住宅ローンのリスク管理
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- しょうぶ たかぎ
- 9 years ago
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1 NSSOL & CPC 2008 (p.23) Credit Pricing
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5 Now Printing PD
6 i 1 i 2 t = 1 α t Now Printing T i i i n n T exp( βx ) βx = β x + β x + Lβ x x i DTI x i
7 Now Printing Now Printing Now Printing
8 Now Printing
9
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11 PV LGD = 1 Now Printing LGD (PV) + PV = 1
12 DF (5%) DF DF (95%) LGD Now Printing % 10% 80% 18% 25% 57% 25% 38% 37%
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14 CPR Now Printing
15 Now Printing
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17 () () () ( ) () ()
18 DF DF DF
19 Basel II /
20 BaselPDLGD Basel I/F
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研修コーナー
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No. 1 2 No. 3 4 5 6 7 8 9 10 11 12 No. 13 14 15 16 17 18 19 20 21 22 23 24 25 26 No. 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 No. 44 45 46 47 48 49 50 51 52 No. 53 54 55 56 57 58 59 60 61 62
平成20年5月 協会創立50年の歩み 海の安全と環境保全を目指して 友國八郎 海上保安庁 長官 岩崎貞二 日本船主協会 会長 前川弘幸 JF全国漁業協同組合連合会 代表理事会長 服部郁弘 日本船長協会 会長 森本靖之 日本船舶機関士協会 会長 大内博文 航海訓練所 練習船船長 竹本孝弘 第二管区海上保安本部長 梅田宜弘
平成18年度「商品先物取引に関する実態調査」報告書
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大阪信用保証協会の現況(2017年)
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O1-1 O1-2 O1-3 O1-4 O1-5 O1-6
O1-1 O1-2 O1-3 O1-4 O1-5 O1-6 O1-7 O1-8 O1-9 O1-10 O1-11 O1-12 O1-13 O1-14 O1-15 O1-16 O1-17 O1-18 O1-19 O1-20 O1-21 O1-22 O1-23 O1-24 O1-25 O1-26 O1-27 O1-28 O1-29 O1-30 O1-31 O1-32 O1-33 O1-34 O1-35
第86回日本感染症学会総会学術集会後抄録(I)
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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)
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> > <., vs. > x 2 x y = ax 2 + bx + c y = 0 2 ax 2 + bx + c = 0 y = 0 x ( x ) y = ax 2 + bx + c D = b 2 4ac (1) D > 0 x (2) D = 0 x (3
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漸化式のすべてのパターンを解説しましたー高校数学の達人・河見賢司のサイト
https://www.hmg-gen.com/tuusin.html https://www.hmg-gen.com/tuusin1.html 1 2 OK 3 4 {a n } (1) a 1 = 1, a n+1 a n = 2 (2) a 1 = 3, a n+1 a n = 2n a n a n+1 a n = ( ) a n+1 a n = ( ) a n+1 a n {a n } 1,
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Information September, 2005 1 2 Japanese Association for Molecular Target Therapy of Cancer News Letter No.9 September, 2005 3 2005 4 Japanese Association for Molecular Target Therapy of Cancer News Letter
09 II 09/12/ (3D ) f(, y) = 2 + y 2 3D- 1 f(0, 0) = 2 f(1, 0) = 3 f(0, 1) = 4 f(1, 1) = 5 f( 1, 2) = 6 f(0, 1) = z y (3D ) f(, y) = 2 + y
09 II 09/12/21 1 1 7 1.1 I 2D II 3D f() = 3 6 2 + 9 2 f(, y) = 2 2 + 2y + y 2 6 4y f(1) = 1 3 6 1 2 9 1 2 = 2 y = f() f(3, 2) = 2 3 2 + 2 3 2 + 2 2 6 3 4 2 = 8 z = f(, y) y 2 1 z 8 3 2 y 1 ( y ) 1 (0,
t χ 2 F Q t χ 2 F 1 2 µ, σ 2 N(µ, σ 2 ) f(x µ, σ 2 ) = 1 ( exp (x ) µ)2 2πσ 2 2σ 2 0, N(0, 1) (100 α) z(α) t χ 2 *1 2.1 t (i)x N(µ, σ 2 ) x µ σ N(0, 1
t χ F Q t χ F µ, σ N(µ, σ ) f(x µ, σ ) = ( exp (x ) µ) πσ σ 0, N(0, ) (00 α) z(α) t χ *. t (i)x N(µ, σ ) x µ σ N(0, ) (ii)x,, x N(µ, σ ) x = x+ +x N(µ, σ ) (iii) (i),(ii) z = x µ N(0, ) σ N(0, ) ( 9 97.
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88 th Annual Meeting of the Zoological Society of Japan Abstracts 88 th Annual Meeting of the Zoological Society of Japan Abstracts 88 th Annual Meeting of the Zoological Society of Japan Abstracts 88
koji07-01.dvi
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FAX780CL_chap-first.fm
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FAX780TA_chap-first.fm
FAX-780TA ABCDEFGHIα 01041115:10 :01 FAX-780CL α 1 1 2 3 1 2 f k b a FAX-780TA α n p q 09,. v m t w FAX-780TA A BC B C D E F G H I c i c s s i 0 9 i c i k o o o t c 0 9 - = C t C B t - = 1 2 3
