{"id":7767,"date":"2013-12-05T10:45:22","date_gmt":"2013-12-05T01:45:22","guid":{"rendered":"http:\/\/open.shonan.bunkyo.ac.jp\/syllabus\/?p=7767"},"modified":"2013-12-05T10:45:22","modified_gmt":"2013-12-05T01:45:22","slug":"%e9%87%91%e8%9e%8d%e7%b5%8c%e6%b8%88%e5%ad%a6%e7%89%b9%e8%ab%96-3","status":"publish","type":"post","link":"https:\/\/open.shonan.bunkyo.ac.jp\/syllabus\/?p=7767","title":{"rendered":"\u91d1\u878d\u7d4c\u6e08\u5b66\u7279\u8ad6"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n
\u5e74\u5ea6<\/th>\n2007<\/td>\n<\/tr>\n
\u79d1\u76ee\u540d<\/th>\n\u91d1\u878d\u7d4c\u6e08\u5b66\u7279\u8ad6<\/td>\n<\/tr>\n
\u6559\u54e1\u540d<\/th>\n\u6817\u6797\u3000\u8a13<\/td>\n<\/tr>\n
\u6388\u696d\u6982\u8981<\/th>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u306b\u4ee3\u8868\u3055\u308c\u308b\u91d1\u878d\u7d4c\u6e08\u5b66\u306e\u7406\u8ad6\u7684\u30fb\u5b9f\u52d9\u7684\u306a\u30c8\u30d4\u30c3\u30af\u30b9\u3092\u30ab\u30d0\u30fc\u3059\u308b\u3002 \u8cc7\u7523\u4fa1\u683c\u306e\u5f93\u3046\u78ba\u7387\u904e\u7a0b\u3092\u30d2\u30e5\u30fc\u30ea\u30b9\u30c6\u30a3\u30c3\u30af\u306b\u7279\u5b9a\u5316\u3057\u3001 \u305d\u306e\u30de\u30eb\u30b3\u30d5\u7684\u306a\u6027\u8cea\u304b\u3089\u3001 \u30a6\u30a3\u30fc\u30ca\u30fc\u904e\u7a0b\u3001 \u4f0a\u85e4\u904e\u7a0b (\u5e7e\u4f55\u30d6\u30e9\u30a6\u30f3\u904b\u52d5) \u3092\u5c0e\u304f\u3002 \u3053\u308c\u3089\u306e\u78ba\u7387\u904e\u7a0b\u306f\u7279\u306b\u682a\u4fa1\u306e\u52d5\u304d\u3092\u8a18\u8ff0\u3059\u308b\u969b\u306b\u57fa\u672c\u3068\u306a\u308b\u3082\u306e\u3067\u3042\u308b\u3002 \u6b21\u3044\u3067\u3001 \u6761\u4ef6\u4ed8\u304d\u8acb\u6c42\u6a29 (\u30aa\u30d7\u30b7\u30e7\u30f3\u7b49) \u306e\u8a55\u4fa1\u3067\u91cd\u8981\u306a\u5f79\u5272\u3092\u679c\u305f\u3059\u5bfe\u6570\u6b63\u898f\u3068\u306e\u95a2\u4fc2\u3092\u8abf\u3079\u308b\u3002 \u3055\u3089\u306b\u78ba\u7387\u5fae\u5206\u65b9\u7a0b\u5f0f\u306e\u7406\u8ad6\u9069\u6210\u679c\u3092\u91d1\u878d\u7d4c\u6e08\u5b66 (Financial Economics) \u306e\u4e3b\u8981\u306a\u30c8\u30d4\u30c3\u30af\u30b9\u306e\u3072\u3068\u3064\u3067\u3042\u308b\u6d3e\u751f\u7684\u8a3c\u5238 (Derivative securities)\u3001 \u3088\u308a\u4e00\u822c\u7684\u306b\u306f\u6761\u4ef6\u4ed8\u304d\u8acb\u6c42\u6a29 (Contingent claims) \u306e\u8a55\u4fa1\u554f\u984c\u306b\u5fdc\u7528\u3059\u308b\u3002<\/td>\n<\/tr>\n
\u6388\u696d\u8a08\u753b<\/th>\n\u73fe\u4ee3\u7d4c\u6e08\u5b66\u306b\u304a\u3051\u308b\u91d1\u878d\u7d4c\u6e08\u5b66\u306e\u4f4d\u7f6e\u3065\u3051\u3002
MPT(1)
MPT(2)
MPT(3)
\u78ba\u7387\u5165\u9580\uff081\uff09
\u78ba\u7387\u5165\u9580\uff082\uff09
\u78ba\u7387\u5165\u9580\uff083\uff09
