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Associate Professor Website
FUJII, Masaaki Personal Website
Office E-mail
Faculty of Economics,
The University of Tokyo,
7-3-1 Hongo, Bunkyo-ku, Tokyo, 113-0033
mfujii at e.u-tokyo.ac.jp
Please replace "at" with@
 
Brief Biography
1999 March Department of Physics, The University of Tokyo, B.Sc.
2004 March Department of Physics, Graduate School of Science, The University of Tokyo, Ph.D. (Science)
2004 April Morgan Stanley Securities, Co., Ltd. Fixed Income Division
2009 April Graduate School of Economics, The University of Tokyo
2011 April Assistant Professor, Center for Advanced Research in Finance (CARF), Graduate School of Economics,
The University of Tokyo
2013 March Assistant Professor, Graduate School of Economics, The University of Tokyo, Ph.D. (Economics)
2018 August Associate Professor, Graduate School of Economics, The University of Tokyo
 
Research Field
Finance
 
Research Theme
My major research interest is to understand various non-linearity in finance,  for which the traditional techniques of financial engineering are not applicable. In recent years, I have been working on BSDEs (Backward Stochastic Differential Equations) and their applications, as a promising tool.
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