Concepedia
Statistics
Publications
7
Citations
272
H-Index
Active since
2009
Affiliations
Japan University of Economics(Current)
The University of Tokyo
Taisei (Japan)
Development Bank of Japan
Yasufumi Shimada is an author at Japan University of Economics specializing in financial economics, finance, and collateral management.
Publications per year
2009–2011
A Note on Construction of Multiple Swap Curves with and without Collateral
Masaaki Fujii, Yasufumi Shimada, Akihiko Takahashi · SSRN Electronic Journal · 2010 · 65 citations · Full text
Business, Finance, Banking +8
A Market Model of Interest Rates With Dynamic Basis Spreads in the Presence of Collateral and Multiple Currencies
Masaaki Fujii, Yasufumi Shimada, Akihiko Takahashi · Wilmott · 2011 · 58 citations
Business, Economics, Finance +17
Masaaki Fujii, Yasufumi Shimada, Akihiko Takahashi · RePEc: Research Papers in Economics · 2009 · 47 citations · Full text
A Market Model of Interest Rates with Dynamic Basis Spreads in the Presence of Collateral and Multiple Currencies
Masaaki Fujii, Yasufumi Shimada, Akihiko Takahashi · SSRN Electronic Journal · 2009 · 45 citations · Full text
Collateral Posting and Choice of Collateral Currency - Implications for Derivative Pricing and Risk Management
Masaaki Fujii, Yasufumi Shimada, Akihiko Takahashi · SSRN Electronic Journal · 2010 · 23 citations · Full text
Business, Finance, Asset Pricing +15
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