Daisuke Nakazato

Professor Nakazato received a Ph.D. from MIT in computer science. Before joining WASEDA University, he worked for the Mizuho Bank, former IBJ (the Industrial Bank of Japan), as a senior executive scientist and a financial engineer. Through a project with Goldman Sachs and the first assignment with IBJ, he jointly worked with Dr. Fischer Black and Dr. Robert Letterman. The second assignment in charge of a project, was responsible for hiring Dr. Myron Scholes as a consultant. Also served as the leader of the Japanese representatives to the BIS (Basel Committee on Banking Supervision) credit committee. At WASEDA University, he has taught derivatives modeling, mathematical finance, credit modeling and incomplete markets, the foundation of interest rate derivatives and credit risk, financial engineering and risk management, and computational finance laboratory.