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NAGAYAMA Izumi
長山 いづみ
Connect your ORCID iD
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Researcher Number
50334595
Affiliation (based on the past Project Information)
*help
2006: Hitotsubashi University, Graduate School of International Corporate Strategy, Associate Professor, 大学院国際企業戦略研究科, 助教授
2005: 一橋大学, 大学院・国際企業戦略研究科, 助教授
2001 – 2002: 一橋大学, 大学院・国際企業戦略研究科, 助教授
Review Section/Research Field
Except Principal Investigator
Public finance/Monetary economics
/
Statistical science
Keywords
Except Principal Investigator
天候デリバティブ / 電力 / 保険 / Eddoko Option / ジャンプ過程 / 非完備市場 / リスク管理 / 情報の非対称性 / Edokko option / Good deal bounds
…
More
/ リアルオプション / ジャンプ / MBS / α-percentile barrier option / jump-diffusion process / 最適化 / Weather Derivatives / Electricity / Insurance / Edokko Options / Jump Process / Incomplete Markets / Risk Management / Asymmetric Information / ポートフォリオ / 順位統計表 / コリドーオプション / 確率微分効用 / 前向き後向き確率微分方程式 / Black-Sholesモデル / ベガヘッジ / 順位統計量 / 前向き後向き確率微分方 / 確率的ポートフォリオ / 確率微分効用理論 / 後向き確率微分方程式 / 動的ポートフォリオ問題 / Portfolio / Rank Statistics / Corridor Options / Stochastic Differential Utility / Vega Hedge / Black-Scholes Model / Forward backward stochastic differential equation
Less
Research Projects
(
2
results)
Research Products
(
2
results)
Co-Researchers
(
5
People)
Project Start Year (Newest)
Project Start Year (Oldest)
Theoretical Research on the problem of dynamic portfolio selection based on new approaches and Its Application
Principal Investigator
MIURA Ryozo
Project Period (FY)
2005 – 2006
Research Category
Grant-in-Aid for Scientific Research (B)
Research Field
Statistical science
Research Institution
Hitotsubashi University, Graduate School of International Corporate Strategy
Managing new type of risks - Electricity, weather, and insurance risks and their derivatives-
Principal Investigator
MIURA Ryozo
Project Period (FY)
2001 – 2002
Research Category
Grant-in-Aid for Scientific Research (B)
Research Field
Public finance/Monetary economics
Research Institution
Hitotsubashi University
All
2006
2005
All
Journal Article
Book
[Book] リスクとデリバティブの統計入門
2005
Author(s)
S.E シュリーヴ〔著〕, 長山 いづみ 他〔訳〕
Total Pages
222
Publisher
シュプリンガー・フェアラーク東京株式会社
Description
「研究成果報告書概要(和文)」より
Data Source
KAKENHI-PROJECT-17300087
[Journal Article] Stochastic Calculus for Finance I The Binomial Asset Pricing Model
2006
Author(s)
Steven E.Shreve(Author), Izumi Nagayama (First Translator)
Journal Title
Springer-Verlag 31
Pages
: 197-197
Description
「研究成果報告書概要(欧文)」より
Data Source
KAKENHI-PROJECT-17300087
# of Projects (Dsc)
# of Projects (Asc)
1.
MIURA Ryozo
(30107081)
# of Collaborated Projects:
2 results
# of Collaborated Products:
0 results
2.
NAKAMURA Nobuhiro
(90323899)
# of Collaborated Projects:
2 results
# of Collaborated Products:
0 results
3.
HONDA Toshiki
(70303063)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
4.
OHASHI Kazuhiko
(50261780)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
5.
KAMIMURA Shoji
(50323902)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
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