Presentations
Imai, Junichi
81-100 items (total 171)
Valuing the Acquisition of a New Business under Ambiguity: A Case Study in Japan
- Speaker
- IMAI JunichiFUKUI Yuta
- Conference Title
- [Conference Category International presentation] Conference Title 21st Annual International Conference Organizer International Conference on Real Options Dates 2017.06.30 - 2017.06.30
- Organizer
- International Conference on Real Options
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Optimal Investment under L évy Ambiguity
- Speaker
- IMAI JunichiTSUJIMURA Motoh
- Conference Title
- [Conference Category International presentation] Conference Title 21st Annual International Conference（Venue Boston, MA, USA） Organizer Annual International Conference on Real Options Dates 2017.06.30 - 2017.06.30
- Organizer
- Annual International Conference on Real Options
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
近似動的計画法を用いたマーケットインパクト影響下での最適執行戦略の導出，マーケットファクターがCDSスプレッドの変動の分布に与える影響の分析
- Speaker
- NIIYA Ippei IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2017.03.17 - 2017.03.17
- Organizer
- 日本オペレーションズリサーチ学会
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
膜天井事業の経済性分析と最適な意思決定: リアルオプションアプローチを用いた新規ビジネスに関するケーススタディ
- Speaker
- FUKUI YutaIMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2017.03.17 - 2017.03.17
- Organizer
- 日本オペレーションズリサーチ学会
- Invitation Status
- With
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Optimal Investment under L évy Ambiguity，日本オペレーションズリサーチ学会，2017年春季研究発表会，沖縄県市町村自治会館，2017年3月17日
- Speaker
- IMAI JunichiTSUJIMURA Motoh
- Conference Title
- [Conference Category Domestic presentation] Dates 2017.03.17 - 2017.03.17
- Organizer
- 日本オペレーションズリサーチ学会
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
マーケットファクターがCDSスプレッドの変動の分布に与える影響の分析
- Speaker
- IKEDA KojiIMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2017.03.17 - 2017.03.17
- Organizer
- 日本オペレーションズリサーチ学会
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
プロスペクト確率優越に整合的なリスク尺度 Truncated Expected Shortfall の提案
- Speaker
- ONOZAKI SumitoIMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2017.03.16 - 2017.03.16
- Organizer
- 日本オペレーションズリサーチ学会
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Assessing Capital Investment Strategy with Convex Adjustment Cost under Ambiguity
- Speaker
- TSUJIMURA Motoh今井 潤一
- Conference Title
- Dates 2016.11.20 - 2016.11.20
- Organizer
- 日本リアルオプション学会
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Real Option: Back to Origin and Heading for New frontier
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2016.11.19 - 2016.11.19
- Organizer
- 日本リアルオプション学会
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Symposium, workshop panel (public)
Enhancement of QMC: severity and tail dimension
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category International presentation] Conference Title Symposium on Risk Assessment（Venue Keio University） Organizer Keio University Dates 2016.09.21 - 2016.09.21
- Organizer
- Keio University
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Symposium, workshop panel (public)
Assessing Capital Investment Strategy with Convex Adjustment Cost under Ambiguity
- Speaker
- TSUJIMURA Motoh,IMAI Junichi
- Conference Title
- Dates 2016.09.15 - 2016.09.15
- Organizer
- 日本オペレーションズ・リサーチ学会
- Language of Publication
- Japanese
A Review of Developing Efficient Quasi-Monte Carlo Method
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category International presentation] Conference Title research seminar in department of Statistics and Actuarial Science in University of Waterloo（Venue department of Statistics and Actuarial Science in University of Waterloo） Organizer department of Statistics and Actuarial Science in University of Waterloo Dates 2016.02.19 - 2016.02.19
- Organizer
- department of Statistics and Actuarial Science in University of Waterloo
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Public lecture, seminar, tutorial, course, or other speech
Archimedean Copulas for Random Sums
- Speaker
- SUZUKI Yuya, IMAI Junichi
- Conference Title
- [Conference Category International presentation] Conference Title The Quantitative Methods in Finance 2015 Conference Dates 2015.12.16 - 2015.12.16
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Hedging Financial Derivatives in Incomplete Market Using an Approximate Dynamic Programming
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category International presentation] Conference Title Columbia-JAFEE Conference 2015（Venue Columbia University, US.） Organizer Columbia University and JAFEE Dates 2015.10.03 - 2015.10.03
- Organizer
- Columbia University and JAFEE
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
An Efficient Numerical Procedure for Financial Engineering Using Quasi-Monte Carlo Method
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2015.04.28 - 2015.04.28
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Public lecture, seminar, tutorial, course, or other speech
Corporate Financing and Investment Expansion under Asymmetric Information
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category International presentation] Conference Title 17th Annual International Conference on Real Options（Venue University of Tokyo, Japan） Dates 2013.07.26 - 2013.07.26
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
A Simulation-based Stochastic Programming Model for Hedging Financial Derivatives in a Lévy Market
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category International presentation] Conference Title 17th International Congress on Insurance:Mathematics and Economics（Venue University of Copenhagen, Denmark） Dates 2013.07.01 - 2013.07.01
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
リアルオプション：アプローチの導入から現状の課題まで
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2013.02.21 - 2013.02.21
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Public lecture, seminar, tutorial, course, or other speech
リアルオプションの導入とその発展
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2013.01.17 - 2013.01.17
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Time-changed Lévy 過程の下でのアメリカンオプションの評価
- Speaker
- 杉浦 大輔, 今井潤一
- Conference Title
- [Conference Category Domestic presentation] Dates 2012.08.04 - 2012.08.04
- Organizer
- JAFEE
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)