{"id":5846,"date":"2024-03-19T12:00:11","date_gmt":"2024-03-19T03:00:11","guid":{"rendered":"https:\/\/www.waseda.jp\/inst\/ches\/?p=5846"},"modified":"2024-04-09T11:36:23","modified_gmt":"2024-04-09T02:36:23","slug":"%e3%80%8c%e5%9b%bd%e9%9a%9bta%e8%82%b2%e6%88%90%e3%83%95%e3%82%a9%e3%83%bc%e3%83%a9%e3%83%a02021%e3%80%8d%e3%82%92%e9%96%8b%e5%82%ac%e3%81%97%e3%81%be%e3%81%97%e3%81%9f%e3%80%82-2-2-2-2-3-2-2-2","status":"publish","type":"post","link":"https:\/\/www.waseda.jp\/inst\/ches\/news\/2024\/03\/19\/5846\/","title":{"rendered":"edX\u65b0\u898f\u8b1b\u5ea7\u300eThe Black-Scholes Model: For Proprietary Trading\u300f\u304c2024\u5e743\u670819\u65e5\u3088\u308a\u914d\u4fe1\u958b\u59cb\uff01"},"content":{"rendered":"<h4><a href=\"https:\/\/www.edx.org\/school\/wasedax\" target=\"_blank\" rel=\"noopener\">WasedaX<\/a>\u3088\u308a\u65b0\u898f\u8b1b\u5ea7\u958b\u8b1b\u306e\u304a\u77e5\u3089\u305b<\/h4>\n<p>edX\u306e\u65b0\u898f\u958b\u8b1b\u8b1b\u5ea7\u3068\u3057\u3066\u3001\u5546\u5b66\u5b66\u8853\u9662<a href=\"https:\/\/www.waseda.jp\/fcom\/wbs\/\" target=\"_blank\" rel=\"noopener\">\u7d4c\u55b6\u7ba1\u7406\u7814\u7a76\u79d1<\/a>\u306e<a href=\"https:\/\/www.waseda.jp\/fcom\/wbs\/faculty-jp\/6041\" target=\"_blank\" rel=\"noopener\">\u4e2d\u91cc\u5927\u8f14<\/a>\u5148\u751f\u306b\u3088\u308b\u300cThe Black-Scholes Model: For Proprietary Trading\u300d\u304c2024\u5e743\u670819\u65e5\u3088\u308a\u958b\u8b1b\u3055\u308c\u307e\u3059\u3002\u7d4c\u55b6\u7ba1\u7406\u7814\u7a76\u79d1\uff08\u65e9\u7a32\u7530\u30d3\u30b8\u30cd\u30b9\u30b9\u30af\u30fc\u30eb\uff09\u304b\u3089\u306f\u3001<a href=\"https:\/\/www.waseda.jp\/fcom\/wbs\/faculty-jp\/6035\" target=\"_blank\" rel=\"noopener\">\u6c60\u4e0a\u91cd\u8f14<\/a>\u5148\u751f\uff08\u6c60\u4e0a\u5148\u751f\u306e\u8b1b\u5ea7\u306f<a href=\"https:\/\/www.edx.org\/learn\/japanese\/waseda-university-japanese-business-management\" target=\"_blank\" rel=\"noopener\">\u3053\u3061\u3089<\/a>\uff09\u3001<a href=\"https:\/\/www.waseda.jp\/fcom\/wbs\/faculty-jp\/6667\" target=\"_blank\" rel=\"noopener\">\u30b3\u30a2\u30c9\u30fb\u30a2\u30ec\u30c3\u30af\u30b9<\/a>\u5148\u751f\uff08\u30b3\u30a2\u30c9\u5148\u751f\u306e\u8b1b\u5ea7\u306f<a href=\"https:\/\/www.edx.org\/learn\/economics\/waseda-university-the-growth-of-firms-and-industry-dynamics\" target=\"_blank\" rel=\"noopener\">\u3053\u3061\u3089<\/a>\uff09\u306b\u7d9a\u304d3\u672c\u76ee\u3068\u306a\u308bedX\u8b1b\u5ea7\u3067\u3001WasedaX\u3068\u3057\u3066\u306f\u521d\u3068\u306a\u308b\u4e2d\u7d1a\u30ec\u30d9\u30eb\u306e\u8b1b\u5ea7\u3068\u306a\u308a\u307e\u3059\u3002<\/p>\n<h5>\u3010\u8b1b\u5ea7\u6982\u8981\u3011\uff08\u672c\u7de8\u306f\u5168\u3066\u82f1\u8a9e\u3067\u3059\uff09<\/h5>\n<p>\u3053\u306e\u8b1b\u5ea7\u306f\u3001\u521d\u7d1a\u7de8\u3001\u4e2d\u7d1a\u7de8\u3001\u4e0a\u7d1a\u7de8\u306e\u30b9\u30c6\u30fc\u30b8\u304b\u3089\u6210\u308b\u3002\u521d\u7d1a\u7de8(Section 