Volatility\uff081\uff09
Volatility\uff082\uff09
Volatility\uff083\uff09
\u6d3e\u751f\u7684\u5546\u54c1\uff081\uff09
\u6d3e\u751f\u7684\u5546\u54c1\uff082\uff09
\u6d3e\u751f\u7684\u5546\u54c1\uff083\uff09
\u7dcf\u62ec<\/td>\n<\/tr>\n
\u8a55\u4fa1\u65b9\u6cd5<\/th>\n\u8b1b\u7fa9\u4e2d\u306e\u8ab2\u984c\u7406\u89e3\u5ea6\u3002<\/td>\n<\/tr>\n
\u6559\u79d1\u66f8<\/th>\n<\/td>\n<\/tr>\n
\u53c2\u8003\u66f8<\/th>\n<\/td>\n<\/tr>\n
\u30e1\u30c3\u30bb\u30fc\u30b8<\/th>\n\u6570\u5b66\u7684\u7684\u601d\u8003\u3001\u78ba\u7387\u30fb\u7d71\u8a08\u306e\u77e5\u8b58\u3092\u6db5\u990a\u3059\u308b\u3002<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

\u5e74\u5ea6 2007 \u79d1\u76ee\u540d \u91d1\u878d\u7d4c\u6e08\u5b66\u7279\u8ad6 \u6559\u54e1\u540d \u6817\u6797\u3000\u8a13 \u6388\u696d\u6982\u8981 \u30aa\u30d7\u30b7\u30e7\u30f3\u306b\u4ee3\u8868\u3055\u308c\u308b\u91d1\u878d\u7d4c\u6e08\u5b66\u306e\u7406\u8ad6\u7684\u30fb\u5b9f\u52d9\u7684\u306a\u30c8\u30d4\u30c3\u30af\u30b9\u3092\u30ab\u30d0\u30fc\u3059\u308b\u3002 \u8cc7\u7523\u4fa1\u683c\u306e\u5f93\u3046\u78ba\u7387\u904e\u7a0b\u3092\u30d2\u30e5\u30fc\u30ea\u30b9\u30c6\u30a3\u30c3\u30af\u306b\u7279\u5b9a\u5316\u3057\u3001 \u305d\u306e\u30de\u30eb\u30b3\u30d5\u7684\u306a\u6027\u8cea … \u7d9a\u304d\u3092\u8aad\u3080 →<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[9],"tags":[],"class_list":["post-7767","post","type-post","status-publish","format-standard","hentry","category-9"],"acf":[],"_links":{"self":[{"href":"https:\/\/open.shonan.bunkyo.ac.jp\/syllabus\/index.php?rest_route=\/wp\/v2\/posts\/7767","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/open.shonan.bunkyo.ac.jp\/syllabus\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/open.shonan.bunkyo.ac.jp\/syllabus\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/open.shonan.bunkyo.ac.jp\/syllabus\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/open.shonan.bunkyo.ac.jp\/syllabus\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=7767"}],"version-history":[{"count":0,"href":"https:\/\/open.shonan.bunkyo.ac.jp\/syllabus\/index.php?rest_route=\/wp\/v2\/posts\/7767\/revisions"}],"wp:attachment":[{"href":"https:\/\/open.shonan.bunkyo.ac.jp\/syllabus\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=7767"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/open.shonan.bunkyo.ac.jp\/syllabus\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=7767"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/open.shonan.bunkyo.ac.jp\/syllabus\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=7767"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}