TAKAOKA Koichiro 高岡浩一郎

… Alternative Names

高岡浩一郎タカオカコウイチロウ

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Researcher Number	50272662
Other IDs
Affiliation (Current)	2025: 中央大学, 商学部, 教授
Affiliation (based on the past Project Information) *help	2019: 中央大学, 商学部, 教授 2018: 一橋大学, 大学院経営管理研究科, 教授 2017: 一橋大学, 大学院商学研究科, 教授 2015: 一橋大学, 大学院商学研究科, 教授 2014: 一橋大学, 商学研究科, 教授 … More 2013: 一橋大学, 大学院商学研究科, 准教授 2010: 一橋大学, 大学院・商学研究科, 准教授 2002: HitotsubashiUniversity, Graduate School of Commerce, Lecturer, 大学院・商学研究科, 講師 1998 – 1999: Faculty of Commerce, Hitotsubashi University, Lecturer, 商学部, 講師 1995 – 1997: 東京工業大学, 理学部, 助手 Less
Review Section/Research Field	Principal Investigator General mathematics (including Probability theory/Statistical mathematics) Except Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / Money/ Finance / Global analysis / Basic analysis
Keywords	Principal Investigator 確率論 / 均衡理論 / 数理ファイナンス / マルチンゲール Except Principal Investigator 数理ファイナンス / 標本リアプノフ指数 / 相互作用のある拡散系 / 無限次元拡散モデル / 世界金融危機 / ランダム環境下のランダムウォーク … More / ブラウン運動 / ランダムウォーク / システミックリスク / 欧州問題 / 金融摩擦 / 金融規制 / グローバル金融規制・危機管理 / 金融政策 / Mathematical Finance / Free boundary problems / blowing-up solutions / Boundary layer theory / Blasius equation / 解の大域挙動 / Kuramoto-Sivashinsky方程式 / Navier-Stokes方程式 / 自由境界問題 / 爆発解 / 境界層の理論 / Blasius方程式 / hyperclone / minimal clone / lattice of clones / (mathematical) clone / multiple-valued logical function / クローン理論 / 超クローン / 極小クローン / クローン束 / (数学的)クローン理論 / 多値論理関数 / directed polymer model / random walk in random environment / stochastic partial differential equation / time-reversibility / unbounded selection / genetical model / Flemig-Viot process / infinite dimensional diffusion / マルチンゲール / ランダムポリマーモデル / 分数冪モーメント / 可逆定常分布 / ランダム高分子モデル / 確率偏微分方程式 / 時間的可逆性 / 自然選択 / 集団遺伝学モデル / フレミング・ヴィオ過程 / 応用数学 / 金融論 / 質への逃避 / 金利・為替 / 金融危機 / モラルハザード / 無裁定条件 / 量的緩和 / 株式市場 / 通貨価値 / 金利 / 国際金融 / 数値解析 / シュレディンガー作用素 / ラフパス / ウィナー空間 / 第一固有値 / フラクタル / マルコフ連鎖 / 大偏差原理 / 一般化逆ガウス分布 / 多様体 / 安定過程 / ベッセル過程 / ディリクレ形式 / 流体力学的極限 / 熱核 / 拡散過程 / ラプラシアン / マリアバン解析 / 確率微分方程式 / 確率解析 / 拡散方程式 / 流体力学極限 / マルコフ多粒子系 / 無限次元線形マルコフ系 / 定常分布問題 Less

Restructuring Global Financial Regulation and Crisis Management in the New Phase after the Global Financial Crisis
- Principal Investigator
  
  Ogawa Eiji
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Money/ Finance
- Research Institution
  Hitotsubashi University
The Global Financial Crisis and Its Effects on Currencies and Finance: Evaluation Methods Revisited
- Principal Investigator
  
  OGAWA Eiji
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Money/ Finance
- Research Institution
  Hitotsubashi University
Theory of stochastic analysis and its applications
- Principal Investigator
  
  MATSUMOTO Hiroyuki
- Project Period (FY)
  2007 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Basic analysis
- Research Institution
  Yamagata University
  Nagoya University
Study on the global behavior of solutions for the fluid equation
- Principal Investigator
  
  ISHIMURA Naoyuki
- Project Period (FY)
  2001 – 2002
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Global analysis
- Research Institution
  HITOTSUBASHI UNIVERSITY
確率過程論とその数理ファイナンスへの応用Principal Investigator
- Principal Investigator
  
  高岡浩一郎
- Project Period (FY)
  1998 – 1999
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Hitotsubashi University
Studies on the structure of the lattice of clones consisting of multiple-valued logical functions
- Principal Investigator
  
  MACHIDA Hajime
- Project Period (FY)
  1998 – 1999
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Hitotsubashi University
Mathematical Analysis of Infinite Dimensional Stochastic Models
- Principal Investigator
  
  SHIGA Tokuzo
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  TOKYO INSTITUTE OF TECHNOLOGY
数理物理・数理生物のモデルに関する確率解析
- Principal Investigator
  