1)\u3067\u306f\u3001\u7c21\u5358\u306a\u4e8c\u9805\u30e2\u30c7\u30eb\u3092\u4f7f\u3044\u3001\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9\u306e\u57fa\u790e\u8b1b\u5ea7\u3067\u30d6\u30e9\u30c3\u30af\u30fb\u30b7\u30e7\u30fc\u30eb\u30ba\u7406\u8ad6\u306b\u3064\u3044\u3066\u5b66\u3093\u3060\u3053\u3068\u3092\u4f7f\u3063\u3066\u3001\u306a\u305c\u5132\u3051\u308b\u3053\u3068\u304c\u3067\u304d\u308b\u306e\u304b\u3092\u89e3\u8aac\u3059\u308b\u3002\u500b\u4eba\u7684\u306a\u52dd\u3061\u7d44\u4f53\u9a13\u306b\u4f7f\u3046\u306b\u306f\u5341\u5206\u3067\u3042\u308b\u3002<\/p>\n<p>\u4e2d\u7d1a\u7de8(Section2, 3)\u3067\u306f\u3001\u3088\u308a\u9ad8\u5ea6\u306a\u5fdc\u7528\u3078\u306e\u6e96\u5099\u3068\u3057\u3066\u3001\u30d6\u30e9\u30c3\u30af\u30fb\u30b7\u30e7\u30fc\u30eb\u30ba\u30e2\u30c7\u30eb\u3092\u5225\u306e\u89b3\u70b9\u304b\u3089\u30ec\u30d3\u30e5\u30fc\u3059\u308b\u3002Section 3\u3067\u306f\u3001\u5148\u7269\u3068\u30e8\u30fc\u30ed\u30d4\u30a2\u30f3\u30fb\u30aa\u30d7\u30b7\u30e7\u30f3\u306b\u3064\u3044\u3066\u9589\u5f62\u5f0f\u306e\u89e3\u3092\u5c0e\u51fa\u3059\u308b\u3002\u7279\u306b\u5148\u7269\u306e\u516c\u5f0f\u306f\u4e00\u822c\u7684\u3067\u3042\u308a\u3001\u539f\u8cc7\u7523\u306b\u8a55\u4fa1\u30d7\u30ed\u30bb\u30b9\u306b\u304a\u3051\u308b\u30b8\u30e3\u30f3\u30d7\u304c\u3042\u308b\u5834\u5408\u3067\u3082\u4f7f\u7528\u53ef\u80fd\u3067\u3042\u308b\u3002<\/p>\n<p>\u4e0a\u7d1a\u7de8(Section 4)\u3067\u306f\u3001\u4e00\u56de\u306e\u8b1b\u7fa9\u3067\u30d7\u30ed\u30d7\u30e9\u30a4\u30a8\u30bf\u30ea\u306a\uff08\u79c1\u8a2d\u7684\u306a\uff09\u30b7\u30b9\u30c6\u30e0\u8a2d\u8a08\u306b\u3064\u3044\u3066\u3001\u3059\u3079\u3066\u3092\u53d6\u308a\u6271\u3046\u3053\u3068\u306f\u3067\u304d\u306a\u3044\u304c\u3001\u30b3\u30a2\u3068\u306a\u308b\u8a2d\u8a08\u306e\u65b9\u5411\u6027\u3092\u793a\u3059\u3002<\/p>\n<p>\u3010\u8b1b\u5ea7\u30b7\u30e9\u30d0\u30b9\u3011<br \/>\nSection 1: Asset-Swap Binomial Model<br \/>\nSection\u00a02: Matrix Form of the Black-Scholes Model<br \/>\nSection\u00a03: Derivative Pricing Using the Martingale Method<br \/>\nSection\u00a04: Extension of the Black-Scholes Model<\/p>\n<p>\u3054\u8208\u5473\u306e\u3042\u308b\u65b9\u306f\u3001\u300cEnroll\u300d\u3088\u308a\u8b1b\u5ea7\u767b\u9332\u3044\u305f\u3060\u304d\u3001\u305c\u3072\u53d7\u8b1b\u3057\u3066\u304f\u3060\u3055\u3044\u3002<br \/>\n<strong><a href=\"https:\/\/www.edx.org\/learn\/trading\/waseda-university-the-black-scholes-model-for-proprietary-trading\">WasedaX: The Black-Scholes Model: For Proprietary Trading | edX<\/a><\/strong><\/p>\n<p>WasedaX\u306e\u5168\u958b\u8b1b\u8b1b\u5ea7\u306b\u3064\u3044\u3066\u306f\u3001\u4e0b\u8a18\u3092\u3054\u89a7\u304f\u3060\u3055\u3044\u3002<br \/>\n<a class=\"addicn\" href=\"https:\/\/www.edx.org\/school\/wasedax\" target=\"_blank\" rel=\"noopener\">Waseda University| edX<\/a><\/p>\n<p>\uff1c\u554f\u3044\u5408\u308f\u305b\u5148\uff1e<br \/>\n\u65e9\u7a32\u7530\u5927\u5b66 \u5927\u5b66\u7dcf\u5408\u7814\u7a76\u30bb\u30f3\u30bf\u30fc<br \/>\nE-mail: ches-staff[at]list.waseda.jp<\/p>\n","protected":false},"excerpt":{"rendered":"<p>WasedaX\u3088\u308a\u65b0\u898f\u8b1b\u5ea7\u958b\u8b1b\u306e\u304a\u77e5\u3089\u305b edX\u306e\u65b0\u898f\u958b\u8b1b\u8b1b\u5ea7\u3068\u3057\u3066\u3001\u5546\u5b66\u5b66\u8853\u9662\u7d4c\u55b6\u7ba1\u7406\u7814\u7a76\u79d1\u306e\u4e2d\u91cc\u5927\u8f14\u5148\u751f\u306b\u3088\u308b\u300cThe Black-Scholes Model: For Proprietary Trading\u300d\u304c20 [&hellip;]<\/p>\n","protected":false},"author":3,"featured_media":4008,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[1],"tags":[58,26,60,62,57,56],"class_list":["post-5846","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-news","tag-global","tag-general","tag-health","tag-movie","tag-education","tag-culture"],"acf":[],"_links":{"self":[{"href":"https:\/\/www.waseda.jp\/inst\/ches\/wp-json\/wp\/v2\/posts\/5846","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.waseda.jp\/inst\/ches\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.waseda.jp\/inst\/ches\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.waseda.jp\/inst\/ches\/wp-json\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/www.waseda.jp\/inst\/ches\/wp-json\/wp\/v2\/comments?post=5846"}],"version-history":[{"count":1,"href":"https:\/\/www.waseda.jp\/inst\/ches\/wp-json\/wp\/v2\/posts\/5846\/revisions"}],"predecessor-version":[{"id":5848,"href":"https:\/\/www.waseda.jp\/inst\/ches\/wp-json\/wp\/v2\/posts\/5846\/revisions\/5848"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.waseda.jp\/inst\/ches\/wp-json\/wp\/v2\/media\/4008"}],"wp:attachment":[{"href":"https:\/\/www.waseda.jp\/inst\/ches\/wp-json\/wp\/v2\/media?parent=5846"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.waseda.jp\/inst\/ches\/wp-json\/wp\/v2\/categories?post=5846"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.waseda.jp\/inst\/ches\/wp-json\/wp\/v2\/tags?post=5846"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}