Jun Maeda
I finished my studies in 2018. I worked on research under the supervision of Professor Saul D. Jacka.
My main interest lies in the field of financial mathematics, focusing on financial modelings from traders' perspectives.
I also have interests in:
(nonlinear) partial differential equations, stochastic control, differential geometry, and numerical analysis.
I obtained my master's degree from the Graduate School of Informatics at Kyoto University.
Preprints
[3] Evaluation of the Rate of Convergence in the PIA (with S. D. Jacka) [arXiv: 1709.06466]
[2] Modeling Technical Analysis (with S. D. Jacka) [arXiv: 1707.05253]
[1] A Market Driver Volatility Model via Policy Improvement Algorithm (with S. D. Jacka) [arXiv:1612.00780]
Talks
Tokyo Finance Forum @ Tokyo, January 2019
6th Mathematical Finance Seminar Camp @ Tokyo, November 2018
10th World Congress of Bachelier Finance Society @ Dublin, July 2018
4th Young Researchers Meeting on BSDEs, Nonlinear Expectations and Mathematical Finance @ Shanghai, April 2018
MMDS Seminar @ Osaka University, 20th April 2018
[2], Quantitative Methods in Finance Conference (QMF 2017) @ Sydney, 12th-15th December 2017
A Trader's Volatility Model, Mathematical Finance and Related Fields 2017 @ Osaka, November 30th - December 1st, 2017
[1], SIAM Conference on Control & Its Applications @ Pittsburgh, 10th -12th July 2017
Modeling Technical Analysis, 4th Young Finance Scholars' Conference @ Sussex, 12th-13th June 2017
A Trader's Volatility Model, Young Researchers' Meeting @ Warwick, 9th May 2017
[1], The 5th Asian Quantitative Finance Conference @ KAIST, 24th-26th April 2017
A Stochastic Volatility Model with a Focus on Autocallables, SF@W Seminar, 20th November 2015
Derivatives in Practice: From a Trader's Point of View, SF@W Seminar, 28th November 2014
Posters
[1], Conference on Stochastic Control, Ambiguity and Games @ Leeds, 4th-5th Septermber 2017
[1], SIAM-LMS Conference on Mathematical Modelling in Finance @ Imperial, 31st August - 2nd September 2017
Conferences/Workshops Attended
Workshop on Stochastic Control & Related Issues (Kansai) 30th - 31st March 2018
Workshop on Mathematical Finance and Related Fields (Osaka) 13th - 16th March 2018
RIMS Workshop on Financial Modeling and Analysis (Kyoto) 13th - 15th November 2017
Jim Gatheral's 60th Birthday Conference (Courant) 13th -15th October 2017
Numerical Analysis for PDEs (Warwick) 3rd - 7th April 2017
Stochastic PDEs: Analysis and Computation (Warwick) 27th - 31th March 2017
Geometric PDE (Warwick) 12th-16th December 2016
Stochastic Analysis of Dynamical Systems, Stochastic Control and Games (Leeds) 24th - 26th October, 2016
Topics in SDEs and Their Link to (S)PDEs (Leeds) 19th September, 2016
Statistics for Differential Equations Driven by Rough Paths (Warwick) 7th - 9th September, 2016
Modern Topics in Nonlinear PDE and Geometric Analysis (Reading) 4th - 8th July, 2016
Probabilistic Models - From Discrete to Continuous (Warwick) 29th March 2016 - 2nd April, 2016
SPA2015 (Oxford) 13th-17th July, 2015
51st Gregynog Statistical Conference (Gregynog) 17th -19th April, 2015
Limit Theorems in Probability (Imperial) 23rd - 26th March, 2015
Teaching
2016/2017: ST111/ST112 Probability A&B (Teaching Assistant)
: ST339 Introduction to Mathematical Finance (Teaching Assistant)
2015/2016: ST111/ST112 Probability A&B (Teaching Assistant)
2014/2015: ST111/ST112 Probability A&B (Teaching Assistant)