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Sponsored Research Divisions

Mathematical Finance Division
Established in October 2007 with sponsorship from Nomura Securities, to conduct mathematical finance research on the social impacts of finance activity, and support the advanced training of outstanding mathematics and finance researchers.

A model based on probability theory is used for research on valuation of uncertain future cash flows, dynamic optimization of economic activity, and decision-making approaches. Research is also directed to developing a more advanced version of the model.

This Division cooperates with the Ito Research Division of Mathematical Analysis(Ito Research Division of Mathematical Analysis) that was concurrently established, supplements the curriculum of Kyoto University students with lectures on mathematical finance and related mathematics. An important element of the research work is participation in international symposia and research presentation meetings about mathematical finance.

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