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Associate Professor, Graduate School of Business Sciences, University of Tsukuba

Professor Yamada graduated from the Department of Electrical and Electronic Engineering, University of Chiba in 1993.  He received his M.S. in  engineering in 1995 and Ph.D. in engineering in 1998 from Department of Systems Science, Tokyo Institute of Technology.  He specializes in the development of computational tools in finance.  Publications include: Yuji Yamada "Valuation and Hedging of Weather Derivatives on Monthly Average Temperature", forthcoming in The Journal of Risk, Fall 2007; Yuji Yamada "Optimal Design of Wind Derivatives Using Prediction Errors," forthcoming in the JAFEE journal (in Japanese); Yuji Yamada and J.A. Primbs "A New Computational Tool for Analyzing Dynamic Hedging under Transaction Costs", forthcoming in Quantitative Finance; Yuji Yamada, Y. Ohsawa and H. Xueds. Management of Chance and Risk, Asakura Publishing, 2006 (in Japanese); Y. Yamada and S. Hara ''Global Optimization for H-infinity Control with Constant Diagonal scaling'', IEEE Transactions on Automatic Control, vol. 43, no.2, pp. 191/203, 1998.

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