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An implementation of the HJM model with application to Japanese interest futures

Kamizono, Kenji - In: Financial engineering and the Japanese markets 3 (1996) 2, pp. 151-170

Persistent link: https://www.econbiz.de/10001204401

Comment on "Why fintech is not changing Japanese banking"

Nakatsuma, Teruo - In: Asian economic policy review : AEPR 17 (2022) 2, pp. 313-314

Persistent link: https://www.econbiz.de/10013326996

Weather risk swap valuation

Kariya, Takeaki - In: Managerial finance 37 (2011) 11, pp. 995-1010

Persistent link: https://www.econbiz.de/10009388910

Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment - Empirical Study in the Japanese Stock Market

Saito, Taiga - 2017

In this study, we investigate ordering patterns of different types of market participants in Tokyo Stock Exchange (TSE) by examining order records of the listed stocks. Firstly, we categorize the virtual servers in the trading system of TSE, each of which is linked to a single trading...

Persistent link: https://www.econbiz.de/10012953423

Trading and ordering patterns of market participants in high frequency trading environment : empirical study in the Japanese stock market

Saito, Taiga; Adachi, Takanori; Nakatsuma, Teruo; … - In: Asia-Pacific financial markets 25 (2018) 3, pp. 179-220

Persistent link: https://www.econbiz.de/10012033008

Hierarchical Bayesian hedonic regression analysis of Japanese rice wine : price is right?

Saito, Wakuo; Nakatsuma, Teruo - 2021

Persistent link: https://www.econbiz.de/10012654219

Hierarchical Bayesian hedonic regression analysis of Japanese rice wine : is the price right?

Saito, Wakuo; Nakatsuma, Teruo - In: International journal of wine business research 35 (2023) 2, pp. 256-277

Persistent link: https://www.econbiz.de/10014335848

Weather risk swap valuation

Kariya, Takeaki - In: Managerial Finance 37 (2011) October, pp. 995-1010

Purpose – In June of 2001, Tokyo Electric Power Company (TEPCO) and Tokyo Gas Supply Company (TGSC) made a zero-cost risk swap contract on the average temperature of August and September of 2001 in Tokyo for their adverse situations. This is an exchange of two options on the average...

Persistent link: https://www.econbiz.de/10010814868

Weather risk swap valuation

Kariya, Takeaki - In: Managerial Finance 37 (2011) 11, pp. 995-1010

Purpose – In June of 2001, Tokyo Electric Power Company (TEPCO) and Tokyo Gas Supply Company (TGSC) made a zero‐cost risk swap contract on the average temperature of August and September of 2001 in Tokyo for their adverse situations. This is an exchange of two options on the average...

Persistent link: https://www.econbiz.de/10014940202

CB: time dependent Markov model for pricing convertible bonds

Kariya, Takeaki; Tsuda, Hiroshi - In: Asia-Pacific financial markets 7 (2000) 3, pp. 239-259

Persistent link: https://www.econbiz.de/10001508546