Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Market price of risk Business & Economics
LIBOR market model Business & Economics
Simulation Business & Economics
Interest rates Business & Economics
HJM model Business & Economics
Bond yields Business & Economics
Market price Business & Economics
Interest rate risk Business & Economics

Research Output 1983 2017

Correlations between the Market Price of Interest Rate Risk and Bond Yields

Yasuoka, T. 2017 Jun 1 In : Journal of Reviews on Global Economics. 6, p. 208 217 p.

Research output: Research - peer-reviewArticle

Open Access
Interest rate risk
Bond yields
Market price
Market price of risk
Risk management
Open Access
Interest rates
Simulation
Market price of risk
Risk management

L2-theoretical study of the relation between the LIBOR market model and the HJM model

Yasuoka, T. 2013 In : Journal of Math-for-Industry. 5, 2013A-2, p. 11 16 p.

Research output: Research - peer-reviewArticle

Open Access
LIBOR market model
HJM model
Term structure models
Bond prices

Libor market model under the real-world measure

Yasuoka, T. 2013 Jun In : International Journal of Theoretical and Applied Finance. 16, 4, 1350024

Research output: Research - peer-reviewArticle

LIBOR market model
Simulation
Market price of risk
Deflators
Bond prices

Activities 1994 2017

  • 5 Publication peer-review
  • 3 Invited talk
  • 2 Editorial activity

Journal of Reviews on Global Economics (Journal)

Yasuoka, T. (Reviewer)
2017 Jul

Activity: Publication peer-review

International Journal of Finance and Banking Research (Journal)

Yasuoka, T. (Reviewer)
2017 Jun

Activity: Publication peer-review

SCIREA Journal of Economics (Journal)

Yasuoka, T. (Member of editorial board)
2017 Mar 2 → …

Activity: Editorial activity

International Journal of Finance and Banking Research (Journal)

Yasuoka, T. (Member of editorial board)
2016 Mar 32018 Mar 31

Activity: Editorial activity

International Journal of Theoretical and Applied Finance (Journal)

Yasuoka, T. (Reviewer)
2016 Oct 1

Activity: Publication peer-review