メイン寄せリスクと貸出債権価値の評価：ゲーム論的リアルオプションによるアプローチ

t = h x z z = h z = t (x, z) (v x (x, z, t), v z (x, z, t)) ρ v x x + v z z = 0 (1) 2-2. (v x, v z ) φ(x, z, t) v x = φ x, v z

I 1 m 2 l k 2 x = 0 x 1 x 1 2 x 2 g x x 2 x 1 m k m 1-1. L x 1, x 2, ẋ 1, ẋ 2 ẋ 1 x = 0 1-2. 2 Q = x 1 + x 2 2 q = x 2 x 1 l L Q, q, Q, q M = 2m µ = m 2 1-3. Q q 1-4. 2 x 2 = h 1 x 1 t = 0 2 1 t x 1 (t)

A A = a 41 a 42 a 43 a 44 A (7) 1 (3) A = M 12 = = a 41 (8) a 41 a 43 a 44 (3) n n A, B a i AB = A B ii aa

1 2 21 2 2 [ ] a 11 a 12 A = a 21 a 22 (1) A = a 11 a 22 a 12 a 21 (2) 3 3 n n A A = n ( 1) i+j a ij M ij i =1 n (3) j=1 M ij A i j (n 1) (n 1) 2-1 3 3 A A = a 11 a 12 a 13 a 21 a 22 a 23 a 31 a 32 a 33

IMES DISCUSSION PAPER SERIES Discussion Paper No. 99-J- 9 -J-19 INSTITUTE FOR MONETARY AND ECONOMIC STUDIES BANK OF JAPAN

IMES DISCUSSION PAPER SERIES Discussion Paper No. 99-J- 9 -J-19 INSTITUTE FOR MONETARY AND ECONOMIC STUDIES BANK OF JAPAN 100-8630 03 IMES Discussion Paper Series 99-J- 9 -J-19 1999 6 * * [1999] *(E-mail:

Auerbach and Kotlikoff(1987) (1987) (1988) 4 (2004) 5 Diamond(1965) Auerbach and Kotlikoff(1987) 1 ( ) ,

,, 2010 8 24 2010 9 14 A B C A (B Negishi(1960) (C) ( 22 3 27 ) E-mail:fujii@econ.kobe-u.ac.jp E-mail:082e527e@stu.kobe-u.ac.jp E-mail:iritani@econ.kobe-u.ac.jp 1 1 1 2 3 Auerbach and Kotlikoff(1987) (1987)

株式保有構成と企業価値 ─コーポレート・ガバナンスに関する一考察─

q E-mail: kenji.nishizaki@boj.or.jp E-mail: kurasawa@ynu.ac.jp OECD Vives Tirole Shleifer and Vishny q %% %% % % Allen and Gale %% % Admati, Pfreiderer and Zechner Burkart, Gromb and Panunzi Cremer 1995Pagno

IMES Discussion Paper Series 98-J

IMES DISCUSSION PAPER SERIES Discuss ssion Paper No. 98-J-1 INSTITUTE FOR MONETARY AND ECONOMIC STUDIES BANK OF JAPAN IMES Discussion Paper Series 98-J-1 1998 1 E-mail: tokiko.shimizu@boj.or.jp 1. 1.1.

DVIOUT

A. A. A-- [ ] f(x) x = f 00 (x) f 0 () =0 f 00 () > 0= f(x) x = f 00 () < 0= f(x) x = A--2 [ ] f(x) D f 00 (x) > 0= y = f(x) f 00 (x) < 0= y = f(x) P (, f()) f 00 () =0 A--3 [ ] y = f(x) [, b] x = f (y)

卓球の試合への興味度に関する確率論的分析

17 i 1 1 1.1..................................... 1 1.2....................................... 1 1.3..................................... 2 2 5 2.1................................ 5 2.2 (1).........................

untitled

II(c) 1 October. 21, 2009 1 CS53 yamamoto@cs.kobe-u.ac.jp 3 1 7 1.1 : : : : : : : : : : : : : : : : : : : : : : 7 1.2 : : : : : : : : : : : : : : : : 8 1.2.1 : : : : : : : : : : : : : : : : : : : 8 1.2.2

( )

18 10 01 ( ) 1 2018 4 1.1 2018............................... 4 1.2 2018......................... 5 2 2017 7 2.1 2017............................... 7 2.2 2017......................... 8 3 2016 9 3.1 2016...............................

名古屋工業大の数学 2000 年 ~2015 年 大学入試数学動画解説サイト

名古屋工業大の数学 年 ~5 年 大学入試数学動画解説サイト http://mathroom.jugem.jp/ 68 i 4 3 III III 3 5 3 ii 5 6 45 99 5 4 3. () r \= S n = r + r + 3r 3 + + nr n () x > f n (x) = e x + e x + 3e 3x + + ne nx f(x) = lim f n(x) lim

meiji_resume_1.PDF

β β β (q 1,q,..., q n ; p 1, p,..., p n ) H(q 1,q,..., q n ; p 1, p,..., p n ) Hψ = εψ ε k = k +1/ ε k = k(k 1) (x, y, z; p x, p y, p z ) (r; p r ), (θ; p θ ), (ϕ; p ϕ ) ε k = 1/ k p i dq i E total = E

a n a n ( ) (1) a m a n = a m+n (2) (a m ) n = a mn (3) (ab) n = a n b n (4) a m a n = a m n ( m > n ) m n 4 ( ) 552

