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Profiles


Research


Contact
Professor Takashi YASUOKA
Graduate School of Engineering Management,
Shibaura Institute of Technology
3-9-14, Shibaura, Minato-ku, Tokyo 108-0023 JAPAN
Email: yasuoka(a)shibaura-it.ac.jp

News
Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk, Bentham Science Publ. 2015

Interest Rate Simulation for Risk Management (in Japanese), Actuary Journal, 2015.3
English website started. 2 Apr. 2015
Interest-rate simulation under the real-world measure within a Gaussian HJM framework, Quantitative finance letters, Volume 3, Issue 1,2015

Link
Shibaura Institute of Technology
Graduate School of Engineering Management

2. Apr. 2015