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TAKAHASHI Masafumi  高橋 正文

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高橋 正文  タカハシ マサフミ

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Researcher Number 90282326
Other IDs
Affiliation (based on the past Project Information) *help 2007: University of Tsukuba, Institute of Policy and PlanningSciences, Associate Professor
1998 – 2000: 筑波大学, 社会工学系, 助教授
Review Section/Research Field
Principal Investigator
社会システム工学
Keywords
Principal Investigator
Margrabe Exchange Option / Samuelson Model / Structual Credit Model / Feymnan-Kac Theorem / Option Valuation / Hyperbolic Sine Transform / Credit Risk / Value at Risk / Fat-Tail Distribution / Non-Normal Distribution … More / 倒産予測 / リスク管理 / 企業評価 / 格付 / 倒産 / 信用リスクの計測 / 金融リスク管理 / 流動性リスク / 市場リスク / マグレブの交換オブション / サミュエルソンのモデル / 構造モデル / ファインマン・カックの公式 / オプション評価 / ハイパーボリック・サイン変換 / 信用リスク / バリュー・アット・リスク / ファット・テイル / 非正規分布 Less
  • Research Projects

    (1 results)
  • Co-Researchers

    (7 People)
  •  RESEARCHES ON NEW MEASUREMENT METHODS FOR MARKET RISK, CREDIT RISK AND LIQUIDITY RISK IN FINANCIAL MARKETS.Principal Investigator

    • Principal Investigator
      TAKAHASHI Masafumi
    • Project Period (FY)
      1998 – 2000
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      社会システム工学
    • Research Institution
      University of Tsukuba
  • 1.  KUNIMURA Michio (70089952)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 2.  KONNO Hiroshi (10015969)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 3.  NAGAHARA Yuichi (90298042)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 4.  米沢 康博 (40175005)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 5.  OHMAKI Kazuo
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 6.  YOSHIDA Yasushi
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 7.  刈屋 武昭
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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