Concepedia
Statistics
Publications
4
Citations
135
H-Index
Active since
2000
Affiliations
Kyoto University(Current)
Tokyo Metropolitan University
Yukio Muromachi is an author at Kyoto University specializing in business, finance, and economics.
Publications per year
2000–2007
Credit Events and the Valuation of Credit Derivatives of Basket Type
Masaaki Kijima, Yukio Muromachi · Review of Derivatives Research · 2000 · 43 citations
Business, Business Economics, Finance +16
Pricing Equity Swaps in a Stochastic Interest Rate Economy
Masaaki Kijima, Yukio Muromachi · The Journal of Derivatives · 2001 · 36 citations
Business, Economics, Finance +15
Evaluation of credit risk of a portfolio with stochastic interest rate and default processes
Masaaki Kijima, Yukio Muromachi · The Journal of Risk · 2000 · 33 citations
Business, Finance, Risk Management +17
An extension of the Wang transform derived from Bühlmann’s economic premium principle for insurance risk
Masaaki Kijima, Yukio Muromachi · Insurance Mathematics and Economics · 2007 · 23 citations
Business, Economics, Insurance +13
1–4 of 4