KUSUOKA, Shigeo
From People - School of Science, The University of Tokyo
楠岡 成雄 (くすおか しげお)
KUSUOKA, Shigeo
| Title | Professor |
|---|---|
| Affiliation | Department of Mathematics, Graduate School of Mathematical Sciences |
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| Room | 259, Graduate School of Mathematical Sciences Bldg. 2F, Komaba Campus |
| TEL | +81-3-5465-8316 48316 (ext.) |
Research Field
Probability Theory, Mathematical Finance
Research Subject
Mathematical Analysis on Statistical Phenomena, Stochastic Analysis, Risk Management, Stochastic Process
Current Research
Currently, my particular research interests are in the following: 1) Study of rational measuring method on market risk 2) Study of numerical computation on prices of European/American derivative in mathematical finance 3) Study of risk hedge from a new perspective 4) Analysis on infinite dimensional spaces
Keywords
Finance, Actuary, Derivative, Malliavin Calculus, Risk, Mathematical Analysis