Graduate School of Advanced Mathematical Sciences

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Financial Time Series Mathematics
information flow Social Sciences
Low Frequency Mathematics
Market Microstructure Mathematics
Jump Mathematics
Financial Crisis Mathematics
Swap Mathematics
Discrete-time Mathematics

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Profiles

No photo of Yoko Tanokura
20032016

Research Output 2003 2016

  • 2 Conference contribution
  • 2 Article
  • 1 Chapter
  • 1 Conference article

Measuring Credit Risk of Individual Corporate Bonds in US Energy Sector

Kariya, T., Tanokura, Y., Takada, H. & Yamamura, Y., 1 Sep 2016, In : Asia-Pacific Financial Markets. 23, 3, p. 229-262 34 p.

Research output: Contribution to journalArticle

Credit risk
Corporate bonds
Energy sector
Credit
Investors

Credit Risk Analysis on Euro Government Bonds-Term Structures of Default Probabilities

Kariya, T., Yamamura, Y., Tanokura, Y. & Wang, Z., 1 Nov 2015, In : Asia-Pacific Financial Markets. 22, 4, p. 397-427 31 p.

Research output: Contribution to journalArticle

Open Access
Credit risk
Government bonds
Term structure
Risk analysis
Probability of default

Constructing a credit default swap index and detecting the impact of the financial crisis

Tanokura, Y., Tsuda, H., Sato, S. & Kitagawa, G., 1 Jan 2012, Economic Time Series: Modeling and Seasonality. CRC Press, p. 359-380 22 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Financial Crisis
Swap
Date
Modeling
Mixture of Distributions