Yasuoka Takashi 安岡孝司

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Researcher Number	80554980
Affiliation (based on the past Project Information) *help	2016 – 2017: 芝浦工業大学, 工学マネジメント研究科, 教授 2014 – 2015: 芝浦工業大学, その他の研究科, 教授
Review Section/Research Field	Principal Investigator Money/ Finance
Keywords	Principal Investigator 現実測度下の金利シミュレーション / 金利モデル / ソルベンシーリスク / Hull-Whiteモデル / HJMモデル / 長短金利差 / リアルワールドモデル / 現実確率測度 / PFE評価 / クレジットエキスポージャ … More / 金利期間構造モデル / リアルワールドシミュレーション / リスクの市場価格 / 金利リスク評価 Less

Research Projects
(1 results)
Research Products
(5 results)

Application of interest rate models for interest-rate-risk managementPrincipal Investigator
- Principal Investigator
  
  Yasuoka Takashi
- Project Period (FY)
  2014 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Shibaura Institute of Technology

All 2018 2017 2015

All Journal Article Book

[Book] Interest rate modeling for risk management, 2nd edition2018
- Author(s)
  Takashi Yasuoka
- Total Pages
  310
- Publisher
  Benthan Science Publishers
- ISBN
  9781681086903
- Data Source
  KAKENHI-PROJECT-26380399
[Book] Interest Rate Modeling for Risk Management - Market Price of Interest Rate Risk2015
- Author(s)
  Takashi Yasuoka
- Total Pages
  287
- Publisher
  Bentham Science Publisher
- Data Source
  KAKENHI-PROJECT-26380399
[Journal Article] Correlations between the Market Price of Interest Rate Risk and Bond Yields2017
- Author(s)
  Takashi Yasuoka
- Journal Title
  
  Journal of Reviews on Global Economics
  
  Volume: to appear
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-26380399
[Journal Article] Interest-rate simulation under the real-world measure within a Gaussian HJM framework2015
- Author(s)
  Takashi YASUOKA
- Journal Title
  
  Quantitative finance letters
  
  Volume: 3 Issue: 1 Pages: 10-16
- DOI
  10.1080/21649502.2014.995213
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-26380399
[Journal Article] 金利リスク評価のための金利シミュレーションの方法　（特別寄稿）2015
- Author(s)
  安岡孝司
- Journal Title
  
  アクチュアリージャーナル特別号
  
  Volume: 87 Pages: 35-65
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380399