\u5fdc\u7528\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9\u3001\u6280\u8853\u7d4c\u55b6(MOT)<\/p>\n
\u65e9\u7a32\u7530\u5927\u5b66\u7406\u5de5\u5b66\u90e8\u5352\u696d\u3002\u30de\u30b5\u30c1\u30e5\u30fc\u30bb\u30c3\u30c4\u5de5\u79d1\u5927\u5b66\u3088\u308aPh.D.\uff08\u30aa\u30da\u30ec\u30fc\u30b7\u30e7\u30f3\u30ba\u30ea\u30b5\u30fc\u30c1\uff09\u53d6\u5f97\u3002<\/p>\n
\u65e5\u672c\u8208\u696d\u9280\u884c\u5165\u884c\u76f4\u5f8c\u306b\u3001\u30aa\u30d7\u30b7\u30e7\u30f3\u7406\u8ad6\u306e\u5275\u59cb\u8005\u3067\u3042\u308bF.Black \u3084M.Scholes\u306e\u4e0b\u3067\u3001\u50b5\u5238\u30aa\u30d7\u30b7\u30e7\u30f3\u30b7\u30b9\u30c6\u30e0\u958b\u767a\u7b49\u306b\u5f93\u4e8b\u3059\u308b\u306a\u3069\u306e\u5b9f\u52d9\u7d4c\u9a13\u3092\u7a4d\u3080\u3002\u91d1\u5229\u30fb\u70ba\u66ff\u30c7\u30a3\u30ea\u30d0\u30c6\u30a3\u30d6\u5546\u54c1\u958b\u767a\u62c5\u5f53\u5f8c\u3001\u540c\u884c\u30ed\u30f3\u30c9\u30f3\u652f\u5e97\u306b\u3066\u30af\u30ec\u30b8\u30c3\u30c8\u30c7\u30ea\u30d0\u30c6\u30a3\u30d6\u30c8\u30ec\u30fc\u30c7\u30a3\u30f3\u30b0\u7528\u30a4\u30f3\u30d5\u30e9\u8a2d\u8a08\u306b\u5f93\u4e8b\u3002\u8208\u9280\u7b2c\u4e00\u30d5\u30a3\u30ca\u30f3\u30b7\u30e3\u30eb\u30c6\u30af\u30ce\u30ed\u30b8\u30fc(\u682a)\u91d1\u878d\u5de5\u5b66\u7b2c\u4e00\u90e8\u53d6\u7de0\u5f79\u90e8\u9577\u517c\u60c5\u5831\u6280\u8853\u958b\u767a\u90e8\u9577\u3001\u30ea\u30b9\u30af\u7ba1\u7406\u696d\u52d9\u90e8\u9580\u7d71\u62ec\u7ba1\u7406\u3001\u307f\u305a\u307b\u7b2c\u4e00\u30d5\u30a3\u30ca\u30f3\u30b7\u30e3\u30eb\u30c6\u30af\u30ce\u30ed\u30b8\u30fc(\u682a)\u6226\u7565\u6280\u8853\u958b\u767a\u90e8\u9577\u517c\u7814\u7a76\u7406\u4e8b\u7b49\u3092\u7d4c\u3066\u3001\u73fe\u8077\u3002<\/p>\n
\u8ad6\u6587<\/p>\n
\u300c\u91d1\u878d\u5de5\u5b66\u30d5\u30ed\u30f3\u30c6\u30a3\u30a2\u300d \u300eNODE1 \u91d1\u878d\u8ca1\u653f\u4e8b\u60c5\u7814\u7a76\u4f1a\u300f\u30012000-2003 \u5e74<\/p>\n
Daisuke Nakazato “Determination of the adequate capital for default protection under<\/p>\n
the one-factor Gaussian term structure model”, Journal of Banking & Finance, 2000.<\/p>\n
Daisuke Nakazato jointly worked with D. Bertsimas “The distributional Little’s law and<\/p>\n
its applications”, Operations Research, 1995.<\/p>\n
\u8457\u66f8<\/p>\n
\u300e\u30d7\u30ed\u30d5\u30a7\u30c3\u30b7\u30e7\u30ca\u30eb\u91d1\u878d\u89e3\u6790\u300f \u91d1\u878d\u8ca1\u653f\u4e8b\u60c5\u7814\u7a76\u4f1a\u30012002 \u5e74<\/p>\n
Derivatives Modeling(MSc in Finance)<\/p>\n
Mathematical Finance(MSc in Finance)<\/p>\n
Credit Modeling and Incomplete Markets(MSc \u6f14\u7fd2\u79d1\u76ee)<\/p>\n
