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Jun Maeda

I am in the final year (4th year) of my PhD studies, working 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

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