TAKINO KAZUHIRO

J-GLOBAL         Last updated: Nov 16, 2019 at 17:54
 
Avatar
Name
TAKINO KAZUHIRO
Affiliation
Nagoya University of Commerce and Business
ORCID ID
https://orcid.org/0000-0002-9204-8305

Research Areas

 
 

Misc

 
On Pareto Efficiency in Asset Markets
TAKINO KAZUHIRO
Theoretical Economics Letters   9(7) 2508-2515   Oct 2019   [Refereed]
Valuation of a risk-averse investor under incomplete information
Kazuhiro Takino, Yoshikazu Ishinagi
International Journal of Accounting and Finance   9(1) 68-85   2019   [Refereed]
On the Economic Premium Principle
TAKINO KAZUHIRO
Theoretical Economics Letters   8(3) 514-523   Feb 2018   [Refereed]
An equilibrium pricing for OTC derivatives with non-cash collateralisation
TAKINO KAZUHIRO
International Journal of Financial Markets and Derivatives   6(4)    2018   [Refereed]
AN EQUILIBRIUM MODEL FOR AN OTC DERIVATIVE MARKET UNDER A COUNTERPARTY RISK CONSTRAINT
TAKINO KAZUHIRO
Journal of Financial Management, Markets and Institutions   6(2)    2018   [Refereed]
TAKINO KAZUHIRO
Journal of Commodity Markets   4 41-55   Nov 2016   [Refereed]
An Equilibrium Pricing for OTC Derivatives with Collateralization. Application of Economic Premium Principle
TAKINO KAZUHIRO
The Soka Economic Studies   45    Mar 2016   [Invited]
On Asymptotic Behaviors of Exponential Hedging in the Basis-Risk Model
TAKINO KAZUHIRO
Journal of Mathematical Finance   5 212-231   May 2015   [Refereed]
An Equilibrium Model for the OTC Derivative with the Counterparty Risk via the Credit Charge
TAKINO KAZUHIRO
International Journal of Financial Markets and Derivatives   4(2) 97-121   2015   [Refereed]
An Equilibrium Model for the OTC Derivatives Market with Collateral Agreement
TAKINO KAZUHIRO
JAFEE2014夏季大会予稿集   105-116   Aug 2014
Takino Kazuhiro
NUCB journal of economics and information science   57(1) 175-179   Jul 2012
In this paper, we consider the utility maximization problrem in the incomplete market models and derive the candidate for its dual problem. These arguments have already been given by Chen et al. (2008) or Rogers (2003), we also provide the way to ...
Firm Value from Risk-Averse Decision Maker: An Application of Mathematical Finance To Firm Valuation Problem
TAKINO KAZUHIRO
2nd International Conference on Business and Economics Research Proceedings   1658-1669   Mar 2011   [Refereed]
Takino Kazuhiro
NUCB journal of economics and information science   55(2) 139-149   Mar 2011
This article aims to express the pricing formula of Asian option via utility indifference pricing and examine the effects of the stochastic volatility on the option price. We consider the pricing problem for Asian option under the stochastic volat...
Shiiba Atsushi, Takino Kazuhiro
NUCB journal of economics and information science   54(2) 89-107   Mar 2010

Conference Activities & Talks

 
On Pareto Efficiency in Asset Markets
TAKINO KAZUHIRO
9 Nov 2019   
The impact of non-cash collateralization on the OTC derivatives markets
TAKINO KAZUHIRO
17 Jul 2019   
A Market Making of Derivatives Markets under Non-Cash Collateralization
TAKINO KAZUHIRO
9th Annual Financial Market Liquidity Conference Budapest   15 Nov 2018   
An Equilibrium Model for the OTC Derivatives Market with A Collateral Agreement
TAKINO KAZUHIRO
31 Oct 2015   
An Equilibrium Model for the OTC Derivatives Market with A Collateral Agreement
TAKINO KAZUHIRO
World Risk and Insurance Economics Congress 2015   4 Aug 2015   

Association Memberships