Presentations
Imai, Junichi
101-120 items (total 171)
システマティック・ファクターを考慮した確率的な回収率の下でのポートフォリオ・クレジット・デリバティブ評価
- Speaker
- 大谷 祐子, 今井潤一
- Conference Title
- [Conference Category Domestic presentation] Dates 2012.08.03 - 2012.08.03
- Organizer
- JAFEE
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
実質次元減少法によるQMCを用いたポートフォリオのリスク指標の推定
- Speaker
- 鈴木 悠也, 今井潤一
- Conference Title
- [Conference Category Domestic presentation] Dates 2012.08.03 - 2012.08.03
- Organizer
- JAFEE
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Hedging Guaranteed Annuity Options under non-Gaussian Market and Interest Rate Risks
- Speaker
- Junichi Imai, Masanori Hatashita, Yasuhiro Kanako
- Conference Title
- [Conference Category International presentation] Conference Title 16th International Congress on Insurance:Mathematics and Economics(IME2012)（Venue University of Hong Kong, China） Organizer Insurance:Mathematics and Economics Dates 2012.06.28 - 2012.06.28
- Organizer
- Insurance:Mathematics and Economics
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
レジームスイッチする金利のもとでの生命保険負債の経済価値評価
- Speaker
- 青木 一真, 今井潤一
- Conference Title
- [Conference Category Domestic presentation] Dates 2012.03.12 - 2012.03.12
- Organizer
- JAFEE
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
裾従属情報を考慮した分布境界によるポートフォリオリスクの評価
- Speaker
- 宗 邦生, 今井潤一
- Conference Title
- [Conference Category Domestic presentation] Dates 2012.03.12 - 2012.03.12
- Organizer
- JAFEE
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Optimal Cash Holdings with Dynamic Capital Structure
- Speaker
- 寺本慧翔, 今井潤一
- Conference Title
- [Conference Category Domestic presentation] Dates 2011.11.06 - 2011.11.06
- Organizer
- 日本リアルオプション学会
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Quasi-Monte Carlo method for simulating multi-dimensional Le'vy process
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category International presentation] Conference Title The Annual Conference of Asia-Pacific Risk and Insurance Association(APRIA)（Venue Meiji University, JAPAN） Organizer Asia-Pacific Risk and Insurance Association Dates 2011.08.02 - 2011.08.02
- Organizer
- Asia-Pacific Risk and Insurance Association
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Pricing exotic options with discontinuous functions using efficient quasi-Monte Carlo sampling
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category International presentation] Conference Title 15th International Congress on Insurance:Mathematics and Economics(IME2011)（Venue University of Trieste, ITALY） Organizer Insurance:Mathematics and Economics Dates 2011.06.15 - 2011.06.15
- Organizer
- Insurance:Mathematics and Economics
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Dimension Reduction Methods in Pricing Exotic Options under a Levy Market
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2011.04.20 - 2011.04.20
- Presentation Format
- Domestic presentation
- Conference Category
- Oral presentation (general)
リアルオプション：不確実性下の戦略的 意思決定の可能性
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2011.01.27 - 2011.01.27
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
フランチャイズビジネスにおける最適契約-商品の廃棄を考慮したロイヤルティ形態の比較-
- Speaker
- Yuya Kawachi
- Conference Title
- [Conference Category Domestic presentation] Dates 2010.11.14 - 2010.11.14
- Organizer
- 日本リアルオプション学会
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
システミックリスクを考慮したＣＤＯのリスク評価―日本企業のＣＤＳデータを用いた実証分析
- Speaker
- Taiji Oka
- Conference Title
- [Conference Category Domestic presentation] Dates 2010.10.02 - 2010.10.02
- Organizer
- 日本保険・年金リスク学会(JARIP）
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Quasi-Monte Carlo method for Levy processes via serires representations
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2010.07.30 - 2010.07.30
- Organizer
- JAFEE
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
システミックリスクを考慮したCDOのリスク評価
- Speaker
- Taiji Oka
- Conference Title
- [Conference Category Domestic presentation] Dates 2010.07.30 - 2010.07.30
- Organizer
- JAFEE
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
A numerical comparizon of dimension reduction methods to simulating exotic options under a Levy market
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category International presentation] Conference Title 14th International Congress on Insurance:Mathematics and Economics（Venue University of Toronto） Organizer Insurance:Mathematics and Economics Dates 2010.06.18 - 2010.06.18
- Organizer
- Insurance:Mathematics and Economics
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Monte Carlo method for infinitely divisible random vectors and Levy process via series representations
- Speaker
- Junichi Imai and Reiichiro Kawai
- Conference Title
- [Conference Category International presentation] Conference Title WatRISQ Seminar（Venue University of Waterloo） Organizer WatRISQ, University of Waterloo Dates 2009.09.08 - 2009.09.08
- Organizer
- WatRISQ, University of Waterloo
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
A Generalized Linear Transformation Method for Simulating Meixner Levy Processes
- Speaker
- Junichi Imai and Ken Seng Tan
- Conference Title
- [Conference Category International presentation] Conference Title The 2009 International Conference of Financial Engineering（Venue London, U.K） Organizer International Association of Engineers Dates 2009.07.02 - 2009.07.02
- Organizer
- International Association of Engineers
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
The Innovator's Dilemma Under Customer Preferences Uncertainty
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category International presentation] Conference Title International Annual Real Options Conference 2009（Venue Minho, Portugal and Santiago, Spain） Organizer ROG Dates 2009.06.19 - 2009.06.19
- Organizer
- ROG
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
準モンテカルロ法を利用したLe'vy 過程のシミュレーション
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2009.03.31 - 2009.03.31
- Organizer
- OR学会
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
準モンテカルロ法の高速化技法：一般化線形変換による分散減少法と一般化双曲レヴィ分布への適用
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2009.02.05 - 2009.02.05
- Organizer
- 日本銀行金融研究所
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)