{"author_url":"https://blog.hatena.ne.jp/syou6162/","description":"\u7b2c\u4e94\u56de\u3001\u7b2c\u516d\u56de\u306f\u50d5\u304c\u62c5\u5f53\u306e\u7b87\u6240\u3002Chapter4\u306eInterest Rates\u306e\u3068\u3053\u308d\u3092\u3084\u3063\u3066\u307e\u3059\u3002\u5148\u3005\u9031*1\u306f \u91d1\u5229\u306e\u7a2e\u985e \u9023\u7d9a\u8907\u5229\u306e\u5c0e\u5165 Zero Rates \u50b5\u5238\u306epricing\u306e\u65b9\u6cd5 Duration&Convexity \u306a\u3069\u3092\u3084\u3063\u3066\u3044\u304d\u307e\u3057\u305f\u3002\u4eca\u9031\u306f\u3001\u30b9\u30e9\u30a4\u30c9\u306e16\u679a\u76ee\u306eForward Rates\u306e\u4ed8\u8fd1\u304b\u3089\u3002 forward rates forward rates\u306f\u73fe\u5728\u306e\u5229\u5b50\u7387\u306e\u671f\u9593\u69cb\u9020\u306e\u610f\u5473\u3092\u542b\u3080\u5c06\u6765\u306ezero rate\u3067\u3042\u308b \u3093\u3093? \u4e16\u306e\u4e2d\u306b\u5b58\u5728\u3059\u308b\u91d1\u5229\u306f\u3001\u5fc5\u305a\u300c\u30b9\u30dd\u30c3\u30c8\u30ec\u30fc\u30c8\u300d\u304b\u300c\u30d5\u30a9\u30ef\u30fc\u30c9\u30ec\u30fc\u30c8\u300d\u304b\u306e\u3069\u3061\u3089\u304b\u306b\u5206\u985e\u3055\u308c\u308b\u3002\u30d5\u30a9\u30ef\u30fc\u30c9\u30ec\u30fc\u30c8\u306f\u3001\u5c06\u6765\u306e\u4e8c\u3064\u306e\u6642\u70b9\u306e\u9593\u306b\u9069\u7528\u3055\u308c\u308b\u91d1\u2026","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fwww.yasuhisay.info%2Fentry%2F20081021%2F1222870598\" title=\"Options, Futures, and Other Derivatives\u52c9\u5f37\u4f1a\u7b2c\u516d\u56de\u4e88\u7fd2 - yasuhisa&#39;s blog\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","url":"https://www.yasuhisay.info/entry/20081021/1222870598","blog_url":"https://www.yasuhisay.info/","published":"2008-10-21 23:16:38","type":"rich","title":"Options, Futures, and Other Derivatives\u52c9\u5f37\u4f1a\u7b2c\u516d\u56de\u4e88\u7fd2","provider_name":"Hatena Blog","blog_title":"yasuhisa's blog","version":"1.0","author_name":"syou6162","categories":["\u52c9\u5f37\u4f1a"],"height":"190","provider_url":"https://hatena.blog","image_url":"http://www.nomura.co.jp/terms/image/fowardrate.gif","width":"100%"}