3 3.0 a n a n ( ) () a m a n = a m+n () (a m ) n = a mn (3) (ab) n = a n b n (4) a m a n = a m n ( m > n ) m n 4 ( ) 55 3. (n ) a n n a n a n 3 4 = 8 8 3 ( 3) 4 = 8 3 8 ( ) ( ) 3 = 8 8 ( ) 3 n n 4 n n

戦間期日本企業の資金調達、資本コスト、資本構成：最適資本構成理論からみた1930年代における企業財務

1930 Modigliani and Miller [1958] 170 1930 2008 7 16 I E-mail: takashi.nanjou@boj.or.jp E-mail: cc00881@srv.cc.hit-u.ac.jp //2009.7 81 1. 1 2 M&A 3 4 1965 1969 1995 1995 1993 1 2008 2008 1985 2006 10 ROA

6 2 2 x y x y t P P = P t P = I P P P ( ) ( ) ,, ( ) ( ) cos θ sin θ cos θ sin θ, sin θ cos θ sin θ cos θ y x θ x θ P

6 x x 6.1 t P P = P t P = I P P P 1 0 1 0,, 0 1 0 1 cos θ sin θ cos θ sin θ, sin θ cos θ sin θ cos θ x θ x θ P x P x, P ) = t P x)p ) = t x t P P ) = t x = x, ) 6.1) x = Figure 6.1 Px = x, P=, θ = θ P

18 ( ) I II III A B C(100 ) 1, 2, 3, 5 I II A B (100 ) 1, 2, 3 I II A B (80 ) 6 8 I II III A B C(80 ) 1 n (1 + x) n (1) n C 1 + n C

8 ( ) 8 5 4 I II III A B C( ),,, 5 I II A B ( ),, I II A B (8 ) 6 8 I II III A B C(8 ) n ( + x) n () n C + n C + + n C n = 7 n () 7 9 C : y = x x A(, 6) () A C () C P AP Q () () () 4 A(,, ) B(,, ) C(,,

1 2 2005 1983 1 ()1984 2 1947 1950 19791996 1

KEO Discussion Paper No.104 19451947 * ** 2006 11 19451947 * ** 1 2 2005 1983 1 ()1984 2 1947 1950 19791996 1 4 A A A A A 3 3 1990 19952003A2003B 4 2 198719941997 1995 1995 3 5 6 1998: 30 40 19701992 7

ii 3.,. 4. F. (), ,,. 8.,. 1. (75%) (25%) =7 20, =7 21 (. ). 1.,, (). 3.,. 1. ().,.,.,.,.,. () (12 )., (), 0. 2., 1., 0,.

24(2012) (1 C106) 4 11 (2 C206) 4 12 http://www.math.is.tohoku.ac.jp/~obata,.,,,.. 1. 2. 3. 4. 5. 6. 7.,,. 1., 2007 (). 2. P. G. Hoel, 1995. 3... 1... 2.,,. ii 3.,. 4. F. (),.. 5... 6.. 7.,,. 8.,. 1. (75%)

i 18 2H 2 + O 2 2H 2 + ( ) 3K

i 18 2H 2 + O 2 2H 2 + ( ) 3K ii 1 1 1.1.................................. 1 1.2........................................ 3 1.3......................................... 3 1.4....................................

村本　孜７１‐８９／７１‐８９

MERITUM RICARDIS OECD https://www.jicpa knk.ne.jp/download/image/index.html EU (intellectual capital rating) BCP OECD IR ex.) ex.) ex.) ex.) http://www.meti.go.jp/policy/intellectual_assets/index.htm (intellectual

120 9 I I 1 I 2 I 1 I 2 ( a) ( b) ( c ) I I 2 I 1 I ( d) ( e) ( f ) 9.1: Ampère (c) (d) (e) S I 1 I 2 B ds = µ 0 ( I 1 I 2 ) I 1 I 2 B ds =0. I 1 I 2

9 E B 9.1 9.1.1 Ampère Ampère Ampère s law B S µ 0 B ds = µ 0 j ds (9.1) S rot B = µ 0 j (9.2) S Ampère Biot-Savart oulomb Gauss Ampère rot B 0 Ampère µ 0 9.1 (a) (b) I B ds = µ 0 I. I 1 I 2 B ds = µ 0

最適電源構成モデルを用いた卸電力取引市場の経済厚生の評価分析

RIETI Discussion Paper Series 07-J-044 \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \

再生可能電力の送配電・蓄電費用措置制度に関する経済的考察

(2004 ) 2 (A) (B) (C) 3 (1987) (1988) Shimono and Tachibanaki(1985) (2008) , % 2 (1999) (2005) 3 (2005) (2006) (2008)

,, 23 4 30 (i) (ii) (i) (ii) Negishi (1960) 2010 (2010) ( ) ( ) (2010) E-mail:fujii@econ.kobe-u.ac.jp E-mail:082e527e@stu.kobe-u.ac.jp E-mail:iritani@econ.kobe-u.ac.jp 1 1 16 (2004 ) 2 (A) (B) (C) 3 (1987)

Jorgenson F, L : L: Inada lim F =, lim F L = k L lim F =, lim F L = 2 L F >, F L > 3 F <, F LL < 4 λ >, λf, L = F λ, λl 5 Y = Const a L a < α < CES? C

27 nabe@ier.hit-u.ac.jp 27 4 3 Jorgenson Tobin q : Hayashi s Theorem Jordan Saddle Path. GDP % GDP 2. 3. 4.. Tobin q 2 2. Jorgenson F, L : L: Inada lim F =, lim F L = k L lim F =, lim F L = 2 L F >, F

