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企業価値変動モデルとCVaRを用いた信用リスク最適化問題とその解法
http://hdl.handle.net/2241/101198
http://hdl.handle.net/2241/1011987a9d5157-ca3a-4cf4-b9d0-6b21afbd3ee4
名前 / ファイル | ライセンス | アクション |
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1220.pdf (481.1 kB)
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Item type | Technical Report(1) | |||||
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公開日 | 2011-05-09 | |||||
タイトル | ||||||
言語 | ja | |||||
タイトル | 企業価値変動モデルとCVaRを用いた信用リスク最適化問題とその解法 | |||||
言語 | ||||||
言語 | jpn | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_18gh | |||||
タイプ | technical report | |||||
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 |
後藤, 順哉
× 後藤, 順哉× 高野, 祐一× 山本, 芳嗣× 和田, 保乃 |
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書誌情報 |
発行日 2008-11 |
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出版者 | ||||||
言語 | en | |||||
出版者 | University of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management | |||||
シリーズ | ||||||
言語 | en | |||||
関連名称 | Department of Social Systems and Management Discussion Paper Series ; no. 1220 |