4. Economy
  5. Quantitative Finance
  6. Computational Finance

Takahiro Tsuchiya

Economy – Quantitative Finance – Computational Finance

Scientist

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A Heat Kernel Approach to Interest Rate Models

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Defaultable Bonds via HKA

Economy – Quantitative Finance – Computational Finance
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What is the natural scale for a Lévy process in modelling term structure of interest rates?

Mathematics – Probability
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