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About
Regular biography
Masaaki FUJII is an Associate Professor in the Department of ECON at the Graduate School of Economics, The University of Tokyo. His research focuses on non-linear financial problems, particularly the application of mean field game theory to understand non-linearity in finance. He has published extensively on topics such as equilibrium pricing, collateralization, and stochastic differential equations. His work includes contributions to financial engineering and mathematical finance, with a focus on probabilistic approaches and their implications for asset pricing and risk management.