The Institute for Economic Studies Seijo University 6 1 20, Seijo, Setagaya Tokyo 157-8511, Japan The Institute for Economic Studies Green Paper No. 59 Consumers Decision on the Choice of Small Payment

x () g(x) = f(t) dt f(x), F (x) 3x () g(x) g (x) f(x), F (x) (3) h(x) = x 3x tf(t) dt.9 = {(x, y) ; x, y, x + y } f(x, y) = xy( x y). h (x) f(x), F (x

[ ] IC. f(x) = e x () f(x) f (x) () lim f(x) lim f(x) x + x (3) lim f(x) lim f(x) x + x (4) y = f(x) ( ) ( s46). < a < () a () lim a log xdx a log xdx ( ) n (3) lim log k log n n n k=.3 z = log(x + y ),

( ) sin 1 x, cos 1 x, tan 1 x sin x, cos x, tan x, arcsin x, arccos x, arctan x. π 2 sin 1 x π 2, 0 cos 1 x π, π 2 < tan 1 x < π 2 1 (1) (

6 20 ( ) sin, cos, tan sin, cos, tan, arcsin, arccos, arctan. π 2 sin π 2, 0 cos π, π 2 < tan < π 2 () ( 2 2 lim 2 ( 2 ) ) 2 = 3 sin (2) lim 5 0 = 2 2 0 0 2 2 3 3 4 5 5 2 5 6 3 5 7 4 5 8 4 9 3 4 a 3 b

PFI

PFI 23 3 3 PFI PFI 1 1 2 3 2.1................................. 3 2.2..................... 4 2.3.......................... 5 3 7 3.1................................ 7 3.2.................................

1/68 A. 電気所 ( 発電所, 変電所, 配電塔 ) における変圧器の空き容量一覧 平成 31 年 3 月 6 日現在 < 留意事項 > (1) 空容量は目安であり 系統接続の前には 接続検討のお申込みによる詳細検討が必要となります その結果 空容量が変更となる場合があります (2) 特に記載

1/68 A. 電気所 ( 発電所, 変電所, 配電塔 ) における変圧器の空き容量一覧 平成 31 年 3 月 6 日現在 < 留意事項 > (1) 空容量は目安であり 系統接続の前には 接続検討のお申込みによる詳細検討が必要となります その結果 空容量が変更となる場合があります (2) 特に記載のない限り 熱容量を考慮した空き容量を記載しております その他の要因 ( 電圧や系統安定度など ) で連系制約が発生する場合があります

........,.,.,..,.,.,.,.,.,.,.,., International Capital Market Litan et al a b c d M&A a a b E- e- Litan et al. : Table Levine World Bank Levine Greenwald et al. B R F R r R R r B R r B R r B R R Stiglitz

(EHChamberlin) (ESMason) (JSBain) (RECaves) (CKaysen) (DFTurner) (FMScherer) (1) - (2) (1) (Structure) (2) (Conduct) (3) (Performance) (S

(1999 4 ) 0038 ( ) (Old Industrial Organization Theory) (Harvard School) (Chicago School) 1 (1995) 1 2 1930 (EHChamberlin) (ESMason) 50 60 (JSBain) (RECaves) (CKaysen) (DFTurner) (FMScherer) (1) - (2)

17 ( ) II III A B C(100 ) 1, 2, 6, 7 II A B (100 ) 2, 5, 6 II A B (80 ) 8 10 I II III A B C(80 ) 1 a 1 = 1 2 a n+1 = a n + 2n + 1 (n = 1,

17 ( ) 17 5 1 4 II III A B C(1 ) 1,, 6, 7 II A B (1 ), 5, 6 II A B (8 ) 8 1 I II III A B C(8 ) 1 a 1 1 a n+1 a n + n + 1 (n 1,,, ) {a n+1 n } (1) a 4 () a n OA OB AOB 6 OAB AB : 1 P OB Q OP AQ R (1) PQ

Part () () Γ Part ,

Contents a 6 6 6 6 6 6 6 7 7. 8.. 8.. 8.3. 8 Part. 9. 9.. 9.. 3. 3.. 3.. 3 4. 5 4.. 5 4.. 9 4.3. 3 Part. 6 5. () 6 5.. () 7 5.. 9 5.3. Γ 3 6. 3 6.. 3 6.. 3 6.3. 33 Part 3. 34 7. 34 7.. 34 7.. 34 8. 35

5 Armitage x 1,, x n y i = 10x i + 3 y i = log x i {x i } {y i } 1.2 n i i x ij i j y ij, z ij i j 2 1 y = a x + b ( cm) x ij (i j )

5 Armitage. x,, x n y i = 0x i + 3 y i = log x i x i y i.2 n i i x ij i j y ij, z ij i j 2 y = a x + b 2 2. ( cm) x ij (i j ) (i) x, x 2 σ 2 x,, σ 2 x,2 σ x,, σ x,2 t t x * (ii) (i) m y ij = x ij /00 y

入試の軌跡

4 y O x 4 Typed by L A TEX ε ) ) ) 6 4 ) 4 75 ) http://kumamoto.s.xrea.com/plan/.. PDF) Ctrl +L) Ctrl +) Ctrl + Ctrl + ) ) Alt + ) Alt + ) ESC. http://kumamoto.s.xrea.com/nyusi/kumadai kiseki ri i.pdf

(1) (2) (3) (4) HB B ( ) (5) (6) (7) 40 (8) (9) (10)

2017 12 9 4 1 30 4 10 3 1 30 3 30 2 1 30 2 50 1 1 30 2 10 (1) (2) (3) (4) HB B ( ) (5) (6) (7) 40 (8) (9) (10) (1) i 23 c 23 0 1 2 3 4 5 6 7 8 9 a b d e f g h i (2) 23 23 (3) 23 ( 23 ) 23 x 1 x 2 23 x

