Takuji Arai

Professor of mathematical finance at Department of Economics, Keio University
Office: #530, Faculty Research Building in Mita campus


I have charge of the following lectures:
Title Semester     Language     Materials
Mathematical Analysis 2a Spring     Japanese     Lecture Note (in Japanese)   Exercise (in Japanese)   Assignment (in Japanese)
Introduction to Finance (PCP) Fall     English     Guidance    Exercise 1    Exercise 2    Exercise 3    Assignment
        Outline of Examination    Solutions for Exercise 1    Solutions for Exercise 2    Solutions for Exercise 3   

Research Seminars

I organize, together with my colleagues, Econometrics Workshop held on Tuesdays 16:30-18:00 at classroom #516 in Mita campus. In this workshop, we have also talks on mathematical finance about once a month. Scheduled talks on mathematical finance are Abstracts and more information are available on the web site of the workshop. You can see the list of past seminars.


My research is supported by Scientific Research (C) No.15K04936 and No.18K03422. In addition, Ishii memorial securities research promotion foundation had supported my research until March, 2015.

Academic Activities

Ongoing Research Projects



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