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Publications
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Fragments of Horror
A new collection of delightfully macabre tales from a master of horror manga. An old wooden mansion that turns on its inhabitants. A dissection class with a most unusual subject. A funeral where the dead are definitely not laid to rest. Ranging from the terrifying to the comedic, from the erotic to the loathsome, these stories showcase Junji Ito’s long-awaited return to the world of horror. -- VIZ Media
東京大学地震研究所彙報
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Dissolving Classroom
A pair of twisted siblings—Yuuma, a young man obsessed with the devil, and Chizumi, the worst little sister in recorded history—cause all sorts of tragic and terrifying things to happen wherever they go. These scary short stories will shock you with a literal interpretation of the ills that plague modern society.
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Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets
The continuous-time portfolio problem consists of finding the optimal investment strategy of an investor. In the classical Merton problem the investor can allocate his funds to a riskless savings account and risky assets. However, to get explicit results, it is assumed that the interest rates are deterministic and that the assets are default free. In this monograph both assumptions are weakened: The author analyzes and solves portfolio problems with stochastic interest rates and with defaultable assets. Besides, he briefly discusses how portfolio problems with foreign assets can be handled. The focus of the monograph is twofold: On the one hand, the economical problems are carefully explaine...
