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The Global Classroom and the Virtual Financial Market

Research Project

Project/Area Number 08045013
Research Category

Grant-in-Aid for international Scientific Research

Allocation TypeSingle-year Grants
SectionUniversity-to-University Cooperative Research
Research Field Business administration
Research InstitutionAOYAMA GAKUIN UNIVERSITY

Principal Investigator

ITOH Fumio  Aoyama Gakuin University, School of International Politics, Economics and Business, Professor, 国際政治経済学部, 教授 (20082729)

Co-Investigator(Kenkyū-buntansha) HORIUCHI Masahiro  Aoyama Gakuin University, School of International Politics, Economics and Business, Professor, 国際政治経済学部, 教授 (80114891)
TAKAMORI Hiroshi  Aoyama Gakuin University, School of International Politics, Economics and Business, Professor, 国際政治経済学部, 教授 (30082671)
MOROI Katsunosuke  Aoyama Gakuin University, School of International Politics, Economics and Business. Professor, 国際政治経済学部, 教授 (80012102)
SHIMIZU Yasushi  Aoyama Gakuin University, School of International Politics, Economics and Business, Lecturer, 国際政治経済学部, 講師 (60286226)
NAKAZATO Munenori  Aoyama Gakuin University, School of International Politics, Economics and Business, Associate Professor, 国際政治経済学部, 助教授 (90207754)
O'BRIEN John  カーネギーメロン大学, 産業大学院, 教授
SRIVASTAVA S  カーネギーメロン大学, 産業大学院, 教授
JOHN Obrien  カーネギーメロン大学, 産業大学院, 教授
SANJAY Sriva  カーネギーメロン大学, 産業大学院, 教授
Project Period (FY) 1996 – 1998
Project Status Completed (Fiscal Year 1998)
Budget Amount *help
¥7,200,000 (Direct Cost: ¥7,200,000)
Fiscal Year 1998: ¥2,300,000 (Direct Cost: ¥2,300,000)
Fiscal Year 1997: ¥2,400,000 (Direct Cost: ¥2,400,000)
Fiscal Year 1996: ¥2,500,000 (Direct Cost: ¥2,500,000)
KeywordsVirtual Financial Market / Global Classroom / International Finance / Malaltimedia / Financial Asset Management / International Joint Class / Multipoint Tele-coference / International Capital Market Analysis / 多地点テレビ会議 / ファイナンス / 遠隔授業 / 証券取引 / 金融資産取引 / 国際キャンパス間授業 / 合同遠隔セミナー / テレビ会議システム / インターネット / マルチメディア教育
Research Abstract

The financial circles, the world over, are undergoing an extensive change under the pressure of liberalization and globalization. We are also witnessing a fast technological progress along with many innovative financial products such as derivatives constantly being developed and introduced in the market.
Under these new developments, a realization for the needs to jointly explore the frontier in financial knowledge has been shared among our colleague institutions beyond the national border. Especially, the awareness of the great opportunity of harnessing the recent advancement in information technology prompted us to envision an international joint research and educational project in Finance. Such a joint project is to be supported by forming a network of institutions diversely located in the Pacific Asian countries. The network would allow us to share valuable and unique resources in developing some innovative programs such as a virtual financial market in the Internet space.
Graduate S … More chool of International Politics, Economics and Business (GSIPEB), Aoyama Gakuin University, has been taking the initiative to promote the international joint class of "Financial Analysis and Security Trading (FAST)" with the Graduate School of Industrial Administration (GSIA). Carnegie Mellon University. In this undertaking, the two distant class rooms in Aoyama and Carnegie campuses were united via tele-conferencing system and the computer systems in the two campuses were also connected to perform experiments in the virtual financial market.
Professor Sang-Koo Nam, Graduate School of Business Administration, Korea University and Professor Lim Kian-Guan, Graduate School of Business, National University of Singapore, have been the two important members in this project and played a significant part in advancing our joint research programs. The both scholars share with us the recognition of the great opportunity for cooperative programs in Finance among Asian institutions. Such a cooperative effort will facilitate an accelerated development of the emerging economies and markets in the region. Less

