معرفی
Masayuki Ikeda serves as Professor at Waseda University with dual appointments in the Faculty of Commerce and Graduate School of Business and Finance. His academic career spans over three decades with significant contributions to financial economics and quantitative finance methodologies.
His educational foundation includes a Doctor of Philosophy from Tokyo Institute of Technology, establishing his expertise in advanced financial modeling and econometric techniques.
Professor Ikeda's research centers on Financial Economics with specialized focus on derivatives pricing under non-normal distributions, asset pricing theory, and disaster risk modeling. His pioneering work on transformed beta distributions for earthquake derivatives and curved-boundary option pricing demonstrates rigorous mathematical innovation applied to real-world financial challenges. He has developed preference-free pricing frameworks that accommodate complex distributional characteristics while maintaining practical applicability in Japanese and global markets.
Analysis of his publication timeline reveals an evolution from foundational work on option pricing (1980s-1990s) toward contemporary applications in disaster risk and long-term investment strategies (2010s). His research consistently bridges theoretical finance with empirical market analysis, showing particular attention to Japan's unique financial landscape and regulatory environment.
He actively leads major research initiatives including the 2019-2022 project on AI technology and big data disclosure systems, which integrates accounting, finance, and information science to develop next-generation capital market frameworks. His earlier 2015-2018 study on disaster impacts on capital markets documented disclosure practices during the Fukushima nuclear crisis and analyzed market reactions to the Great East Japan Earthquake.
As an educator, Professor Ikeda directs multiple graduate seminars in Financial Economics while teaching specialized courses in Asset Pricing and Equity Investments. His 2025 syllabus demonstrates continued commitment to mentoring advanced finance students through research guidance and specialized instruction in both Japanese and English-language programs.
