Work Experience

Professor at the School of Interdisciplinary Mathematical Sciences, Meiji University since April 2026. Prior to this, he served as Professor at the Graduate School of Economics, University of Tokyo, from 2007 to March 2026. In 1999, he began his academic career as Associate Professor at the Graduate School of Mathematical Sciences, University of Tokyo, later moving to the Graduate School of Economics in 2003. Before entering academia, he held positions at the Industrial Bank of Japan and Long Term Capital Management.

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Education新着情報

Graduated from the Faculty of Economics, University of Tokyo. Received his Ph.D. from the Haas School of Business, University of California at Berkeley.

Research Themes新着情報

His research topics include the following:

• Investment strategies in finance
• Computational techniques for numerical problems in finance based on Malliavin calculus and asymptotic expansion methods
• Estimation and prediction for the term structure of interest rates and equity returns, applying filtering methods and diffustion models
• Practical models for pricing corporate securities.