SSRN logo
Public User
Advanced Search

Daisuke Yoshikawa

Hokkai-Gakuen University

Lecturer

4-1-40, Asahi-machi, Toyohira-ku

Sapporo-shi

Hokkai-do, 062-8605

Japan

  • Hokkai-Gakuen University

SCHOLARLY PAPERS

6

DOWNLOADS

402

CITATIONS

2

Scholarly Papers (6)

Actions:
Email selected abstracts
1.

An Equilibrium Approach to Indifference Pricing

In: M. Kijima, Y. Muromachi and T. Shibata (Eds.), Recent Advances in Financial Engineering, World Scientific, pp.29-56, (2016), with corrections and additional topics, as the title "An equilibrium approach to indifference pricing with model uncertainty".
Number of pages: 16 Posted: 11 Mar 2010 Last Revised: 07 Apr 2016
Mark Davis and Daisuke Yoshikawa
Imperial College London and Hokkai-Gakuen University
Downloads 113 (184,658)
Citation 2

Abstract:

Indifference Pricing, Equilibrium

2.

A Note on Utility-Based Pricing

Mathematics and Financial Economics, Vol. 9, No. 3, 2015
Number of pages: 7 Posted: 05 Aug 2010 Last Revised: 29 Jul 2015
Mark Davis and Daisuke Yoshikawa
Imperial College London and Hokkai-Gakuen University
Downloads 103 (170,886)

Abstract:

utility-based pricing, utility indifference pricing, equilibrium, exponential utility

3.

A Note on Utility-Based Pricing in Models with Transaction Costs

Mathematics and Financial Economics, Vol. 9, No. 3, 2015
Number of pages: 12 Posted: 30 Mar 2012 Last Revised: 29 Jul 2015
Mark Davis and Daisuke Yoshikawa
Imperial College London and Hokkai-Gakuen University
Downloads 71 (220,205)

Abstract:

equilibrium, transaction costs, indifference pricing, utility-based price

4.

Analyzing Equilibrium in Incomplete Markets with Model Uncertainty

Downloads 35 (373,244)

Analyzing Equilibrium in Incomplete Markets with Model Uncertainty

Number of pages: 29 Posted: 27 Jul 2015
Daisuke Yoshikawa
Hokkai-Gakuen University
Downloads 35 (381,664)

Abstract:

Utility indifference pricing, Utility-based pricing, Partial equilibrium, Model uncertainty, Maxmin expected utility

Analyzing Equilibrium in Incomplete Markets with Model Uncertainty

International Review of Finance, Vol. 17, Issue 2, pp. 235-262, 2017
Number of pages: 28 Posted: 03 Jun 2017
Daisuke Yoshikawa
Hokkai-Gakuen University
Downloads 0

Abstract:

5.

An Extension of CreditGrades Model Approach with Levy Processes

Quantitative Finance, Vol. 11, No. 12, 2011
Posted: 15 Nov 2008 Last Revised: 27 Nov 2011
Takaaki Ozeki, Yuji Umezawa, Akira Yamazaki and Daisuke Yoshikawa
Mizuho-DL Financial Technology Co., Ltd., Mizuho-DL Financial Technology Co., Ltd., Hosei University - Graduate School of Business Administration and Hokkai-Gakuen University

Abstract:

CreditGrades Model, Levy Process, Equity Option, Credit Default Swap, Wiener-Hopf Factorization

6.

Valuation of Residential Mortgage-Backed Securities with Proportional Hazard Model: Cumulant Expansion Approach to Pricing RMBS

Journal of Fixed Income, Vol. 18, No. 4, 2009
Posted: 12 Nov 2008 Last Revised: 16 Mar 2010
Takaaki Ozeki, Yuji Umezawa, Akira Yamazaki and Daisuke Yoshikawa
Mizuho-DL Financial Technology Co., Ltd., Mizuho-DL Financial Technology Co., Ltd., Hosei University - Graduate School of Business Administration and Hokkai-Gakuen University

Abstract:

Residential Mortgage-Backed Security, Prepayment Risk, Proportional Hazard Model, Cumulant Expansion

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.265 seconds

Relx Group logo