IKEDA, Masayuki

J-GLOBAL         Last updated: Nov 6, 2019 at 03:24
 
Avatar
Name
IKEDA, Masayuki
Affiliation
Waseda University
Section
Faculty of Commerce Graduate School of Business and Finance
Job title
Professor
Degree
Doctor of Philosophy(Tokyo Institute of Technology)
Research funding number
20222903

Research Interests

 
 

Research Areas

 
 

Published Papers

 
Valuation of Earthquake Derivatives Using Transformed Beta Distributions
Masayuki Ikeda
Waseda Institute for Business and Finance, Working Paper WBF-18-001      Mar 2018
Optimal Consumption and Investment Decisions with Recursive Utility in the Long-run
Masayuki Ikeda and Tomohiko Adachi
   Mar 2017
Masayuki Ikeda
Review of Derivatives Research   Vol. 13 297-332   2010
Equilibrium Preference Free Pricing of Derivatives under Generalized Beta Distributions with Six Parameters
Masayuki Ikeda
Waseda University Institute of Finance, WIF-08-001      Feb 2008
Risk Shifting Incentive of the Firm when its Value is Correlated with Interest Rates
Masayuki Ikeda
Waseda University Institute of Finance, WIFS-05-01      2005

Books etc

 
Asset Pricing
Masayuki Ikeda (Part:Contributor)
Apr 2016   
『金融工学と証券市場の計量分析』
池田昌幸、津田博史
東洋経済新報社   Aug 2006   ISBN:4-492-71171-6
『リスクマネジメント』
池田昌幸、三浦良造他
共立出版   Mar 2004   
『金融工学と資本市場の計量分析』
高橋一、池田昌幸
東洋経済新報社   May 2003   ISBN:4-492-71161-9
Optimal Asset Substitution and Agency Costs of Debt
Masayuki Ikeda
『ファイナンスのグローバル化に係わる先端的金融テクノロジーの開発研究』 青山学院大学   2002