Search Results - "TAKAMIZAWA, Hideyuki" :: K.UTB vyhledávací portál | TBU Library Retrieval Portal

An equilibrium model of the term structures of bonds and equities

An equilibrium model of the term structures of bonds and equities

by Takamizawa, Hideyuki
Published in International review of financial analysis (01.11.2022)

Get full text

Journal Article

Predicting Interest Rate Volatility Using Information on the Yield Curve

Predicting Interest Rate Volatility Using Information on the Yield Curve

by Takamizawa, Hideyuki
Published in International review of finance (01.09.2015)

Get full text

Journal Article

A Study on the Effect on Phishing Attack with Systemic Measure

A Study on the Effect on Phishing Attack with Systemic Measure

by ITO, Fumihito, Takamizawa, Hideyuki
Published in Journal for Academic Computing and Networking (25.09.2014)

Get full text

Journal Article

How arbitrage-free is the Nelson–Siegel model under stochastic volatility?

How arbitrage-free is the Nelson–Siegel model under stochastic volatility?

by Takamizawa, Hideyuki
Published in International review of economics & finance (01.05.2022)

Get full text

Journal Article

A term structure model of interest rates with quadratic volatility

A term structure model of interest rates with quadratic volatility

by Takamizawa, Hideyuki
Published in Quantitative finance (03.07.2018)

Get full text

Journal Article

Design of University Members Information Linkage System

Design of University Members Information Linkage System

by TANAKA, Katsuaki, YAMANAKA, Tatsuya, MATSUMURA, Yoshiki, TAKAMIZAWA, Hideyuki
Published in Journal for Academic Computing and Networking (28.09.2015)

Get full text

Journal Article

A Study of Temperature of Server Room in Hitotsubashi University

A Study of Temperature of Server Room in Hitotsubashi University

by ITO, Fumihito, TAKAMIZAWA, Hideyuki, SATO, Ikuya
Published in Journal for Academic Computing and Networking (14.09.2011)

Get full text

Journal Article

Is Nonlinear Drift Implied by the Short End of the Term Structure?

Is Nonlinear Drift Implied by the Short End of the Term Structure?

by Takamizawa, Hideyuki
Published in The Review of financial studies (01.01.2008)

Get full text

Journal Article

Protective Measure for Targeted Cyber Attack Mail

Protective Measure for Targeted Cyber Attack Mail

by ITO, Fumihito, TAKAMIZAWA, Hideyuki, SATO, Ikuya
Published in Journal for Academic Computing and Networking (13.09.2012)

Get full text

Journal Article

A Simple Measure for Examining the Proxy Problem of the Short-Rate

A Simple Measure for Examining the Proxy Problem of the Short-Rate

by Takamizawa, Hideyuki
Published in Asia-Pacific financial markets (01.12.2007)

Get full text

Journal Article

Development of Distance Learning Environment for Student with Developmental Disorders

Development of Distance Learning Environment for Student with Developmental Disorders

by ITO, Fumihito, TAKAMIZAWA, Hideyuki, MARUTA, Noriko, OUCHI, Yuko, TSUTSUI, Izuo, YAMADA, Kenji, SATO, Ikuya
Published in Journal for Academic Computing and Networking (14.09.2011)

Get full text

Journal Article

An Equilibrium Model of Term Structures of Bonds and Equities

An Equilibrium Model of Term Structures of Bonds and Equities

by TAKAMIZAWA, Hideyuki
Published in IDEAS Working Paper Series from RePEc (01.01.2018)

Get full text

Paper

Modeling the term structure of interest rates with general diffusion processes: A moment approximation approach

Modeling the term structure of interest rates with general diffusion processes: A moment approximation approach

by Takamizawa, Hideyuki, Shoji, Isao
Published in Journal of economic dynamics & control (2009)

Get full text

Journal Article

On the accuracy of the local linear approximation for the term structure of interest rates

On the accuracy of the local linear approximation for the term structure of interest rates

by Takamizawa, Hideyuki, Shoji, Isao
Published in Quantitative finance (01.04.2004)

Get full text

Journal Article

Is Nonlinear Drift Implied by the Short End of the Term Structure?

Is Nonlinear Drift Implied by the Short End of the Term Structure?

by Takamizawa, Hideyuki
Published in Review of Financial Studies (2008)

Get more information

Journal Article

Modeling the term structure of interest rates with general short-rate models

Modeling the term structure of interest rates with general short-rate models

by Takamizawa, Hideyuki, Shoji, Isao
Published in Finance and stochastics (01.07.2003)

Get full text

Journal Article

Term Structure Models Can Predict Interest Rate Volatility. But How?

Term Structure Models Can Predict Interest Rate Volatility. But How?

by Takamizawa, Hideyuki
Year of Publication 01.11.2010

Get more information

Paper

An Approximation of European Option Prices under General Diffusion Processes

An Approximation of European Option Prices under General Diffusion Processes

by Takamizawa, Hideyuki
Year of Publication 01.04.2009

Get more information

Paper

Is Nonlinear Drift Implied by the Short-End of the Term Structure?

Is Nonlinear Drift Implied by the Short-End of the Term Structure?

by Takamizawa, Hideyuki
Year of Publication 01.11.2006

Get more information

Paper

Is Nonlinear Drift Implied by the Short-End of the Term Structure?

Is Nonlinear Drift Implied by the Short-End of the Term Structure?

by Takamizawa, Hideyuki
Published in IDEAS Working Paper Series from RePEc (01.01.2006)

Get full text

Paper