Faculty of Commerce, Graduate School of Business and Finance

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Concurrent Post 【 display / non-display

  • Faculty of Commerce   Graduate School of Commerce

Degree 【 display / non-display

  • 博士


Research Areas 【 display / non-display

  • Applied mathematics and statistics

  • Basic mathematics

Papers 【 display / non-display

  • 金融工学フロンティア

    NODE1 金融財政事情研究会    2000.04

  • Determination of the adequate capital for default protection under the one-factor Gaussian term structure model

    Journal of Banking & Finance    2000  [Refereed]

  • The distributional Little's law and its applications "jointly worked"

    D. Bertsimas

    Operations Research    1995  [Refereed]

  • Transient and busy period analysis for the GI/G/1 queue; The method of stages "jointly worked"

    D. Bertsimas

    Queuing Systems : Theory and Applications    1992

  • Transient and busy period analysis of the GI/G/1 queue as a Hilbert factorization problem "jointly worked"

    J. Keilson, D. Bertsimas, H. Zhang

    Journal of Applied Probability    1991  [Refereed]

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Books and Other Publications 【 display / non-display

  • プロフェッショナル金融解析

    金融財政事情研究会  2002.05


Syllabus 【 display / non-display

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