Toshinao Yoshiba

Model Risk and Its Control

Toshiyasu Kato, Toshinao Yoshiba, 2000 .

Market Price Analysis and Risk Management for Convertible Bonds

Nobuyuki Oda, Toshinao Yoshiba, Fuminobu Ohtake, 1999 .

On the Validity of Value-at-Risk: Comparative Analyses with Expected Shortfall

Toshinao Yoshiba, Yasuhiro Yamai, Toshinao Yoshiba, 2002 .

Comparative analyses of expected shortfall and value-at-risk under market stress 1

Toshinao Yoshiba, Yasuhiro Yamai, Toshinao Yoshiba, 2002 .

Analytical Solution for Expected Loss of a Collateralized Loan: A Square-root Intensity Process Negatively Correlated with Collateral Value

Toshinao Yoshiba, Satoshi Yamashita, 2013 .

Comparative Analyses of Expected Shortfall and Value-at-Risk (3): Their Validity under Market Stress

Toshinao Yoshiba, Yasuhiro Yamai, Toshinao Yoshiba, 2002 .