Report

(4 results)
  • 1998 Annual Research Report   Final Research Report Summary
  • 1997 Annual Research Report
  • 1996 Annual Research Report
  • Research Products

    (49 results)

All Other

All Publications (49 results)

  • [Publications] 諸井勝之助: "ファイナンスの国際化と研究・教育"青山学院大学総合研究所国際政治経済研究センター研究叢書. 第7号. 1-51 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] 高森 寛他: "情報化・国際化の進展と研究・教育の革新"青山学院大学総合研究所国際政治経済研究センター研究叢書. 第7号. 53-110 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] 中里宗敬: "Computational Finance"青山学院大学総合研究所国際政治経済研究センター研究叢書. 第7号. 111-124 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Sanjay Srivastava: "Computational Finance-An Emerging Educational Frontier"The Proceedings of the 4^<th> JAFEE International Conference. 149-165 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] 堀内正博他: "情報リテラシー教科書"共立出版. (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] 堀内正博他: "産能大学出版部"電子会議革命. (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Fumio Itoh: "The Global Classroom and Networking in Higher Education(English)"(1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Katsunosuke Moroi: "Research and Education in Finance in the era of Globalization (Japanese)"(1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Hiroshi Takamori and Masahiro Horiuchi: "Opportunities for Innovation in Finance in the era of Information and Globasization-Some New Attempts and Challenge(Japanese)"(1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Munenori Nakasato: "Computational Finance(Japanese)"(1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] The 2ィイD1ndィエD1 Global Classroom Conference. (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] The 3ィイD1ndィエD1 Global Classroom Conference. (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Hiroshi Takamori: "The Bond Market Efficiency and the Price Evaluation(Japanese)"(1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Hiroshi Takamori: "Financial Futures and Portfolio Risk Management(Japanese)"(1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Hiroshi Takamori: "A Framework for Creative Resolution of Conflicts-Meta Game and Drama Theory(Japanese)"(1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Hiroshi Takamori and Yasushi Shimizu: "Some Theoretical Frameworks for the Estimation of the Bond Market Yield Curve (English)"(1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Yasushi Shimizu: "Portfolio Selection with Spread Sheet (Japanese)"(1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Yasushi Shimizu: "A Evaluation of Jpanese Government Bond Futures Market Efficiency and the Term Structure of Interest Rates(Japanese)"(1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Sumihiro Takeda: "Exact Moments analysis of the GMM estimator for parameters of term structure of interest rate models (English)"(1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Toshihiko Tanaka: "Risk Management and Option Writing Project (Japanese)"(1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Kjetil Storesletten, Chris I. Telmer, and Amir Yaron: "Asset Pricing with Idiosyncratic Risk and Overlapping generations (English)"(1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Kjetil Storesletten, Chris I. Telmer, and Amir Yaron: "Cosumption and Risk Sharing over the Life Cycle (English)"(1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] David Backus, Silverio Foresi,and Chris Telmer: "Affine Models of Currency Pricing Accounting for the Forward Premium Anomaly (English)"(1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] David Backus, Silverio Foresi,and Chris Telmer: "Discrete-Time Models of Bond Pricing (English)"(1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Lim Kian-Guan and Zhang Zhe: "An Analytical Approach to Pricing American Options (English)"(1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Sang-Koo Nam, Kyung Suh Park, and Yu Kyung Kim: "Study of Capital Markets in Korea (English)"(1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Sang-koo Nam, Seung-Doo Choi: "On Short-run performance of privatization IPOs (Englich)"(1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] David K. Backus, Mario J. Crucini and Chris I. Telmer: "International Price Dispersion in the G7(English)"(1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] 諸井勝之助: "ファイナンスの国際化と研究・教育" 青山学院大学総合研究所国際政治経済研究センター研究叢書. 第7号. 1-51 (1997)

