Profile
Professor Ikeda was graduated from University of Tokyo with B.A. in Economics, and received Ph.D. from Tokyo Institute of Technology. Prior to joining Waseda University, he worked for Tohoku University, Aoyama Gakuin University, and Hitotsubashi University. Dr. Ikeda has published articles and books mainly in the field of financial economics as well as financial engineering.
Selected Publications
＜Journal Articles＞
”Price/Earnings Ratios with Reciprocal Ownership,” Financial Analysts Journal, 48, 1992.
”Pricing Options with Curved Boundaries, ” Mathematical Finance, 2, 1992.(joint with N.Kunitomo)
”Default Premiums and Quality Spread Differential in a Stochastic Interest Rate Economy, ” Advances in Futures and Options Research, 8, 1995.
“Equilibrium Preference Free Pricing of Derivatives under the Generalized Beta Distributions,” Review of Derivatives Research, 13, 2010.
＜Books＞
Option Valuation and Theory of Corporate Finance (in Japanese), 2000, University of Tokyo Press.
Foundations for Financial Economics (in Japanese), 2000, Asakura Shoten.
Long-term Investment: Theory and Practice (in Japanese), 2019, University of Tokyo Press. (joint with T. Adachi)
Fundamentals of Investments (in Japanese), 2019, Yuhikaku. (joint with N. Kishimoto)
Courses in Charge
Equity Investments (MSc in Finance)
Asset Pricing (MSc in Finance)
Financial Economics Workshop (MSc in Finance)
Equity Investments (Evening MBA)
Asset Pricing (Evening MBA)
Financial Economics Workshop (Evening MBA)
