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Browsing by Author KAGURAOKA, Yusho
Showing results 1 to 10 of 10
| Issue Date | Title | Author(s) |
| 30-Aug-2016 | CDS 取引におけるカウンターパーティ・リスクの測定・管理とモデル化 | 神楽岡, 優昌; 下川, 拓平; 荒田, 映子; KAGURAOKA, Yusho; SHIMOKAWA, Takuhei; ARATA, Eiko |
| 30-Nov-2012 | Common dynamic factors driving metal and energy prices | 神楽岡, 優昌; KAGURAOKA, Yusho |
| 20-Dec-2004 | Count Regression Model for Consumer Loan | KAGURAOKA, Yusho; 神楽岡, 優昌 |
| 20-Mar-2015 | Credit risk valuation in the corporate CDS and bond markets― cross-section and causality analysis | KAGURAOKA, Yusho; 神楽岡, 優昌 |
| 10-Mar-2010 | Leptokurtic Properties of JGB Yield Processes Some Comments about the Changes of the Meaning/ Concept of "Keiei" Compared with "Management" | KAGURAOKA, Yusho; 神楽岡, 優昌 |
| 23-Dec-2022 | The Bank of Japan's yield curve control: A model-based evaluation | KAGURAOKA, Yusho; 神楽岡, 優昌 |
| 30-Jul-2002 | The OAS Approach and the Martingale Measure for Mortgage Prepayment | KAGURAOKA, Yusho; 神楽岡, 優昌 |
| 24-Mar-2023 | Toward a unified model of sovereign quanto CDS spreads and government bond yields | KAGURAOKA, Yusho; 神楽岡, 優昌 |
| 1-Mar-2025 | コンビニエンス・イールドの期間構造の修正Laguerre多項式による表現 | 神楽岡, 優昌; KAGURAOKA, Yusho |
| 30-Aug-2016 | 自国通貨建てと外国通貨建てのソブリンCDS を用いたリスクフリー・レートのターム・ストラクチャーの推定 : カウンターパーティ・リスクの影響の除去 | 神楽岡, 優昌; KAGURAOKA, Yusho |
Showing results 1 to 10 of 10
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