Hidetoshi Nakagawa

Hidetoshi Nakagawa

Hitotsubashi University - Kunitachi / Japan
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4507529
一橋大学
person_outline Hidetoshi Nakagawa's MOST POPULAR ARTICLES
1-) A Filtering Model on Default RiskH NakagawaJournal of Mathematical Sciences-University of Tokyo 8 (1), 107-142, 2001292001
2-) On surrender and default risksO Le Courtois, H NakagawaMathematical Finance: An International Journal of Mathematics, Statistics …, 2013262013
3-) Modeling of contagious credit events and risk analysis of credit portfoliosS Yamanaka, M Sugihara, H NakagawaAsia-Pacific Financial Markets 19, 43-62, 2012262012
4-) クレジット・リスク・モデル楠岡成雄， 青沼君明， 中川秀敏金融財政事情研究会, 200121*2001
5-) 相互作用型の格付変更強度モデルによる格付変更履歴データの分析中川秀敏日本応用数理学会論文誌 20 (3), 183-202, 201015*2010