MIYAZAKI Koichi

J-GLOBAL         Last updated: Mar 1, 2016 at 08:35
 
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Name
MIYAZAKI Koichi
Degree
D.B.A(University of Tsukuba)

Research Areas

 
 

Academic & Professional Experience

 
 
   
 
The University of Electro-Communications Graduate School of Informatics and Engineering, Faculty of Informatics and Engineering, Department of Informatics
 
 
   
 
Associate Professor, The University of Electro-Communications Faculty of Electro-Communications, Department of Systems Engineering, Faculty of Electro-Communications Department of Systems Engineering
 

Education

 
 
 - 
1997
Graduate School, Division of Business Administration and Economic Policy, University of Tsukuba
 
 
 - 
2000
Graduate School, Division of Business Administration and Economic Policy, University of Tsukuba
 
 
 - 
1990
Faculty of Science and Engineering, Waseda University
 

Misc

 
Panel Data Analysis of JGB Market: Comparison between CIR Model and Vasicek Model
The Journal of Fixed Income   41-50   2001
Model Effects in the Pricing of Credit Spread Options
The 5th JAFEE International Conference, The Japanese Association of Financial Econometric and Engineering   295-314   1999
Market Participants' View in Japan
International Symposium on Business and Industrial Statistics   235-238   2001
Journal of Japan Industrial Management Association   54(4) 282-288   2003
A Rational Pricing Model of Warrant in Corporate Alliance
The 7th JAFEE International Conference   297-311   2005

Books etc

 
Computational Finance and its Applications II
WIT press   2006