Presentations -
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膜天井事業の経済性分析と最適な意思決定: リアルオプションアプローチを用いた新規ビジネスに関するケーススタディ
FUKUI YutaIMAI Junichi
日本オペレーションズリサーチ学会 2017年春季研究発表会 (沖縄県市町村自治会館) ,
2017.03,Oral presentation (general), 日本オペレーションズリサーチ学会
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プロスペクト確率優越に整合的なリスク尺度 Truncated Expected Shortfall の提案
ONOZAKI SumitoIMAI Junichi
日本オペレーションズリサーチ学会 2017年春季研究発表会 (沖縄県市町村自治会館) ,
2017.03,Oral presentation (general), 日本オペレーションズリサーチ学会
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Assessing Capital Investment Strategy with Convex Adjustment Cost under Ambiguity
TSUJIMURA Motoh今井 潤一
JAROS2016 (中央大学) ,
2016.11,Oral presentation (general), 日本リアルオプション学会
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Real Option: Back to Origin and Heading for New frontier
IMAI Junichi
日本リアルオプション学会 (中央大学) ,
2016.11,Symposium, workshop panel (public), 日本リアルオプション学会
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Enhancement of QMC: severity and tail dimension
IMAI Junichi
Symposium on Risk Assessment (Keio University) ,
2016.09,Symposium, workshop panel (public), Keio University
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Assessing Capital Investment Strategy with Convex Adjustment Cost under Ambiguity
TSUJIMURA Motoh,IMAI Junichi
日本オペレーションズ・リサーチ学会秋季研究発表会 (山形大学＠小白川キャンパス) ,
2016.09,日本オペレーションズ・リサーチ学会
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A Review of Developing Efficient Quasi-Monte Carlo Method
IMAI Junichi
research seminar in department of Statistics and Actuarial Science in University of Waterloo (department of Statistics and Actuarial Science in University of Waterloo) ,
2016.02,Public lecture, seminar, tutorial, course, or other speech, department of Statistics and Actuarial Science in University of Waterloo
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Archimedean Copulas for Random Sums
SUZUKI Yuya, IMAI Junichi
The Quantitative Methods in Finance 2015 Conference,
2015.12,Oral presentation (general)
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Hedging Financial Derivatives in Incomplete Market Using an Approximate Dynamic Programming
IMAI Junichi
Columbia-JAFEE Conference 2015 (Columbia University, US.) ,
2015.10,Oral presentation (general), Columbia University and JAFEE
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An Efficient Numerical Procedure for Financial Engineering Using Quasi-Monte Carlo Method
IMAI Junichi
計量経済学ワークショップ,
2015.04,Public lecture, seminar, tutorial, course, or other speech
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A Simulation-based Stochastic Programming Model for Hedging Financial Derivatives in a Lévy Market
IMAI Junichi
The Quantitative Methods in Finance 2013 Conference (Hilton Hotel, Sydney, Australia) ,
2013.12,Oral presentation (general)
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The Effect of Both Sides Operational Flexibility in Capacity Investment under Uncertainty
Junichi Imai, Motoh Tsujimura
Energy Finance Christmas Workshop (EFC23) (Kyoto University) ,
2013.12,Oral presentation (general)
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Integrated quasi-Monte Carlo methods with dimension reduction and discontinuity realignment
IMAI Junichi
(KTH, Sweden) ,
2013.09,Public lecture, seminar, tutorial, course, or other speech
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A Simulation-based Stochastic Programming Model for Hedging Financial Derivatives in a Lévy Market
IMAI Junichi
JAFEE夏季大会,
2013.08,Oral presentation (general)
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Corporate Financing and Investment Expansion under Asymmetric Information
IMAI Junichi
17th Annual International Conference on Real Options (University of Tokyo, Japan) ,
2013.07,Oral presentation (general)
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A Simulation-based Stochastic Programming Model for Hedging Financial Derivatives in a Lévy Market
IMAI Junichi
17th International Congress on Insurance:Mathematics and Economics (University of Copenhagen, Denmark) ,
2013.07,Oral presentation (general)
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リアルオプション：アプローチの導入から現状の課題まで
IMAI Junichi
リアルオプション・ワークショップ (同志社大学) ,
2013.02,Public lecture, seminar, tutorial, course, or other speech
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リアルオプションの導入とその発展
IMAI Junichi
応用統計計量ワークショップ (東北大学大学) ,
2013.01,Oral presentation (general)
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Time-changed Lévy 過程の下でのアメリカンオプションの評価
杉浦 大輔, 今井潤一
JAFEE2012 夏季大会 (成城大学) ,
2012.08,Oral presentation (general), JAFEE
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システマティック・ファクターを考慮した確率的な回収率の下でのポートフォリオ・クレジット・デリバティブ評価
大谷 祐子, 今井潤一
JAFEE2012 夏季大会 (成城大学) ,
2012.08,Oral presentation (general), JAFEE