JCF 18.3 Authors
The Journal of Computational Finance
Volume 18, Issue 3
Masaaki Kijima is a Professor of Financial Engineering at Tokyo Metropolitan University. He received PhD from the Simon business school, University of Rochester in 1986. Since then, he has held multiple professorships with the leading economic and mathematical departments, including Tokyo Institute of Technology and Kyoto University. He is the author of two books entitled "Markov Processes for Stochastic Modeling" in 1997 and "Stochastic Processes with Applications to Finance" in 2013, both published from Chapman & Hall, London. He has published more than 100 papers in international journals specializing applied probability and financial engineering.