Author(s)
  八木恭子
- Organizer
  2008年度第1回「数理ファイナンスセミナー」
- Place of Presentation
  名古屋市立大学
- Year and Date
  2008-05-17
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] HiroshiTakamori and Katsushige Sawaki,Timing of Convertible Debt Financingand Investment2008
- Author(s)
  Kyoko Yagi and Ryuta Takashima
- Organizer
  The 8th Annual HawaiiInternational Conference on Business
- Place of Presentation
  Hawaii, USA
- Year and Date
  2008-05-22
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] Kyoko Yagi, Ryuta Takashima, HiroshiTakamori and Katsushige Sawaki,Timing of Convertible Debt Financingand Investment2008
- Author(s)
  Kyoko Yagi
- Organizer
  BACHELIER FINANCESOCIETY 2008
- Place of Presentation
  Imperial College, UK
- Year and Date
  2008-07-16
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] Timing of Convertible Debt Financing and Investment2008
- Author(s)
  Yagi, K., Takashima, R., Takamori, H., Sawaki, K.
- Organizer
  The 8^<th> Annual Hawaii International Conference on Business
- Place of Presentation
  Hawaii, USA
- Year and Date
  2008-05-22
- Data Source
  KAKENHI-PROJECT-20330068
[Presentation] Optimal Investment and Location under Uncertainty2008
- Author(s)
  Ryuta Takashima and Kyoko Yagi
- Organizer
  INFORMS Annual Meeting 2008
- Place of Presentation
  Wasington D.C., USA
- Year and Date
  2008-10-12
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] The Valuation ofCallable-Putable Contingent Claimswith Some Applications intoStructured Commodities2008
- Author(s)
  Katsushige Sawaki, Atsuo Suzuki and Kyoko Yagi
- Organizer
  Asian FA-NFA2008 International Conference
- Place of Presentation
  Yokohama
- Year and Date
  2008-07-07
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] 将来人口の不確実性を考慮した施設の立地場所と立地タイミングの同時決定モデル2008
- Author(s)
  八木恭子・高嶋隆太・田中健一
- Organizer
  2008年度「都市のOR」ワークショップ
- Place of Presentation
  南山大学
- Year and Date
  2008-12-21
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] TheValuation of Callable Currency LinkedBonds2007
- Author(s)
  Kyoko Yagi and Katsushige Sawaki
- Organizer
  INFORMS Annual Meeting 2007
- Place of Presentation
  Seattle, USA.
- Year and Date
  2007-11-07
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] 供給セキュリティと予備生産容量オプション2007
- Author(s)
  八木恭子, 高嶋隆太, 高森寛
- Organizer
  日本リアルオプション学会2007年研究発表大会
- Place of Presentation
  南山大学
- Year and Date
  2007-11-11
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] TheValuation of Callable-Puttable-Exchangeable Bonds2007
- Author(s)
  Kyoko Yagi and Katsushige Sawaki
- Organizer
  22nd EuropeanConference on Operational Research
- Place of Presentation
  Prague, Czech Republic
- Year and Date
  2007-07-09
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] The Valuation of Callable-Puttable-Exchangeable Bonds2007
- Author(s)
  Yagi, K. and K. Sawaki
- Organizer
  22nd European Conference Operational Research
- Place of Presentation
  Prague, Czech Republic
- Year and Date
  2007-07-10
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] The Valuation ofCallable Currency Linked Bonds2007
- Author(s)
  八木恭子・澤木勝茂
- Organizer
  19年度数理解析研究所/科学研究費補助金研究集会「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
  2007-11-17
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] 償還条項付き為替リンク債の評価について2007
- Author(s)
  八木恭子・澤木勝茂
- Organizer
  日本オペレーションズ・リサーチ学会2007年秋季研究発表会
- Place of Presentation
  政策研究大学院大学
- Year and Date
  2007-09-27
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] On the Valuationand Optimal Strategies of Callable, Puttable and Exchangeable Bonds2007
- Author(s)
  八木恭子・澤木勝茂
- Organizer
  日本ファイナンス学会第15回大会
- Place of Presentation
  慶応義塾大学
- Year and Date
  2007-06-17
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] 償還条項付き為替リンク債の評価について2007
- Author(s)
  八木恭子
- Organizer
  2007年度南山大学経営研究センター研究プロジェクト「ファイナンス手法による安心・安全な社会の構築」第1 回研究セミナー
- Place of Presentation
  南山大学
- Year and Date
  2007-07-28
- Data Source
  KAKENHI-PROJECT-19810002
[Presentation] Competition and the Bad News Principle in a Real Options Framework
- Author(s)
  西出勝正，八木恭子
- Organizer
  日本リアルオプション学会2012年研究発表大会
- Place of Presentation
  早稲田大学
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Investment Decisions and Debt Priority Structure: Straight Debt and Convertible Debt
- Author(s)
  八木恭子・高嶋隆太
- 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-25870579
[Presentation] 経営者へのストックオプション付与と資本構成
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本リアルオプション学会2012年研究発表大会
- Place of Presentation
  早稲田大学
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 経営者へのストックオプション付与と資本構成
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本オペレーションズ・リサーチ学会2012年秋季研究発表会
- Place of Presentation
  ウインクあいち
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 経営者へのストックオプション付与と資本構成
- Author(s)
  八木恭子，高嶋隆太
- Organizer
  日本リアルオプション学会2012年研究発表大会
- Place of Presentation
  早稲田大学
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 経営者へのストックオプション付与と資本構成
- Author(s)
  八木恭子，高嶋隆太
- Organizer
  日本オペレーションズ・リサーチ学会2012年秋季研究発表会
- Place of Presentation
  ウインクあいち
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 研究開発事業における税額控除の効果
- Author(s)
  能登谷裕樹・八木恭子・相馬隆雄
- Organizer
