CARF:東京大学金融教育研究センター

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J-series

2010 - 2009年 >>

分類番号	タイトル	著者	発表時期
CARF-F-278	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method	Masaaki Fujii, Akihiko Takahashi	2012.04
CARF-F-277	APPLICATION OF THE KUSUOKA APPROXIMATION TO BARRIER OPTIONS	Shigeo Kusuoka, Mariko Ninomiya, Syoiti Ninomiya	2012.03
CARF-F-276	Pricing Multi-Asset Cross Currency Options	Kenichiro Shiraya, Akihiko Takahashi	2012.03
CARF-F-275	Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003	Hiroyuki Kasahara, Katsumi Shimotsu, Michio Suzuki	2012.02
CARF-F-274	SDE WEAK APPROXIMATION LIBRARY (SDE WA) (VERSION 1.0)	Mariko Ninomiya	2012.02
CARF-F-273	A Remark on Approximation of the Solutions to Partial Differential Equations in Finance (Revised in March 2012; Forthcoming in Recent Advances in Financial Engineering 2011)	Akihiko Takahashi, Toshihiro Yamada	2012.02
CARF-F-272	A General Computation Scheme for a High-Order Asymptotic Expansion Method (Revised version of CARF-F-242 (2011); Forthcoming in "International Journal of Theoretical and Applied Finance")	Akihiko Takahashi, Kohta Takehara, Masashi Toda	2012.02
CARF-F-271	An Asymptotic Expansion for Solutions of Cauchy-Dirichlet Problem for Second Order ParabolicPDEs and its Application to Pricing Barrier Options (Revised in April 2012)	Takashi Kato, Akihiko Takahashi, Toshihiro Yamada	2012.02
CARF-F-270	Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility	Masaaki Fujii, Akihiko Takahashi	2012.02
CARF-F-269	Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme (Revised version of CARF-F-248 (2011), Forthcoming in "International Journal of Theoretical and Applied Finance")	Masaaki Fujii, Akihiko Takahashi	2012.01
CARF-F-268	Asset Bubbles and Bailout	Tomohiro Hirano, Noriyuki Yanagawa	2012.01
CARF-F-267	Speculative Attacks with Multiple Targets	Junichi Fujimoto	2011.12
CARF-F-266	The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004	Tsutomu Watanabe, Tomoyoshi Yabu	2011.12
CARF-F-265	Derivative Pricing under Asymmetric and Imperfect Collateralization and CVA (Revised version of CARF-F-240 (2010))	Masaaki Fujii, Akihiko Takahashi	2011.12
CARF-F-264	Currency intervention and the global portfolio balance effect: Japanese and Swiss lessons, 2003-2004 and 2009-2010	Petra Gerlach, Robert N McMauley, Kazuo Ueda	2011.12
CARF-F-263	POWER LAWS IN REAL ESTATE PRICES DURING BUBBLE PERIODS	Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Tsutomu Watanabe	2011.12
CARF-F-262	Temporal and Cross Correlations in Business News	Takayuki Mizuno, Kazumasa Takei, Takaaki Ohnishi, Tsutomu Watanabe	2011.12
CARF-F-261	Price-Based Combinatorial Auction: Connectedness and Representative Valuations	Hitoshi Matsushima	2011.12
CARF-F-260	Clean Valuation Framework for the USD Silo -An implication for the forthcoming Standard Credit Support Annex (SCSA)-	Masaaki Fujii, Akihiko Takahashi	2011.12
CARF-F-259	Japan’s Deleveraging since the 1990s and the Bank of Japan’s Monetary Policy: Some Comparisons with the U.S. Experience since 2007	Kazuo Ueda	2011.12
CARF-F-258	Efficient Combinatorial Exchanges	Hitoshi Matsushima	2011.11
CARF-F-257	ON ADMISSIBLE STRATEGIES IN ROBUST UTILITY MAXIMIZATION (Revised in March 2012, Forthcoming in "Mathematics and Financial Economics")	Keita Owari	2011.10
CARF-F-256	An Asymptotic Expansion with Push-Down of Malliavin Weights (Revised version of CARF-F-194; Forthcoming in "SIAM Journal on Financial Mathematics")	Akihiko Takahashi, Toshihiro Yamada	2011.10
CARF-F-255	Pricing Swaptions under the LIBOR Market Model of Interest Rates with Local-Stochastic Volatility Models (Revised version of CARF-F-214 (2010); Forthcoming in "Wilmott Journal". )	Kenichiro Shiraya, Akihiko Takahashi, Akira Yamazaki	2011.10
CARF-F-254	Japanese Yield Curves In and Out of a Zero Rate Environmnet: A Macro-Finance Perspective (Revised in November 2011)	Junko Koeda	2011.10
CARF-F-253	Bubbles, Banks, and Financial Stability	Kosuke Aoki, Kalin Nikolov	2011.08
CARF-F-252	The Effectiveness of Non-traditional Monetary Policy Measures: The Case of the Bank of Japan	Kazuo Ueda	2011.08
CARF-F-251	Are Japanese Firms Becoming More Independent from Their Banks?: Evidence from the Firm-Level Data of the "Corporate Enterprise Quarterly Statistics," 1994-2009	Yoshiro Miwa	2011.07
CARF-F-250	Interbank Networks in Prewar Japan: Structure and Implications	Tetsuji Okazaki, Michiru Sawada	2011.07
CARF-F-249	On Approximation of the Solutions to Partial Differential Equations in Finance (Revised in March 2012)	Akihiko Takahashi, Toshihiro Yamada	2011.06
CARF-F-248	Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme (Revised as CARF-F-269)	Masaaki Fujii, Akihiko Takahashi	2011.06
CARF-F-247	Democracy and Reforms: Evidence from a New Dataset	Paola Giuliano, Prachi Mishra, Antonio Spilimbergo	2011.05
CARF-F-246	Collateralized CDS and Default Dependence -Implications for the Central Clearing-	Masaaki Fujii, Akihiko Takahashi	2011.04
CARF-F-245	Rebalancing Static Super-Replications (Revised in July 2011)	Akihiko Takahashi, Yukihiro Tsuzuki	2011.04
CARF-F-244	Investment and Ultimatum Games: Experiments	Hitoshi Matsushima, Toshihiko Shima	2011.03
CARF-F-243	Exclusive Dealing Contracts by Distributors	Ryoko Oki, Noriyuki Yanagawa	2011.02
CARF-F-242	A General Computation Scheme for a High-Order Asymptotic Expansion Method (Revised in July 2011; Revised as CARF-F-272)	Akihiko Takahashi, Kohta Takehara, Masashi Toda	2011.02
CARF-F-241	A Study of Financing Behavior of Japanese Firms with Firm-Level Data from Corporate Enterprise Quarterly Statistics - 1994~2009: Introduction and Summary	Yoshiro Miwa	2011.01

2010 - 2009年 >>