Home >> PRESTO Publications >> Yumiharu NAKANO
- Zin ARAI
- Hitoshi ARAI
- Takashi SAKAJO
- Hiroshi SUITO
- Dan TANAKA
- Kaori NAGATOU
- Yumiharu NAKANO
- Masaharu NAGAYAMA
- Katsuhiro NISHINARI
- Ichiro HASUO
- Kazuhisa MAKINO
- Nakahiro YOSHIDA
Yumiharu NAKANO
Papers
author(s) | Yumiharu Nakano |
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title | Partial hedigng for defaultable claims |
journal | Advances in Mathematical Economics., 14 (2011), 127--145. |
author(s) | Yumiharu Nakano |
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title | Quantile hedging for defaultable claims |
journal | Recent Advances in Financial Engineering: Proceedings of the KIER-TMU International Workshop on Financial Engineering 2009, World Scientific, 2010, 219--230. (2010/6/30) |
Oral presentations
presenter(s) | Yumiharu Nakano |
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title | Optimal Hedging for Defaultable Claims |
meeting | Topics on Leading-edge Numerical Proceedings and Models (2010/2/16) |
presenter(s) | Yumiharu Nakano |
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title | Quantile hedging for defaultable claims |
meeting | "Workshop on Mathematical Economics, 2009", Keio University, 2009.11.13-15. (2009/11/15) |
presenter(s) | Yumiharu Nakano |
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title | Quantile hedging for defaultable claims |
meeting | KIER-TMU International Workshop on Financial Engineering 2009 (2009/8/3) |
presenter(s) | Yumiharu Nakano |
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title | Optimal dynamic risk diversification and insurance pricing |
meeting | CMAP Seminar, Ecole Polytechnique (2008/1/14) |