\u30c7\u30ea\u30d0\u30c6\u30a3\u30d6\u30fb\u30e2\u30c7\u30ea\u30f3\u30b0(\u591c\u9593\u4e3b\u30d7\u30ed\u30d5\u30a7\u30c3\u30b7\u30e7\u30ca\u30eb)<\/p>\n
\u91d1\u5229\u30c7\u30a3\u30ea\u30d0\u30c6\u30a3\u30d6\u539f\u7406\u3068\u30af\u30ec\u30b8\u30c3\u30c8\u30ea\u30b9\u30af(\u591c\u9593\u4e3b\u30d7\u30ed\u30d5\u30a7\u30c3\u30b7\u30e7\u30ca\u30eb)<\/p>\n
\u91d1\u878d\u5de5\u5b66\u3068\u30ea\u30b9\u30af\u30de\u30cd\u30b8\u30e1\u30f3\u30c8(\u591c\u9593\u4e3b\u30d7\u30ed\u30d5\u30a7\u30c3\u30b7\u30e7\u30ca\u30eb)<\/p>\n
\u30b3\u30f3\u30d4\u30e5\u30fc\u30c6\u30fc\u30b7\u30e7\u30ca\u30eb\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9\u6f14\u7fd2(\u591c\u9593\u4e3b\u30d7\u30ed\u30d5\u30a7\u30c3\u30b7\u30e7\u30ca\u30eb)<\/p>\n
50\u97f3\u9806\u4e00\u89a7\u306b\u623b\u308b<\/a> \u5c02\u9580\u5206\u91ce \u5fdc\u7528\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9\u3001\u6280\u8853\u7d4c\u55b6(MOT) \u7565\u6b74 \u65e9\u7a32\u7530\u5927\u5b66\u7406\u5de5\u5b66\u90e8\u5352\u696d\u3002\u30de\u30b5\u30c1\u30e5\u30fc\u30bb\u30c3\u30c4\u5de5\u79d1\u5927\u5b66\u3088\u308aPh.D.\uff08\u30aa\u30da\u30ec\u30fc\u30b7\u30e7\u30f3\u30ba\u30ea\u30b5\u30fc\u30c1\uff09\u53d6\u5f97\u3002 \u65e5\u672c\u8208\u696d\u9280\u884c\u5165\u884c\u76f4\u5f8c\u306b\u3001\u30aa\u30d7\u30b7\u30e7\u30f3\u7406\u8ad6\u306e\u5275\u59cb\u8005\u3067\u3042\u308bF.Black […]<\/p>\n","protected":false},"author":1,"featured_media":15008,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[108],"tags":[89],"class_list":["post-6041","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-faculty-jp","tag-faculty"],"acf":[],"_links":{"self":[{"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/posts\/6041","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/comments?post=6041"}],"version-history":[{"count":2,"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/posts\/6041\/revisions"}],"predecessor-version":[{"id":15010,"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/posts\/6041\/revisions\/15010"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/media\/15008"}],"wp:attachment":[{"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/media?parent=6041"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/categories?post=6041"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.waseda.jp\/fcom\/wbs\/wp-json\/wp\/v2\/tags?post=6041"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}
\n\u5c02\u9580\u5206\u91ce\u5225\u4e00\u89a7\u306b\u623b\u308b<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"