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TAKAHASHI, Akihiko Personal Website
Office E-mail
Faculty of Economics,
The University of Tokyo,
7-3-1 Hongo, Bunkyo-ku, Tokyo, 113-0033
 
 
Brief Biography
1985 March Faculty of Economics, University of Tokyo
1985 April The Industrial Bank of Japan
1995 December Haas School of Business, University of California at Berkeley (Ph.D.)
2000 January Long Term Capital Management
2001 April Associate Professor, Graduate School of Mathematical Sciences, University of Tokyo
2003 April Associate Professor, Graduate School of Economics, University of Tokyo
2007 June Professor, Graduate School of Economics, University of Tokyo
 
Research Field
Finance
 
Research Theme
My research topics include the following:
New computational techniques for numerical problems in finance based on Malliavin calculus and asymptotic distribution theories
New methods for estimation of the term structure of interest rates and mutual funds' investment styles applying filtering methods such as Monte Carlo filter
Practical models for pricing defaultable securities such as convertible bonds.
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