  志賀徳造
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Tokyo Institute of Technology
無限次元拡散モデルの解析
- Principal Investigator
  
  SHIGA Tokuzo
- Project Period (FY)
  1995
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Tokyo Institute of Technology

All 2016 2015 2014 Other

All Journal Article Presentation

[Journal Article] 流動性の不足と信用リスクの分析―流動性デフォルトリスクの構造型アプローチに関する一考察2016
- Author(s)
  高岡浩一郎
- Journal Title
  
  小川英治編著『世界金融危機と金利・為替-通貨・金融への影響と評価手法の再構築』東京大学出版会
  
  Volume: 1 Pages: 169-179
- Data Source
  KAKENHI-PROJECT-25285098
[Journal Article] Optimal Risk Sharing in the Presence of Moral Hazard under Market Risk and Jump Risk2014
- Author(s)
  Takashi Misumi, Hisashi Nakamura, Koichiro Takaoka
- Journal Title
  
  Japanese Journal of Monetary and Financial Economics
  
  Volume: Vol. 2 Pages: 59-73
- NAID
  130007676189
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25285098
[Journal Article] A note on the condition of no unbounded profit with bounded risk2014
- Author(s)
  Koichiro Takaoka and Martin Schweizer
- Journal Title
  
  Finance and Stochastics
  
  Volume: 18 Pages: 393-405
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] 数理ファイナンスの基本定理について2015
- Author(s)
  高岡浩一郎
- Organizer
  法政大学理工学部浦谷・安田研究室セミナー
- Place of Presentation
  法政大学、東京都小金井市
- Year and Date
  2015-04-27
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] 数理ファイナンスの基本定理について2014
- Author(s)
  高岡浩一郎
- Organizer
  金融工学・数理計量ファイナンスの諸問題 2014
- Place of Presentation
  大阪大学中之島センター
- Year and Date
  2014-12-05
- Invited
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] モラル・ハザード（確率変更）が均衡に与える影響ついて
- Author(s)
  高岡浩一郎
- Organizer
  第三回数理ファイナンス合宿型セミナー
- Place of Presentation
  ホテルニューアカオ (静岡県熱海市) 12F 会議室
- Data Source
  KAKENHI-PROJECT-25285098

1. SHIGA Tokuzo (60025418)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
2. NINOMIYA Hirokazu (90251610)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
3. UCHIYAMA Kohei (00117566)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
4. FUNAKI Tadahisa (60112174)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. SHIGEKAWA Ichiro (00127234)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
6. SEKINE Jun (50314399)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
7. FUJITA Takahiko (50144316)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
8. INAHAMA Yuzuru (80431998)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
9. OGAWA Eiji (80185503)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
10. NAKAMURA Hisashi (80418649)

# of Collaborated Projects: 2 results

# of Collaborated Products: 1 results
11. TAKAMIZAWA Hideyuki (60361854)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
12. KOBAYASHI Kenta (60432902)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
13. ISHIMURA Naoyuki (80212934)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
14. YAMAZAKI Masao (20174659)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
15. 村田実 (50087079)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
16. MATSUMOTO Hiroyuki (00190538)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
17. TAKEDA Masayoshi (30179650)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
18. KUMAGAI Takashi (90234509)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
19. SHIRAI Tomoyuki (70302932)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
20. KAISE Hidehiro (60377778)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
21. YANO Kouji (80467646)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
22. SUGITA Hiroshi (50192125)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
23. TANIGUCHI Setsuo (70155208)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
24. SHIOZAWA Yuuichi (60454518)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
25. TANEMURA Hideki (40217162)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
26. HINO Masanori (40303888)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
27. OTOBE Yoshimi (30334882)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
28. AIDA Shigeki (90222455)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
29. MISUMI Takashi (00229684)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
30. IKEMORI Toshifumi (00711889)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
31. TANIGUCHI Masaharu (30260623)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
32. MORITA Takehiko (00192782)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
33. MACHIDA Hajime (40090534)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
34. YAMADA Hiromochi (50134888)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
35. IWASAKI Shiro (00001842)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
36. MORIMOTO Hiroko (50061974)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
37. 志賀啓成 (10154189)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
38. 山崎秀記 (30108188)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
39. 安田行宏 (10349524)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
40. 花崎正晴 (60334588)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

TAKAOKA Koichiro 高岡 浩一郎

高岡 浩一郎 タカオカ コウイチロウ

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[Journal Article] 流動性の不足と信用リスクの分析―流動性デフォルトリスクの構造型アプローチに関する一考察2016

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[Journal Article] Optimal Risk Sharing in the Presence of Moral Hazard under Market Risk and Jump Risk2014

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[Journal Article] A note on the condition of no unbounded profit with bounded risk2014

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[Presentation] 数理ファイナンスの基本定理について2015

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[Presentation] 数理ファイナンスの基本定理について2014

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[Presentation] モラル・ハザード（確率変更）が均衡に与える影響ついて

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TAKAOKA Koichiro 高岡浩一郎

高岡浩一郎タカオカコウイチロウ