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Suzuki Lab
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The lab gives financial problems a mathematical framework using stochastic analysis.
AboutAbout the lab
Solving financial problems with the calculus of random phenomena.
The Suzuki Lab studies mathematical finance, which gives problems in finance a mathematical framework and shows how to solve them.
To model uncertainty in financial markets, stochastic analysis, the "calculus" of random phenomena, is indispensable.
In particular, using Malliavin calculus for stochastic processes with jumps, the lab works on optimal investment theory in incomplete markets, the pricing of financial products, and the term structure of interest rates.
The university's researcher information also states that the professor is engaged in financial econometrics and in research on quantum walks and their correspondence with zeta functions.
Key terms
- Stochastic analysis
- The "calculus" of random phenomena, which treats Brownian motion and similar processes mathematically
- Malliavin calculus
- A theory within stochastic analysis. This lab applies it to stochastic processes with jumps
- Term structure of interest rates
- A representation of how interest rates differ depending on the length of the period for which money is lent or borrowed
ResearchResearch themes
This lab studies mathematical finance, which gives problems in finance a mathematical framework and provides ways to solve them. To model uncertainty in financial markets, it uses stochastic analysis, which treats Brownian motion and similar processes mathematically.
View More ↗MembersFaculty
- Associate ProfessorRyoichi Suzuki
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