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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)

Email:

J.Maeda "at mark" warwick.ac.uk

Office:

Zeeman Building D0.06

  CV