Imai, Junichi
Faculty of Science and Technology Dept. Industrial and Systems Engineering Professor
Graduate School of Science and Technology School of Informatics, Management, and Human Sciences Curriculum of Industrial and Systems Engineering Professor
Research Overview
We focus on developing efficient computational methods in finance, especially Monte Carlo and quasi-Monte Carlo methods. These methods are used to price complex financial derivatives and to control financial risk. We are also interested in the real option approach that helps management obtain the optimal investment decisions under uncertainty.
Specialty
Financial Engineering, Computational Finance, Real Option Analysis, Risk Management
Thesis Guide Qualification
Thesis Guide Qualification in the Graduate School of Science and Technology
Master/Doctor