Masaaki Fujii
Assistant Professor
Graduate School of Economics
The University of Tokyo
Japan
Biography
"Prof/Dr. Masaaki FUJII is currently working as Assistant Professor, Graduate School of Economics , The University of Tokyo, Japan. He has successfully completed his Administrative responsibilities as Professor. His research has included Finance. "
Research Interest
Finance.
Publications
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Fujii M. A polynomial scheme of asymptotic expansion for backward SDEs and option pricing. Quantitative Finance. 2016 Mar 3;16(3):427-45.
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Fujii M, Takahashi A. Collateralized credit default swaps and default dependence: implications for the central counterparties. The Journal of Credit Risk. 2012 Oct 1;8(3):97.
