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カオス展開法を用いた金融派生証券の価格付け
http://hdl.handle.net/10748/00008386
http://hdl.handle.net/10748/00008386381ec317-7388-43a2-aa15-af2508c3aede
名前 / ファイル | ライセンス | アクション |
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funahashi_hideharu_fulltext.pdf (606.1 kB)
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funahashi_hideharu_abstract.pdf (121.7 kB)
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funahashi_hideharu_comments.pdf (257.0 kB)
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Item type | 学位論文 / Thesis or Dissertation(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2016-11-25 | |||||
タイトル | ||||||
言語 | ja | |||||
タイトル | カオス展開法を用いた金融派生証券の価格付け | |||||
言語 | ||||||
言語 | jpn | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Wiener-Itô カオス展開 | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Hermite 多項式 | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | 逐次代入法 | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | 局所ボラティリティ・モデル | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | 確率ボラティリティ・モデル | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | デリバティブ | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_db06 | |||||
資源タイプ | doctoral thesis | |||||
アクセス権 | ||||||
アクセス権 | open access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_abf2 | |||||
著者 |
舟橋, 秀治
× 舟橋, 秀治 |
|||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 首都大学東京, 2015-03-25, 博士(経済), 乙第479号 | |||||
書誌情報 |
p. 1-82, 発行日 2015-03-25 |
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著者版フラグ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
国立国会図書館分類 | ||||||
主題Scheme | NDLC | |||||
主題 | UT51 | |||||
学位名 | ||||||
学位名 | 博士(経済) | |||||
学位授与機関 | ||||||
学位授与機関識別子Scheme | kakenhi | |||||
学位授与機関識別子 | 22604 | |||||
学位授与機関名 | 首都大学東京 | |||||
学位授与年月日 | ||||||
学位授与年月日 | 2015-03-25 | |||||
学位授与番号 | ||||||
学位授与番号 | 乙第479号 |