Financial Engineering Laboratory

Analyzing stochastic phenomena with mathematics

We come across many stochastic phenomena in our daily lives. For example, we deal with probabilities when betting on lotteries. There is a tool called a stochastic process that handles stochastic phenomena that change as time passes. Banks and other financial institutions use the stochastic process to model stock prices and interest rates to evaluate financial products. Our laboratory uses a mathematical method called stochastic analysis with the aim of understanding the stochastic phenomena.

College of Systems Engineering and Science Department of Mathematical Sciences / Graduate School of Engineering and Science(Master's Program) Systems Engineering and Science / Graduate School of Engineering and Science(Doctor's Program) Functional Control Systems Course
Faculty Name
NAKATSU, Tomonori
Keyword
Stochastic analysis,Mathematical finance

This lab is for this SDG activity:

  • 質の高い教育をみんなに

STUDY FIELDS

  • Mathematics
  • Applied mathematics

FOR SOCIETY

The stochastic theory is an indispensable mathematical tool for financial institutions to evaluate channels of investment to make sound investment decisions. We aim to contribute to society by understanding and solving problems in the financial sector from an academic perspective.

RESEARCH THEMES

  • Research on stochastic analyses and financial engineering
  • Research on probability density functions and greeks

LINKS

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