Professor Takeaki Kariya

Professor: Graduate School of Global Business, Meiji University

Visiting Professor:Institute of Economic Research

[78] Weather Risk Swap Valuation
[77] Valuation of Rental Commercial Retail Properties: Tenant Management and Real Options
[76] A Dynamic Discounted Cash Flow Method for Valuation of an Office Building
[75] A 3-factor Valuation Model for Mortgage-Backed Securities (MBS)
[74] Financial Engineering and the Japanese Financial Innovations -Toward Finanssurance-
[73] Valuation of a Default Swap Option
[72] An Effectiveness of Integrated Portfolio in Bancassurance
[71] Pricing Mortgage-Backed Securities (MBS)
[70] CB-Time Dependent Markov Model for Pricing Convertible Bonds
[67] A new control variate Estimator for an Asian option.

2003 "Generalized Least Squares" Wiley.
2002 Asset Pricing Kluwer Academic Publishers.
1993 Quantitative Methods for Portfolio Analysis Kluwer Academic Publishers.

Derivatives / Financial Engineering (Graduate School of Economics / Graduate School of Informatics, Kyoto University)
(Dec. 12,19 NO LECTURE)
Special Study for Social Informatics (Graduate School of Informatics, Kyoto University)