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CDOプライシングの離散高速アプローチ 1(ツリーを用いた準解析的プライシングの1ファクター・モデルへの適用) (IMES discussion paper series ; no.2007-J-13)

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CDOプライシングの離散高速アプローチ. 1(ツリーを用いた準解析的プライシングの1ファクター・モデルへの適用)

(IMES discussion paper series ; no.2007-J-13)

Call No. (NDL)
Y251-H1540
Bibliographic ID of National Diet Library
000008542868
Material type
図書
Author
横谷進弥 [著]
Publisher
日本銀行金融研究所
Publication date
2007.4
Material Format
Paper
Capacity, size, etc.
21p ; 30cm
NDC
-
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  • 福島県立図書館

    Paper
    Call No.：
    330.4-ﾆﾎ071-1-13
    Book Registration Number：
    304583818
    福島県立図書館

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Paper

Material Type
図書
Title
CDOプライシングの離散高速アプローチ
Title Transcription
CDO プライシング ノ リサン コウソク アプローチ
Volume
1(ツリーを用いた準解析的プライシングの1ファクター・モデルへの適用)
Author/Editor
横谷進弥 [著]
Series Title
IMES discussion paper series ; no.2007-J-13
Publication, Distribution, etc.
[東京] : 日本銀行金融研究所
Publication Date
2007.4
Publication Date (W3CDTF)
2007
Extent
21p