| Co-Investigator(Kenkyū-buntansha) |
SAWAKI Katsushige 南山大学, ビジネス研究科, 教授 (80065482)
INOUE Akihiko 広島大学, 理学研究科, 教授 (50168431)
SUZUKI Teruyoshi 北海道大学, 経済学研究科, 教授 (90360891)
TSUJIMURA Motoo 同志社大学, 商学部, 准教授 (40335328)
SUZUKI Atsuo 名城大学, 都市情報学部, 准教授 (60513702)
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| Budget Amount *help |
¥45,760,000 (Direct Cost: ¥35,200,000、Indirect Cost: ¥10,560,000)
Fiscal Year 2012: ¥8,710,000 (Direct Cost: ¥6,700,000、Indirect Cost: ¥2,010,000)
Fiscal Year 2011: ¥8,190,000 (Direct Cost: ¥6,300,000、Indirect Cost: ¥1,890,000)
Fiscal Year 2010: ¥8,190,000 (Direct Cost: ¥6,300,000、Indirect Cost: ¥1,890,000)
Fiscal Year 2009: ¥8,190,000 (Direct Cost: ¥6,300,000、Indirect Cost: ¥1,890,000)
Fiscal Year 2008: ¥12,480,000 (Direct Cost: ¥9,600,000、Indirect Cost: ¥2,880,000)
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| Research Abstract |
The basic concept of this research is called “OR-oriented finance,” which reconstructs financial modeling from the view point of decision making in Operations Research. Under this concept, we have developed various mathematical models on (1) valuing options; (2) valuing structured bonds; (3) pure mathematical finance; (4) valuation in corporate finance; and (5) real options.
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