4 4 4 a b c d a b A c d A a da ad bce O E O n A n O ad bc a d n A n O 5 {a n } S n a k n a n + k S n a a n+ S n n S n n log x x {xy } x, y x + y 7 fx

4 4 5 4 I II III A B C, 5 7 I II A B,, 8, 9 I II A B O A,, Bb, b, Cc, c, c b c b b c c c OA BC P BC OP BC P AP BC n f n x xn e x! e n! n f n x f n x f n x f k x k 4 e > f n x dx k k! fx sin x cos x tan

12056286_03.indd

: 82 1 2013 7 2010 2011 1 30 2010 30 2011 30 2010 9 10 11 2011 1 2 1 2010 9 UK UK UK UK UK p. 843 45 82 1 1 UK 9 9 2007-08 UK 30% 30 20%30 150 30 32.5% 2030% p. 843 3 2004-05 5% 5% 75% p. 843 2010 11 1963

text.dvi

Abstract JP Morgan CreditMetrics (1) () (3) (4) 1 3 3 4 4 5 10 6 16 1 1 BIS 1 3 1 BIS 1 BIS 1 3 ALM (1) Value at Risk () (3) RAROC (Risk Ajusted Return On Capital) (4) 3 5 6 31 99% (= p ) ~x X Prf~x Xg

II (No.2) 2 4,.. (1) (cm) (2) (cm) , (

II (No.1) 1 x 1, x 2,..., x µ = 1 V = 1 k=1 x k (x k µ) 2 k=1 σ = V. V = σ 2 = 1 x 2 k µ 2 k=1 1 µ, V σ. (1) 4, 7, 3, 1, 9, 6 (2) 14, 17, 13, 11, 19, 16 (3) 12, 21, 9, 3, 27, 18 (4) 27.2, 29.3, 29.1, 26.0,

特許侵害訴訟における無効の主張を認めた判決─半導体装置事件−

[*1847] 12 4 11 10 364 54 4 1368 1710 68 1032 120 X Y 6.8.31 29 3 875 X Y 9.9.10 29 3 819 Y 320275 391468 46 12 21 35 2 6 3513745 39 1 30 320249 1) 1 39 1 [*1848] 2) 3) Y 10 51 2 4 39 5 39 1 3 139 7 2

50 2 I SI MKSA r q r q F F = 1 qq 4πε 0 r r 2 r r r r (2.2 ε 0 = 1 c 2 µ 0 c = m/s q 2.1 r q' F r = 0 µ 0 = 4π 10 7 N/A 2 k = 1/(4πε 0 qq

49 2 I II 2.1 3 e e = 1.602 10 19 A s (2.1 50 2 I SI MKSA 2.1.1 r q r q F F = 1 qq 4πε 0 r r 2 r r r r (2.2 ε 0 = 1 c 2 µ 0 c = 3 10 8 m/s q 2.1 r q' F r = 0 µ 0 = 4π 10 7 N/A 2 k = 1/(4πε 0 qq F = k r

.1 z = e x +xy y z y 1 1 x 0 1 z x y α β γ z = αx + βy + γ (.1) ax + by + cz = d (.1') a, b, c, d x-y-z (a, b, c). x-y-z 3 (0,

.1.1 Y K L Y = K 1 3 L 3 L K K (K + ) 1 1 3 L 3 K 3 L 3 K 0 (K + K) 1 3 L 3 K 1 3 L 3 lim K 0 K = L (K + K) 1 3 K 1 3 3 lim K 0 K = 1 3 K 3 L 3 z = f(x, y) x y z x-y-z.1 z = e x +xy y 3 x-y ( ) z 0 f(x,

スプレッド・オプション評価公式を用いた裁定取引の可能性―電力市場のケース―　藤原 浩一,新関 三希代

403 81 1 Black and Scholes 1973 Email:kfujiwar@mail.doshisha.ac.jp 82 404 58 3 1 2 Deng, Johnson and Sogomonian 1999 Margrabe 1978 2 Deng, Johnson and Sogomonian 1999 Margrabe 1978 Black and Scholes 1973

わが国企業による資金調達方法の選択問題

* takeshi.shimatani@boj.or.jp ** kawai@ml.me.titech.ac.jp *** naohiko.baba@boj.or.jp No.05-J-3 2005 3 103-8660 30 No.05-J-3 2005 3 1990 * E-mailtakeshi.shimatani@boj.or.jp ** E-mailkawai@ml.me.titech.ac.jp

ct_root.dvi

7 1 1 3 ( ) (i) ( ) (ii) ( ) (iii) 1.1 2 1.2 1.3 1.4 1.3 1.4 1.1 1.1.1 ( ) ( ) 1) 1 x x X R X =[0, x] x b(x) b( ) 2 b(0) = 0 x 0 b (0) = + b (x) =0 x 0 b (x) < 0 x 2 ( ) Θ Θ ={θ 0,θ 1 } 0

相互取引に伴う債権債務の依存構造を考慮した金融機関の与信評価について

IMES DISCUSSION PAPER SERIES 相互取引に伴う債権債務の依存構造を考慮した金融 機関の与信評価について にしでかつまさ 西出勝正 Discussion Paper No. 2015-J-6 INSTITUTE FOR MONETARY AND ECONOMIC STUDIES BANK OF JAPAN 日本銀行金融研究所 103-8660 東京都中央区日本橋本石町 2-1-1

