▶Japanese
Post to SNS
- Home
- > School of Science
- > Graduate major in Mathematics
- > Special lectures on current topics in Mathematics W
- School of Science
-
School of Engineering
- Undergraduate major in Mechanical Engineering
- Undergraduate major in Systems and Control Engineering
- Undergraduate major in Electrical and Electronic Engineering
- Undergraduate major in Information and Communications Engineering
- Undergraduate major in Industrial Engineering and Economics
- Common courses
- School of Materials and Chemical Technology
- School of Computing
- School of Life Science and Technology
- School of Environment and Society
- 工学院，物質理工学院，環境・社会理工学院共通科目
- Liberal arts and basic science courses
- First-Year Courses
- School of Science
- School of Engineering
- School of Materials and Chemical Technology
- School of Computing
- School of Life Science and Technology
-
School of Environment and Society
- Department of Architecture and Building Engineering
- Department of Civil and Environmental Engineering
- Department of Transdisciplinary Science and Engineering
- Department of Social and Human Sciences
- Department of Innovation Science
- Graduate major in Technology and Innovation Management
- Common courses
- Liberal arts and basic science courses
- Academic unit or major
- Graduate major in Mathematics
- Instructor(s)
- Ninomiya Syoiti
- Class Format
- Lecture
- Media-enhanced courses
- Day/Period(Room No.)
- Intensive ()
- Group
- -
- Course number
- MTH.E654
- Credits
- 2
- Academic year
- 2017
- Offered quarter
- 1Q
- Syllabus updated
- 2017/3/17
- Lecture notes updated
- 2017/5/2
- Language used
- Japanese
- Access Index
-
Lecture
Lecture 1 Introduction, review of stochastic analysis
2017.5.8(Mon.) 5-8Session
Lecture
Lecture 2 Structural models of a firm's default
2017.5.9(Tue.) 7-10Session
Lecture
Lecture 3 Hazard rate models, Extension to hazard rate process models
2017.5.10(Wed.) 5-8Session
Lecture
Lecture 4 Valuation of credit derivatives
2017.5.11(Thu.) 7-10Session
Lecture
Lecture 5 Portfolio credit risk, Counterparty credit risk
2017.5.12(Fri.) 7-10Session
It is necessary for those who refer to the PDF file to use "Adobe Reader" as the plug-in software of Adobe System Company.
If you don't have the software, please download from this item (free).
