Graduate School of International Corporate Strategy
NAKAGAWA Hidetoshi
  • Curriculum Vitae
  • Research Results
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AffiliationGraduate School of International Corporate Strategy
PositionAssociate Professor
NameNAKAGAWA Hidetoshi
Year of Birth1972
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Educational Background

Academic Degrees
Degree: Ph.D. (The University of Tokyo)
Method: Coursework
Year: 2000
Degree: Master of Mathematical Sciences (The University of Tokyo)
Method: Coursework
Year: 1997
Graduate School
The University of Tokyo
Graduate School, Division of Mathematical Sciences
Course: Master's
Completion Category: 1997 (Completed)
The University of Tokyo
Graduate School, Division of Mathematical Sciences
Course: Doctor
Completion Category: 2000 (Completed)
University, etc.
The University of Tokyo
Faculty of Science
Completion Status: 1995 (Graduated)

Research Field

Research Field
Research Field: Quantification of Financial Risk, Financial Engineering, Mathematical Finance
Keywords: Quantification of Financial Risk, Mathematical Finance, Financial Engineering
Category: Social systems engineering/Safety system (2201), Foundations of mathematics/Applied mathematics (4705)
Research Theme
Research Theme: Modeling and analysis of financial event risk such as credit event risk, prepayment risk and surrender risk
Keywords: credit risk,self-exciting/mutually exciting intensity model,Valuation of credit derivatives,Surrender risk

Career (Professional)

2000.04-2003.01 Research Dept. Researcher, MTB Investment Technology Institute Co., Ltd. (at present, Mitsubishi UFJ Trust Investment Technology Institute)
2003.02-2005.03 Associate Professor, Center for Research in Advanced Financial Technology, Tokyo Institute of Technolgy
2005.04-2007.03 Associate Professor, Graduate School of Innovation Management, Tokyo Institute of Technolgy
2007.04-2008.03 Associate Professor, Graduate School of Innovation Management, Tokyo Institute of Technolgy
2008.04- Associate Professor, Graduate School of International Corporate Strategy, Hitotsubashi University

Academic Society Affiliations

NOInstitute NamePositionYear
1.The Japanese Association of Financial Economics & Engineering2008-
2.The Japanese Society for Mathematical Economics2009-2013
3.The Japanese Society for Mathematical Economics2017-
4.The Japanese Association of Risk, Insurance and Pension
5.Thr Operations Research Society of Japan
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