  日本リアルオプション学会2012年研究発表大会
- Place of Presentation
  早稲田大学
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 経営者へのストックオプション付与と資本構成
- Author(s)
  八木恭子，高嶋隆太
- 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] The Effects of Executive Stock Option Grants on Financing Decisions
- Author(s)
  Yagi, K. and Takashima, R.
- Organizer
  INFORMS Annual Meeting 2012
- Place of Presentation
  Phoenix Convention Center, Phoenix, USA
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] Project Financing for Investments in Energy Technologies
- Author(s)
  高嶋隆太・八木恭子
- Organizer
  平成25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-25870579
[Presentation] Competition and the Bad News Principle in a Real Options Framework
- Author(s)
  西出勝正・八木恭子
- Organizer
  日本オペレーションズ・リサーチ学会2013年秋季研究発表会
- Place of Presentation
  徳島大学
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] Competition and the Bad News Principle in a Real Options Framework
- Author(s)
  西出勝正・八木恭子
- Organizer
  日本リアルオプション学会2012年研究発表大会
- Place of Presentation
  早稲田大学
- Invited
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] The Effect of Executive Stock Option Grants on Investment and Financing Decisions
- Author(s)
  Kyoko Yagi and Ryuta Takashima
- Organizer
  26th European Conference on Operational Research
- Place of Presentation
  Rome, Italy
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] Competition and the Bad News Principle in a Real Options Framework
- Author(s)
  西出勝正・八木恭子
- Organizer
  日本経済学会2013年春季大会
- Place of Presentation
  富山大学
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] 経営者へのストックオプション付与と資本構成
- Author(s)
  八木恭子・高嶋隆太
- 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-22710135
[Presentation] Project Financing for Investments in Energy Technologies
- Author(s)
  Ryuta Takashima, Shohei Ohata and Kyoko Yagi
- Organizer
  INFORMS Annual Meeting 2013
- Place of Presentation
  Minneapolis, USA
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] The Effects of Executive Stock Option Grants on Financing Decisions
- Author(s)
  Yagi, K. and Takashima, R.
- Organizer
  2012 Asian Conference of Management Science & Applications
- Place of Presentation
  Sichuan Garden Hotel, Chengdu, China
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] 研究開発事業における税額控除の効果
- Author(s)
  能登谷裕樹，八木恭子，相馬隆雄
- Organizer
  日本リアルオプション学会2012年研究発表大会
- Place of Presentation
  早稲田大学
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 景気変動を考慮した商業用店舗の賃貸戦略
- Author(s)
  岸井貴大・八木恭子・相馬隆雄
- Organizer
  日本リアルオプション学会2013年研究発表大会
- Place of Presentation
  早稲田大学
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] The Effects of Executive Stock Option Grants on Financing Decisions
- Author(s)
  Yagi, K. and Takashima, R.
- Organizer
  ACMSA 2012
- Place of Presentation
  Sichuan Garden Hotel, Chengdu, China
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Investment Decisions and Debt Priority Structure: Straight Debt and Convertible Debt
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  平成25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-25870579
[Presentation] Competition and the Bad News Principle in a Real Options Framework
- Author(s)
  Nishide, K. and Yagi, K.
- Organizer
  The 25th European Conference on Operational Research
- Place of Presentation
  Radisson Blu Hotel Lietuva, Vilnius, Lithuania
- Data Source
  KAKENHI-PROJECT-22710135
[Presentation] The Effect of Executive Stock Option Grants on Financing Decisions
- Author(s)
  八木恭子
- Organizer
  日本経営財務研究学会東日本部会
- Place of Presentation
  青山学院大学
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] インフラ事業の民間資金活用に関する経済性分析
- Author(s)
  都築貴文・八木恭子・高嶋隆太・相馬隆雄
- Organizer
  2013年度「都市のOR」ワークショップ
- Place of Presentation
  南山大学
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] The Effect of Executive Stock Option Grants on Financing Decisions
- Author(s)
  八木恭子
- Organizer
  京都大学経済研究所プロジェクト主催研究会
- Place of Presentation
  京都大学
- Invited
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] インフラ投資における法人税と補助金の効果について
- Author(s)
  都築貴文・八木恭子・高嶋隆太・相馬隆雄
- Organizer
  日本リアルオプション学会2013年研究発表大会
- Place of Presentation
  早稲田大学
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] Competition and the Bad News Principle in a Real Options Framework
- Author(s)
  Nishide, K. and Yagi, K.
- Organizer
  25th European Conference on Operational Research
- Place of Presentation
  Radisson Blu Hotel Lietuva, Vilnius, Lithuania
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Project Financing for Investments in Energy Technologies
- Author(s)
  Ryuta Takashima, Kyoko Yagi and Shohei Ohata
- Organizer
  51st Meeting of the EWGCFM and 1st Conference of the RCEM & ICSTF
- Place of Presentation
  London, UK
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] Investment Decisions and Debt Priority Structure: Straight Debt and Convertible Debt
- Author(s)
  八木恭子・高嶋隆太
- Organizer
  日本オペレーションズ・リサーチ学会2013年秋季研究発表会
- Place of Presentation
  徳島大学
- Data Source
  KAKENHI-PROJECT-25870579
[Presentation] Competition and the Bad News Principle in a Real Options Framework
- Author(s)
  西出勝正・八木恭子
- 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-25870579

