Introduction of the Research Fellows.
Currently professor of Graduate School of Global Business, Meiji University, the president of the Japanese Association of Value Creating ERM. PhD in statistical science (University of Minnesota), Doctor of Science (Kyushu University), and Fellow of the Institute of Mathematical Statistics (IMS).
1985-98 Professor of Hitotsubashi University, 90-91 Visiting professor of University of Chicago, 98-00 Mizuho DL Financial Technology, 00-04 Head of Research Center for Financial Engineering at the Institute of Economic Research, Kyoto University. He was the founding president of the Japanese Association of Financial Econometrics and Engineering (JAFEE), and of the Japanese Association of Real Estate Financial Engineering (JAREFE).
His publications include, among others, Asset Pricing (with R.Liu, Springer), Quantitative Methods for Portfolio Analysis (Springer) and Generalized Least Squares (with H.Kurata, John Wiley)
Mizuho-DL Financial Technology Professor of Financial Engineering at Waseda University Graduate School of Finance, Accounting and Law. Ph.D. in Operations Research from MIT EECS USA.
1990: The Industrial Bank of Japan, Ltd., Financial Engineering Dept., 1996: London Branch, 1999: IBJ-DL Financial Technology Co., Ltd., Director and General Manager of Financial Technology Dept.No.1, and General Manager of Information Technology Dept.
Publications include, "Analytical Financial Engineering: An intuitive and practical approach to solutions for intricate problems" (Kinzai Institute for Financial Affairs, Inc.) and "The Financial Technology Revolution, Not Quite Yet!" (Kinzai Institute for Financial Affairs, Inc., co-author Katsuhito Ohno)
Currently a professor emeritus at the Graduate School of Economics, Nagoya University, a professor of economics at Teikyo University, Doctor of Economics.
1972: joined the Ministry of Finance; 1977: Director of the Aioi Tax Office; 1983: Deputy Budget Examiner(Maritime Self Defense Force), Budget Bureau; 1989: Director, Financial Inspection Department; 1992: Counsellor, Cabinet Secretariat; 1995: Director General of the Shikoku Local Finance Bureau.
Publications include, "Basic Theory of Derivatives" (Nagoya University Press)
Currently Professor of Economics at the Graduate School of Economics, The University of Tokyo.
1985: joined the Industrial Bank of Japan; 1998: Long Term Capital Management; 1999: Associate Professor at the Graduate School of Mathematical Sciences, The University of Tokyo; 2003: Associate professor, Graduate School of Economics (same university); 2007: Professor of the same university.
Publications include, "New computational techniques for numerical problems in finance based on Malliavin calculus and asymptotic expansion approach" (Toyo Keizai Inc.), "On Validity of the Asymptotic Expansion Approach in Contingent Claim Analysis," Annals of Applied Probability, Vol.13, No.3, 914–952, 2003 (with Naoto Kunitomo), "Selection and Performance Analysis of Asia-Pacific Hedge Funds," The Journal of Alternative Investments, Winter, 2007 (with Takeshi Hakamada and Kyo Yamamoto)
