{"published":"2015-11-24 22:02:09","width":"100%","description":"\u4fe1\u7528\u30ea\u30b9\u30af\u30e2\u30c7\u30eb\u306b\u306f\u3069\u3093\u306a\u3082\u306e\u304c\u3042\u308b\u304b\u77e5\u308a\u305f\u3044 \u3053\u306e\u30c9\u30ad\u30e5\u30e1\u30f3\u30c8\u306f\u3044\u308d\u3044\u308d\u8f09\u3063\u3066\u3044\u305d\u3046\uff1f http://ms.mcmaster.ca/~grasselli/Credittext2011.pdf\u6700\u521d\u304b\u3089\u8aad\u3093\u3067\u307f\u308b\u3068\u3001 \u5b9a\u7fa9 1. zero-coupon bond \u3092\u300c\u4fdd\u6709\u3057\u3066\u3044\u308b\u3068\u6e80\u671f \u306b1\u30c9\u30eb\u304c\u652f\u6255\u308f\u308c\u308b\u50b5\u5238\u300d\u3068\u3059\u308b\u3002\u30c7\u30d5\u30a9\u30eb\u30c8\u30ea\u30b9\u30af\u306e\u306a\u3044\u6e80\u671f \u306e zero-coupon bond \u306e\u4fa1\u683c\u3092 \u3068\u304b\u304f\uff08\uff09\u3002\u4eee\u5b9a 1. \u4efb\u610f\u306e\u6e80\u671f \u306e\u50b5\u5238\u306b\u5bfe\u3057\u3066\u5e02\u5834\u306f\u7406\u60f3\u7684\uff08\u53d6\u5f15\u30b3\u30b9\u30c8\u304c\u306a\u304f\u3001\u58f2\u5024\u3068\u8cb7\u5024\u306b\u30b9\u30d7\u30ec\u30c3\u30c9\u304c\u306a\u304f\u3001\u5c0f\u3055\u306a\u53d6\u5f15\u306f\u5e02\u5834\u306b\u5f71\u97ff\u305b\u305a\u3001\u3069\u3093\u306a\u5c0f\u3055\u306a\u5358\u4f4d\u3067\u3082\u53d6\u5f15\u304c\u53ef\u80fd\u3067\u3001etc.\uff09\u3067\u3001\u88c1\u5b9a\u6a5f\u4f1a\u306f\u5b58\u5728\u3057\u2026","blog_title":"\u30af\u30c3\u30ad\u30fc\u306e\u65e5\u8a18","provider_name":"Hatena Blog","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fcookie-box.hatenablog.com%2Fentry%2F2015%2F11%2F24%2F220209\" title=\"\u96d1\u8a18 - \u30af\u30c3\u30ad\u30fc\u306e\u65e5\u8a18\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","author_url":"https://blog.hatena.ne.jp/cookie-box/","type":"rich","image_url":"https://blog.st-hatena.com/images/theme/og-image-1500.png","url":"https://cookie-box.hatenablog.com/entry/2015/11/24/220209","title":"\u96d1\u8a18","version":"1.0","categories":["\u96d1\u8a18"],"provider_url":"https://hatena.blog","height":"190","author_name":"cookie-box","blog_url":"https://cookie-box.hatenablog.com/"}