Masaaki Kijima
Professor of Finance
Tokyo Metropolitan University
Masaaki Kijima is a Professor of Finance at Graduate School of Social Sciences, Tokyo
Metropolitan University (TMU) since 2006. Before joining TMU, he was a Professor of Financial
Engineering at Graduate School of Economics, Kyoto University.
He graduated from the Department of Information Sciences, Tokyo Institute of Technology in
1980, and received a Ph.D. in Business Administration from the William E. Simon Graduate
School of Business Administration, University of Rochester, in 1986. He returned to Tokyo
Institute of Technology to become an Assistant Professor in 1986 and started his research career
of applied probability and finance.
He is the author of two books, “Markov Processes for Stochastic Modeling” in 1997 and
“Stochastic Processes with Applications to Finance” in 2002, both published by Chapman & Hall,
London. He has published more than 100 research papers in international journals specializing in
applied probability and mathematical finance. He is currently an Associate Editor of the SIAM
Journal on Financial Mathematics.