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Soka University

Thesis by Lecturer Takayuki Sakuma of the Faculty of Economics Published in the Wilmott Magazine

February 08, 2019

A thesis by lecturer Takayuki Sakuma of Soka University's Faculty of Economics titled "Homotopy Analysis Method Applied SABR and XVA" was published in the Wilmott magazine. This professional journal is widely read by qualitative analysts working in financial institutions worldwide such as hedge funds and investment banks. Many of the models introduced in the magazine are actually applied in financial institutions.

Lecturer Sakuma commented, "I am glad that I was able to have Soka University known even just a little within quants through the publication of my paper in the magazine. This April will mark the fourth year of working at Soka University. I will further devote myself to my research and education."

 

The article can be viewed from the link below.