Yuji Yamada

Professor of Financial Engineering


Faculty of Business Sciences


YAMADA Yuji received an undergraduate degree in Engineering from University of Chiba in 1993, a Master’s degree and PhD in Engineering from Tokyo Institute of Technology in 1995 and 1998, respectively. In 2002, he joined the University of Tsukuba, where he is currently a Professor of Faculty of Business Sciences. Prior to University of Tsukuba, he served as a postdoctoral scholar at Control and Dynamical Systems, Caltech, from 1998 to 2001.

At the University of Tsukuba, he teaches courses in Mathematical Finance and Financial Engineering. His research interests are in computational finance, financial econometrics, corporate finance, real option problems, electricity markets and weather derivatives, optimal/robust controls and numerical optimization.

Research Area

  • Financial Engineering
  • Investment Science
  • Electricity Markets and Weather Derivatives


  • Financial Engineering (Master's Program in Business Administration)
  • Investment Science (Master's Program in Business Administration)
  • Advanced Topics in Financial Engineering (Doctoral Program in Business Administration)
  • Special Topics in Quantitative Finance (Doctoral Program in Business Administration)

Research Achievement




Contact Information


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