Ryozo Miura

Field of Study:

Mathematical statistics, Option pricing theory, Analysis for financial data

 Education:

  • B.S. (1969) and M.S. (1971) in Mathematics, Osaka City University
  • Ph. D. in Statistics (1976), University of California, Berkeley

Positions Held:

Miura had research and teaching positions at Universities from 1976 through 1999 and through 2010: Department of Applied Mathematics, Osaka University, Department of Commerce, Osaka City University, and Department of Commerce, Hitotsubashi University. Then he founded a graduate program for quantitative finance at Hitotsubashi university:

  • 1999-2010: Founding Professor, Graduate School of International Corporate Strategy (ICS), Hitotsubashi University. (Professor Emeritus of Hitotsubashi University from the retirement in the year of 2010) and 2010-2012: Specially Appointed Professor,(Half-time employed)
  • 2012-Present: Visiting Research Fellow at Institute of Statistical Mathematics.
  • 2014-Present: Visiting Professor at Graduate School of Economics, Tohoku University, Sendai.

He has also contributed to the academic association of this field:

  • 1992-1998. Founding Vice President of Japanese Association of Financial Econometrics and Engineering.)
  • 2001-2005: President of Japanese Association of Financial Econometrics and Engineering (JAFEE in short)
  • 2000-2004: Chief Editor of Asia-Pacific Financial Markets
  • 2013: JAFEE Prize was awarded for the contribution in Financial Engineering

 

Ryozo Miura teaches Financial Risk and Derivatives subject at our faculty.