幕末期の貨幣供給：万延二分金・銭貨を中心に

1858 67 1 1860 61 2 1862 65 3 1866 67 83 E-mail: noriko.fujii-1@boj.or.jp / /2016.4 67 1. 1859 6 1867 3 1868 4 4 1860 1978, 1980 1987 1988 1863 3 1976 1981 2004 1875 8 1963 1858 5 69 2 2.5 2 68 /2016.4

ばらつき抑制のための確率最適制御

( ) http://wwwhayanuemnagoya-uacjp/ fujimoto/ 2011 3 9 11 ( ) 2011/03/09-11 1 / 46 Outline 1 2 3 4 5 ( ) 2011/03/09-11 2 / 46 Outline 1 2 3 4 5 ( ) 2011/03/09-11 3 / 46 (1/2) r + Controller - u Plant y

( )/2 hara/lectures/lectures-j.html 2, {H} {T } S = {H, T } {(H, H), (H, T )} {(H, T ), (T, T )} {(H, H), (T, T )} {1

( )/2 http://www2.math.kyushu-u.ac.jp/ hara/lectures/lectures-j.html 1 2011 ( )/2 2 2011 4 1 2 1.1 1 2 1 2 3 4 5 1.1.1 sample space S S = {H, T } H T T H S = {(H, H), (H, T ), (T, H), (T, T )} (T, H) S

ad bc A A A = ad bc ( d ) b c a n A n A n A A det A A ( ) a b A = c d det A = ad bc σ {,,,, n} {,,, } {,,, } {,,, } ( ) σ = σ() = σ() = n sign σ sign(

I n n A AX = I, YA = I () n XY A () X = IX = (YA)X = Y(AX) = YI = Y X Y () XY A A AB AB BA (AB)(B A ) = A(BB )A = AA = I (BA)(A B ) = B(AA )B = BB = I (AB) = B A (BA) = A B A B A = B = 5 5 A B AB BA A

濱田弘潤 : 多角化企業の利潤分析 77 多角化企業の利潤分析 多角化ディスカウントの寡占理論による説明 * 濱田弘潤 (diversification discount) Keywords: JEL classifications: D43, L13, L22, G

濱田弘潤 : 多角化企業の利潤分析 77 多角化企業の利潤分析 多角化ディスカウントの寡占理論による説明 * 濱田弘潤 (diversification discount) Keywords: JEL classifications: D43, L13, L22, G34 950-2181 2 8050 Tel. and fax: 025-262-6538 E-mail: khamada@econ.niigata-u.ac.jp

M&A の経済分析：M&A はなぜ増加したのか

RIETI Discussion Paper Series 06-J-034 RIETI Discussion Paper Series 06-J-034 M&A の経済分析 :M&A はなぜ増加したのか 蟻川靖浩 宮島英昭 ( 早稲田大学 RIETI) 2006 年 4 月 要旨 1990 年代以降の M&A の急増の主要な要因は 産業や企業の成長性や収益性へのショックである とりわけ M&A を活発に行っている産業あるいは企業の特性としては

(2 X Poisso P (λ ϕ X (t = E[e itx ] = k= itk λk e k! e λ = (e it λ k e λ = e eitλ e λ = e λ(eit 1. k! k= 6.7 X N(, 1 ϕ X (t = e 1 2 t2 : Cauchy ϕ X (t

6 6.1 6.1 (1 Z ( X = e Z, Y = Im Z ( Z = X + iy, i = 1 (2 Z E[ e Z ] < E[ Im Z ] < Z E[Z] = E[e Z] + ie[im Z] 6.2 Z E[Z] E[ Z ] : E[ Z ] < e Z Z, Im Z Z E[Z] α = E[Z], Z = Z Z 1 {Z } E[Z] = α = α [ α ]

OABC OA OC 4, OB, AOB BOC COA 60 OA a OB b OC c () AB AC () ABC D OD ABC OD OA + p AB + q AC p q () OABC 4 f(x) + x ( ), () y f(x) P l 4 () y f(x) l P

4 ( ) ( ) ( ) ( ) 4 5 5 II III A B (0 ) 4, 6, 7 II III A B (0 ) ( ),, 6, 8, 9 II III A B (0 ) ( [ ] ) 5, 0, II A B (90 ) log x x () (a) y x + x (b) y sin (x + ) () (a) (b) (c) (d) 0 e π 0 x x x + dx e

株式分割払込制度と企業金融、設備投資の関係について ─1930年代初において株式追加払込が果たした役割を中心に─

IMES DISCUSSION PAPER SERIES Discussion Paper No. 2007-J-20 INSTITUTE FOR MONETARY AND ECONOMIC STUDIES BANK OF JAPAN 103-8660 30 http://www.imes.boj.or.jp IMES Discussion Paper Series 2007-J-20 2007

p *2 DSGEDynamic Stochastic General Equilibrium New Keynesian *2 2

2013 1 nabe@ier.hit-u.ac.jp 2013 4 11 Jorgenson Tobin q : Hayashi s Theorem : Jordan : 1 investment 1 2 3 4 5 6 7 8 *1 *1 93SNA 1 p.180 1936 100 1970 *2 DSGEDynamic Stochastic General Equilibrium New Keynesian

A

A 2563 15 4 21 1 3 1.1................................................ 3 1.2............................................. 3 2 3 2.1......................................... 3 2.2............................................