1. SUZUKI Teruyoshi (90360891)

# of Collaborated Projects: 4 results

# of Collaborated Products: 10 results
2. 石井利昌 (30324487)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
3. 西出勝正 (40410683)

# of Collaborated Projects: 3 results

# of Collaborated Products: 3 results
4. 施建明 (70287465)

# of Collaborated Projects: 3 results

# of Collaborated Products: 8 results
5. 宮田亮 (30336383)

# of Collaborated Projects: 3 results

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

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
7. SATO Kimitoshi (60609527)

# of Collaborated Projects: 2 results

# of Collaborated Products: 2 results
8. KIMURA Toshikazu (50143649)

# of Collaborated Projects: 1 results

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

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. TSUJIMURA Motoo (40335328)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. SUZUKI Atsuo (60513702)

# of Collaborated Projects: 1 results

# of Collaborated Products: 4 results
12. TAKASHIMA Ryuta (50401138)

# of Collaborated Projects: 1 results

# of Collaborated Products: 48 results
13. GOTO Makoto (30434286)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. NAKANO Yumiharu (00452409)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. OSAKI Syunji (10034399)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
16. TABATA Yoshio (30028047)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
17. TAKEZAWA Naoya (70329332)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
18. Shimazaki Masahito (40293138)

# of Collaborated Projects: 1 results

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

# of Collaborated Projects: 0 results

# of Collaborated Products: 33 results

Yagi Kyoko 八木 恭子

YAGI Kyoko 八木 恭子

Research Projects

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Research on the stabilization of financial systems

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アーンアウト条項と資金調達を考慮した企業買収の評価モデルの構築と分析Principal Investigator

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Research on Risk Management of Reinsurance Network and Relief Problem of Insurance System

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2-dimensional n-person real options problem and its calculation algorithmPrincipal Investigator

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Develop a new contract policy to reduce supply risk using mathematical model

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Studies on the financial risk management and the public fund distribution under systemic risks

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An investment decision model about managerial compensation and capital structurePrincipal Investigator

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Studies on the investment decisions with convertible debt financingPrincipal Investigator

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Exploring Decision Support Models in OR-oriented Finance

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Studies on the Valuation of Financial Assets and its applications

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Studies on the valuation model of new financial derivatives and itsapplicationsPrincipal Investigator

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[Book] 証券投資理論2018

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Data Source

[Book] 証券投資理論2018

Author(s)

Total Pages

Publisher

Yagi Kyoko 八木恭子

YAGI Kyoko 八木恭子