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PRESTO
2007

Yumiharu NAKANO

Papers

author(s) Yumiharu Nakano
title Partial hedigng for defaultable claims
journal Advances in Mathematical Economics., 14 (2011), 127--145.
author(s) Yumiharu Nakano
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)
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Oral presentations

presenter(s) Yumiharu Nakano
title Optimal Hedging for Defaultable Claims
meeting Topics on Leading-edge Numerical Proceedings and Models (2010/2/16)
presenter(s) Yumiharu Nakano
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
title Quantile hedging for defaultable claims
meeting KIER-TMU International Workshop on Financial Engineering 2009 (2009/8/3)
presenter(s) Yumiharu Nakano
title Optimal dynamic risk diversification and insurance pricing
meeting CMAP Seminar, Ecole Polytechnique (2008/1/14)
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Publications

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Awards

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