/ n (M1) M (M2) n Λ A = {ϕ λ : U λ R n } λ Λ M (atlas) A (a) {U λ } λ Λ M (open covering) U λ M λ Λ U λ = M (b) λ Λ ϕ λ : U λ ϕ λ (U λ ) R n ϕ

4 4.1 1 2 1 4 2 1 / 2 4.1.1 n (M1) M (M2) n Λ A = {ϕ λ : U λ R n } λ Λ M (atlas) A (a) {U λ } λ Λ M (open covering) U λ M λ Λ U λ = M (b) λ Λ ϕ λ : U λ ϕ λ (U λ ) R n ϕ λ U λ (local chart, local coordinate)

,. Black-Scholes u t t, x c u 0 t, x x u t t, x c u t, x x u t t, x + σ x u t, x + rx ut, x rux, t 0 x x,,.,. Step 3, 7,,, Step 6., Step 4,. Step 5,,.

9 α ν β Ξ ξ Γ γ o δ Π π ε ρ ζ Σ σ η τ Θ θ Υ υ ι Φ φ κ χ Λ λ Ψ ψ µ Ω ω Def, Prop, Th, Lem, Note, Remark, Ex,, Proof, R, N, Q, C [a, b {x R : a x b} : a, b {x R : a < x < b} : [a, b {x R : a x < b} : a,

ii p ϕ x, t = C ϕ xe i ħ E t +C ϕ xe i ħ E t ψ x,t ψ x,t p79 やは時間変化しないことに注意 振動 粒子はだいたい このあたりにいる 粒子はだいたい このあたりにいる p35 D.3 Aψ Cϕdx = aψ ψ C Aϕ dx

i B5 7.8. p89 4. ψ x, tψx, t = ψ R x, t iψ I x, t ψ R x, t + iψ I x, t = ψ R x, t + ψ I x, t p 5.8 π π π F e ix + F e ix + F 3 e 3ix F e ix + F e ix + F 3 e 3ix dx πψ x πψx p39 7. AX = X A [ a b c d x

熊本県数学問題正解

00 y O x Typed by L A TEX ε ( ) (00 ) 5 4 4 ( ) http://www.ocn.ne.jp/ oboetene/plan/. ( ) (009 ) ( ).. http://www.ocn.ne.jp/ oboetene/plan/eng.html 8 i i..................................... ( )0... (

untitled

1 25/5/3-6/3 1 1 1.1.................................. 1 1.2.................................. 4 2 5 2.1.............................. 5 2.2.............................. 6 3 Black Scholes 7 3.1 BS............................

ii 3.,. 4. F. ( ), ,,. 8.,. 1. (75% ) (25% ) =7 24, =7 25, =7 26 (. ). 1.,, ( ). 3.,...,.,.,.,.,. ( ) (1 2 )., ( ), 0., 1., 0,.

(1 C205) 4 10 (2 C206) 4 11 (2 B202) 4 12 25(2013) http://www.math.is.tohoku.ac.jp/~obata,.,,,..,,. 1. 2. 3. 4. 5. 6. 7. 8. 1., 2007 ( ).,. 2. P. G., 1995. 3. J. C., 1988. 1... 2.,,. ii 3.,. 4. F. ( ),..

-

ヒストリカル法によるバリュー・アット・リスクの計測：市場価格変動の非定常性への実務的対応

VaR VaR VaR VaR GARCH E-mail : yoshitaka.andou@boj.or.jp VaR VaR LTCM VaR VaR VaR VaR VaR VaR VaR VaR t P(t) P(= P() P(t)) Pr[ P X] =, X t100 (1 )VaR VaR P100 P X X (1 ) VaR VaR VaR VaR VaR VaR VaR VaR

c 2009 i

I 2009 c 2009 i 0 1 0.0................................... 1 0.1.............................. 3 0.2.............................. 5 1 7 1.1................................. 7 1.2..............................

r 1 m A r/m i) t ii) m i) t B(t; m) ( B(t; m) = A 1 + r ) mt m ii) B(t; m) ( B(t; m) = A 1 + r ) mt m { ( = A 1 + r ) m } rt r m n = m r m n B

1 1.1 1 r 1 m A r/m i) t ii) m i) t Bt; m) Bt; m) = A 1 + r ) mt m ii) Bt; m) Bt; m) = A 1 + r ) mt m { = A 1 + r ) m } rt r m n = m r m n Bt; m) Aert e lim 1 + 1 n 1.1) n!1 n) e a 1, a 2, a 3,... {a n

waseda2010a-jukaiki1-main.dvi

November, 2 Contents 6 2 8 3 3 3 32 32 33 5 34 34 6 35 35 7 4 R 2 7 4 4 9 42 42 2 43 44 2 5 : 2 5 5 23 52 52 23 53 53 23 54 24 6 24 6 6 26 62 62 26 63 t 27 7 27 7 7 28 72 72 28 73 36) 29 8 29 8 29 82 3

The Physics of Atmospheres CAPTER :

The Physics of Atmospheres CAPTER 4 1 4 2 41 : 2 42 14 43 17 44 25 45 27 46 3 47 31 48 32 49 34 41 35 411 36 maintex 23/11/28 The Physics of Atmospheres CAPTER 4 2 4 41 : 2 1 σ 2 (21) (22) k I = I exp(

* *2 Russell et al. (2015) 2

2017 6 1 1 2016 S 40 *1 1997 IBM 2011 IBM 2017 nishihara@hiroshima-u.ac.jp *1 NHTSA Investigation: PE 16-007 (Jan. 2017) 1 *2 1 2 3 4 *2 Russell et al. (2015) 2 6 8 Polinsky and Shavell (2010) Polinsky

ＰＲ映画-1

II III I ~ 2 ~

中堅中小企業向け秘密保持マニュアル

20 15 14.6 15.3 14.9 15.7 16.0 15.7 13.4 14.5 13.7 14.2 10 10 13 16 19 22 1 70,000 60,000 50,000 40,000 30,000 20,000 10,000 0 2,500 59,862 56,384 2,000 42,662 44,211 40,639 37,323 1,500 33,408 34,472