    • Related Report
      1998 Annual Research Report
  • [Publications] 高森 寛他: "情報化・国際化の進展と研究・教育の革新" 青山学院大学総合研究所国際政治経済研究センター研究叢書. 第7号. 53-110 (1997)

    • Related Report
      1998 Annual Research Report
  • [Publications] 中里宗敬: "Computational Finance" 青山学院大学総合研究所国際政治経済研究センター研究叢書. 第7号. 111-124 (1997)

    • Related Report
      1998 Annual Research Report
  • [Publications] Sanjay Srivastava: "Computational Finance-An Emerging Educational Frontier" The Proceedings of the 4^<th> JAFEE International Conference. 149-165 (1997)

    • Related Report
      1998 Annual Research Report
  • [Publications] 堀内正博他: "情報リテラシー教科書" 共立出版, (1997)

    • Related Report
      1998 Annual Research Report
  • [Publications] 堀内正博他: "産能大学出版部" 電子会議革命, (1997)

    • Related Report
      1998 Annual Research Report
  • [Publications] 諸井 勝之助: "ファイナンスの国際化と研究・教育" 青山学院大学総合研究所国際政治経済研究センター研究叢書. 第7号. 1-51 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] 高森 寛・堀内 正博: "情報化・国際化の進展と研究・教育の革新" 青山学院大学総合研究所国際政治経済研究センター研究叢書. 第7号. 53-110 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] 中里 宗敬: "Computational Finance" 青山学院大学総合研究所国際政治経済研究センター研究叢書. 第7号. 111-124 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] Sanjay Srivastava: "Computational Finance-An Emerging Educational Frontier" The Proceedings of the 4^<th> JAFEE International Conference. 149-165 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] 堀内, 中里, 清水: "情報リテラシー教科書" 共立出版, (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] 堀内 正博, 石川 昭: "産能大学出版部" 電子会議,

    • Related Report
      1997 Annual Research Report
  • [Publications] 高森寛 堀内正博: "情報化・国際化の進展と研究・教育の革新" 青山学院大学総合研究所 国際政治経済研究センター研究叢書 第7号. 第7号. 53-90 (1997)

    • Related Report
      1996 Annual Research Report
  • [Publications] 高森寛: "債券市場の効率性と価格形成" 青山学院大学総合研究所 国際政治経済研究センター研究叢書. 第7号.

    • Related Report
      1996 Annual Research Report
  • [Publications] 堀内正博他1名: "ソ-ク.フロー管理システムの有効性" オペレーションズリサーチ. V.41 N.10. 559-568 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] 堀内正博: "事例研究:インターネットを活用した国際キャンパス間合同授業" 日本私立大学連盟1996年度専門研修(教育研究支援)報告書. 1. (1997)

    • Related Report
      1996 Annual Research Report
  • [Publications] John O'brien: "Rationality of the Price Formation Process and Bias in Analysts' Earnings Forcasts" Gractuate School of Industrial Administration Working papers Series No. 1997-31, Carnegie Mellon University. 1997, 31. (1997)

    • Related Report
      1996 Annual Research Report
  • [Publications] John O'brien: "Adding and Subtracting Gaps Equals Increased Value" International Finance and Treasury. 3. (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] 堀内正博他2名: "産能大学出版" 電子会議革命, 164 (1997)

    • Related Report
      1996 Annual Research Report
  • [Publications] 堀内正博、中里宗敬、清水康司、他1名: "共立出版" 情報リテラシー教科書, 212 (1997)

    • Related Report
      1996 Annual Research Report
  • [Publications] John O'brien: "Warren Gorham and Lamont Publishers" "Accounting for JIT : Acycle Time Based approach" in Emweging Pactices Cost Management, Eait, B. Brinker, (1996)

    • Related Report
      1996 Annual Research Report

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Published: 1996-04-01   Modified: 2016-04-21  

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