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Nobuhiro Nakamura
Observed name:
Nakamura, Nobuhiro
Institution:
Hitotsubashi University
Observed institution:
Hitotsubashi University
ORCID:
0000-0003-4465-5298
Observed ORCID:
0000-0003-4465-5298
OpenAlex ID:
A5036440546
Works
10
Awards
7
Valuation of Mortgage-Backed Securities Based upon a Structural Approach
2001
·
Nobuhiro Nakamura
·
Asia-Pacific Financial Markets
·
15
PDE-Based Bayesian Inference of CEV Dynamics for Credit Risk in Stock Prices
2023
·
Kensuke Kato
, Nobuhiro Nakamura
·
Asia-Pacific Financial Markets
·
4
Numerical Approach to Asset Pricing Models with Stochastic Differential Utility
2004
·
Nobuhiro Nakamura
·
Asia-Pacific Financial Markets
·
3
Cointegration analysis of hazard rates and CDSs: Applications to pairs trading strategy
2023
·
Kensuke Kato
, Nobuhiro Nakamura
·
Physica A Statistical Mechanics and its Applications
·
2
Dynamic Investment Strategies to Reaction–Diffusion Systems Based upon Stochastic Differential Utilities
2010
·
Akira Kashiwabara
, Nobuhiro Nakamura
·
Asia-Pacific Financial Markets
·
2
Dynamic Relationship between Volatility Risk Premia of Stock and Oil Returns
2023
·
Nobuhiro Nakamura
, Kazuhiko Ohashi
, et al.
·
Journal of risk and financial management
PDF
確率的依存構造をもつコピュラモデル : 統計的推定方法と計量ファイナンスヘの応用
2020
·
Nozawa, Yuki
, Nakamura, Nobuhiro
·
Institutional Repositories DataBase (IRDB)
A Reconsideration of the Historical Development of Funds Statement
2015
·
Nobuhiro Nakamura
Optimal risk transfer and investment policies based upon stochastic differential utilities
2006
·
Nobuhiro Nakamura
·
Asia-Pacific Financial Markets
Optimal Substructure of Asset and Liability in the Multi-factor Economy
2003
·
Nobuhiro Nakamura
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Works count:
10
Citation count:
26
H-index:
3
I10-index:
1
Year
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