- 2 -

- 2 - - 3 - (1) (2) (3) (1) - 4 - ~ - 5 - (2) - 6 - (1) (1) - 7 - - 8 - (i) (ii) (iii) (ii) (iii) (ii) 10 - 9 - (3) - 10 - (3) - 11 - - 12 - (1) - 13 - - 14 - (2) - 15 - - 16 - (3) - 17 - - 18 - (4) -

2 1980 8 4 4 4 4 4 3 4 2 4 4 2 4 6 0 0 6 4 2 4 1 2 2 1 4 4 4 2 3 3 3 4 3 4 4 4 4 2 5 5 2 4 4 4 0 3 3 0 9 10 10 9 1 1

1 1979 6 24 3 4 4 4 4 3 4 4 2 3 4 4 6 0 0 6 2 4 4 4 3 0 0 3 3 3 4 3 2 4 3? 4 3 4 3 4 4 4 4 3 3 4 4 4 4 2 1 1 2 15 4 4 15 0 1 2 1980 8 4 4 4 4 4 3 4 2 4 4 2 4 6 0 0 6 4 2 4 1 2 2 1 4 4 4 2 3 3 3 4 3 4 4

I? 3 1 3 1.1?................................. 3 1.2?............................... 3 1.3!................................... 3 2 4 2.1........................................ 4 2.2.......................................

1 (1) (2)

1 2 (1) (2) (3) 3-78 - 1 (1) (2) - 79 - i) ii) iii) (3) (4) (5) (6) - 80 - (7) (8) (9) (10) 2 (1) (2) (3) (4) i) - 81 - ii) (a) (b) 3 (1) (2) - 82 - - 83 - - 84 - - 85 - - 86 - (1) (2) (3) (4) (5) (6)

2 7 V 7 {fx fx 3 } 8 P 3 {fx fx 3 } 9 V 9 {fx fx f x 2fx } V {fx fx f x 2fx + } V {{a n } {a n } a n+2 a n+ + a n n } 2 V 2 {{a n } {a n } a n+2 a n+

R 3 R n C n V??,?? k, l K x, y, z K n, i x + y + z x + y + z iv x V, x + x o x V v kx + y kx + ky vi k + lx kx + lx vii klx klx viii x x ii x + y y + x, V iii o K n, x K n, x + o x iv x K n, x + x o x

Report10.dvi

[76 ] Yuji Chinone - t t t = t t t = fl B = ce () - Δθ u u ΔS /γ /γ observer = fl t t t t = = =fl B = ce - Eq.() t ο t v ο fl ce () c v fl fl - S = r = r fl = v ce S =c t t t ο t S c = ce ce v c = ce v

1W II K =25 A (1) office(a439) (2) A4 etc. 12:00-13:30 Cafe David 1 2 TA appointment Cafe D

1W II K200 : October 6, 2004 Version : 1.2, kawahira@math.nagoa-u.ac.jp, http://www.math.nagoa-u.ac.jp/~kawahira/courses.htm TA M1, m0418c@math.nagoa-u.ac.jp TA Talor Jacobian 4 45 25 30 20 K2-1W04-00

18 ( ) ( ) [ ] [ ) II III A B (120 ) 1, 2, 3, 5, 6 II III A B (120 ) ( ) 1, 2, 3, 7, 8 II III A B (120 ) ( [ ]) 1, 2, 3, 5, 7 II III A B (

8 ) ) [ ] [ ) 8 5 5 II III A B ),,, 5, 6 II III A B ) ),,, 7, 8 II III A B ) [ ]),,, 5, 7 II III A B ) [ ] ) ) 7, 8, 9 II A B 9 ) ) 5, 7, 9 II B 9 ) A, ) B 6, ) l ) P, ) l A C ) ) C l l ) π < θ < π sin

() Remrk I = [0, ] [x i, x i ]. (x : ) f(x) = 0 (x : ) ξ i, (f) = f(ξ i )(x i x i ) = (x i x i ) = ξ i, (f) = f(ξ i )(x i x i ) = 0 (f) 0.

() 6 f(x) [, b] 6. Riemnn [, b] f(x) S f(x) [, b] (Riemnn) = x 0 < x < x < < x n = b. I = [, b] = {x,, x n } mx(x i x i ) =. i [x i, x i ] ξ i n (f) = f(ξ i )(x i x i ) i=. (ξ i ) (f) 0( ), ξ i, S, ε >

2 Chapter 4 (f4a). 2. (f4cone) ( θ) () g M. 2. (f4b) T M L P a θ (f4eki) ρ H A a g. v ( ) 2. H(t) ( )

http://astr-www.kj.yamagata-u.ac.jp/~shibata f4a f4b 2 f4cone f4eki f4end 4 f5meanfp f6coin () f6a f7a f7b f7d f8a f8b f9a f9b f9c f9kep f0a f0bt version feqmo fvec4 fvec fvec6 fvec2 fvec3 f3a (-D) f3b

(1) (2) (3) (4) (5) 2.1 ( ) 2

3B11.dvi

Siripatanakulkhajorn Sakchai Study on Stochastic Optimal Electric Power Procurement Strategies with Uncertain Market Prices Sakchai Siripatanakulkhajorn,StudentMember,YuichiSaisho, Student Member, Yasumasa

A5 PDF.pwd

Kwansei Gakuin University Rep Title 日 本 版 不 動 産 投 資 信 託 ( J-REIT) における 利 益 相 反 問 題 Author(s) Kojima, Koji, 児 島, 幸 治 Citation 商 学 論 究, 63(3): 359-375 Issue Date 2016-03-10 URL http://hdl.handle.net/10236/14192

() x + y + y + x dy dx = 0 () dy + xy = x dx y + x y ( 5) ( s55906) 0.7. (). 5 (). ( 6) ( s6590) 0.8 m n. 0.9 n n A. ( 6) ( s6590) f A (λ) = det(a λi)

0. A A = 4 IC () det A () A () x + y + z = x y z X Y Z = A x y z ( 5) ( s5590) 0. a + b + c b c () a a + b + c c a b a + b + c 0 a b c () a 0 c b b c 0 a c b a 0 0. A A = 7 5 4 5 0 ( 5) ( s5590) () A ()

Microsoft Word - 触ってみよう、Maximaに2.doc

i i e! ( x +1) 2 3 ( 2x + 3)! ( x + 1) 3 ( a + b) 5 2 2 2 2! 3! 5! 7 2 x! 3x! 1 = 0 ",! " >!!! # 2x + 4y = 30 "! x + y = 12 sin x lim x!0 x x n! # $ & 1 lim 1 + ('% " n 1 1 lim lim x!+0 x x"!0 x log x

L Y L( ) Y0.15Y 0.03L 0.01L 6% L=(10.15)Y 108.5Y 6%1 Y y p L ( 19 ) [1990] [1988] 1

1. 1-1 00 001 9 J-REIT 1- MM CAPM 1-3 [001] [1997] [003] [001] [1999] [003] 1-4 0 . -1 18 1-1873 6 1896 L Y L( ) Y0.15Y 0.03L 0.01L 6% L=(10.15)Y 108.5Y 6%1 Y y p L 6 1986 ( 19 ) -3 17 3 18 44 1 [1990]

i I II I II II IC IIC I II ii 5 8 5 3 7 8 iii I 3........................... 5......................... 7........................... 4........................ 8.3......................... 33.4...................

( : December 27, 2015) CONTENTS I. 1 II. 2 III. 2 IV. 3 V. 5 VI. 6 VII. 7 VIII. 9 I. 1 f(x) f (x) y = f(x) x ϕ(r) (gradient) ϕ(r) (gradϕ(r) ) ( ) ϕ(r)

( : December 27, 215 CONTENTS I. 1 II. 2 III. 2 IV. 3 V. 5 VI. 6 VII. 7 VIII. 9 I. 1 f(x f (x y f(x x ϕ(r (gradient ϕ(r (gradϕ(r ( ϕ(r r ϕ r xi + yj + zk ϕ(r ϕ(r x i + ϕ(r y j + ϕ(r z k (1.1 ϕ(r ϕ(r i

福岡大学人文論叢47-3

679 pp. 1 680 2 681 pp. 3 682 4 683 5 684 pp. 6 685 7 686 8 687 9 688 pp. b 10 689 11 690 12 691 13 692 pp. 14 693 15 694 a b 16 695 a b 17 696 a 18 697 B 19 698 A B B B A B B A A 20 699 pp. 21 700 pp.

HITACHI　液晶プロジェクター CP-AX3505J/CP-AW3005J　取扱説明書 -詳細版-　【技術情報編】

B A C E D 1 3 5 7 9 11 13 15 17 19 2 4 6 8 10 12 14 16 18 H G I F J M N L K Y CB/PB CR/PR COMPONENT VIDEO OUT RS-232C LAN RS-232C LAN LAN BE EF 03 06 00 2A D3 01 00 00 60 00 00 BE EF 03 06 00 BA D2 01

linearal1.dvi

19 4 30 I 1 1 11 1 12 2 13 3 131 3 132 4 133 5 134 6 14 7 2 9 21 9 211 9 212 10 213 13 214 14 22 15 221 15 222 16 223 17 224 20 3 21 31 21 32 21 33 22 34 23 341 23 342 24 343 27 344 29 35 31 351 31 352

( ) ,

II 2007 4 0. 0 1 0 2 ( ) 0 3 1 2 3 4, - 5 6 7 1 1 1 1 1) 2) 3) 4) ( ) () H 2.79 10 10 He 2.72 10 9 C 1.01 10 7 N 3.13 10 6 O 2.38 10 7 Ne 3.44 10 6 Mg 1.076 10 6 Si 1 10 6 S 5.15 10 5 Ar 1.01 10 5 Fe 9.00

, x R, f (x),, df dx : R R,, f : R R, f(x) ( ).,, f (a) d f dx (a), f (a) d3 f dx 3 (a),, f (n) (a) dn f dx n (a), f d f dx, f d3 f dx 3,, f (n) dn f

,,,,.,,,. R f : R R R a R, f(a + ) f(a) lim 0 (), df dx (a) f (a), f(x) x a, f (a), f(x) x a ( ). y f(a + ) y f(x) f(a+) f(a) f(a + ) f(a) f(a) x a 0 a a + x 0 a a + x y y f(x) 0 : 0, f(a+) f(a)., f(x)

u = u(t, x 1,..., x d ) : R R d C λ i = 1 := x 2 1 x 2 d d Euclid Laplace Schrödinger N := {1, 2, 3,... } Z := {..., 3, 2, 1,, 1, 2, 3

2 2 1 5 5 Schrödinger i u t + u = λ u 2 u. u = u(t, x 1,..., x d ) : R R d C λ i = 1 := 2 + + 2 x 2 1 x 2 d d Euclid Laplace Schrödinger 3 1 1.1 N := {1, 2, 3,... } Z := {..., 3, 2, 1,, 1, 2, 3,... } Q