@article{CTT100411472, author = {金子拓也 and 中川秀敏}, title = {B/S を利用した回収率とそれに基づく貸出債権の適正プライシング・モデル}, journal = {日本応用数理学会論文誌}, year = 2006, } @article{CTT100411471, author = {Hidetoshi NAKAGAWA and Tomoaki Shouda}, title = {Analyses of Mortgage-Backed Securities Based on Unobservable Prepayment Cost Processes}, journal = {Asia-Pacific Financial Markets}, year = 2004, } @article{CTT100496294, author = {Hidetoshi Nakagawa and Tomoaki Shouda}, title = {Valuation of mortgage-backed securities based on unobservable prepayment costs}, journal = {Advances in Mathematical Economics}, year = 2004, } @article{CTT100408301, author = {Hidetoshi NAKAGAWA and Tomoaki SHOUDA}, title = {A prepayment model of mortgage-backed securities based on unobservable prepayment cost processes}, journal = {Advances in Mathematical Economics}, year = 2006, } @article{CTT100480966, author = {Hidetoshi Nakagawa}, title = {A filtering model on default risk}, journal = {Journal of Mathematical Sciences, University of Tokyo}, year = 2001, } @article{CTT100480964, author = {Hidetoshi Nakagawa}, title = {A remark on spot rate models induced by an equilibrium model}, journal = {Journal of Mathematical Sciences, University of Tokyo}, year = 1999, } @article{CTT100599316, author = {安彦 元 and 田中義敏 and 中川 秀敏}, title = {格成分数を利用した特許請求の範囲の限定度合解析とその戦略的応用}, journal = {知財管理}, year = 2009, } @article{CTT100598604, author = {安彦 元 and 田中義敏 and 中川 秀敏}, title = {特許の有用性に影響を及ぼす特許明細書中の定量的パラメータに関する統計的検討}, journal = {日本感性工学会論文誌}, year = 2009, } @article{CTT100570257, author = {安彦元 and 田中義敏 and 中川秀敏}, title = {技術的範囲の広さに対応した特許請求の範囲の数値化方法の提案}, journal = {日本知財学会誌}, year = 2008, } @article{CTT100570259, author = {安彦元 and 田中義敏 and 中川秀敏}, title = {定量的指標による特許の技術的範囲の変動リスク予測スキームの提案}, journal = {The Journal of Science Policy and Research Management}, year = 2008, } @article{CTT100524660, author = {川口宗紀 and 中川秀敏}, title = {インパルスコントロールを用いた住宅ローン・プリペイメントモデル}, journal = {MTECジャーナル}, year = 2006, } @article{CTT100499779, author = {Hidetoshi NAKAGAWA and Tomoaki SHOUDA}, title = {Analyses of Mortgage-Backed Securities Based on Unobservable Prepayment Cost Processes}, journal = {COLUMBIA-JAFEE MATHEMATICS OF FINANCE CONFERENCE, Columbia University}, year = 2004, } @article{CTT100499768, author = {金子拓也 and 中川秀敏}, title = {財務データを利用したStructural型倒産確率算出モデルの研究}, journal = {日本金融・証券計量・工学学会2004年度夏季大会予稿集}, year = 2004, } @inproceedings{CTT100524655, author = {Takuya KANEKO and Hidetoshi NAKAGAWA}, title = {A bank loan pricing model based on recovery rate distribution}, booktitle = {ADVANCE PROGRAM AND ABSTRACTS: SSS'06 The 38th ISCIE International Symposium on Stochastic Systems Theory and ITs Applications,}, year = 2006, } @inproceedings{CTT100524656, author = {川口 宗紀 and 中川 秀敏}, title = {最適停止とインパルスコントロールの混合問題による住宅ローンの最適返済戦略の評価}, booktitle = {日本オペレーションズ・リサーチ学会 2006年秋季研究発表会アブストラクト集}, year = 2006, } @inproceedings{CTT100391497, author = {Hidetoshi NAKAGAWA and Tomoaki SHOUDA}, title = {Analyses of Mortgage-Backed Securities Based on Unobservable Prepayment Cost Processes}, booktitle = {Risk Workshop in honour of Hans Buehlmann}, year = 2005, } @inproceedings{CTT100394974, author = {金子拓也 and 中川秀敏}, title = {B/Sデータを利用した新しい回収率推計方法と融資ポートフォリオの最適化への応用}, booktitle = {日本金融・証券計量・工学学会 2005冬季大会予稿集}, year = 2005, } @inproceedings{CTT100391553, author = {金子拓也 and 中川秀敏}, title = {企業財務データを用いた回収率モデルに関する研究}, booktitle = {日本オペレーションズ・リサーチ学会 2005年秋季研究発表会アブストラクト集}, year = 2005, } @inproceedings{CTT100391556, author = {Hidetoshi NAKAGAWA and Tomoaki SHOUDA}, title = {Analyses of Mortgage-Backed Securities Based on Unobservable Prepayment Cost Processes}, booktitle = {Abstracts of The 4th JSIAM-SIMAI SEMINAR on Industrial and Applied Mathematics}, year = 2005, } @inproceedings{CTT100499771, author = {正田智昭 and 中川秀敏}, title = {Valuation of Mortgage-Backed Securities Based on Unobservable Prepayment Cost Processes}, booktitle = {日本ファイナンス学会第12回大会予稿集}, year = 2004, } @misc{CTT100524654, author = {中川秀敏}, title = {信用リスク計量のための数理モデル}, year = 2006, } @misc{CTT100524663, author = {中川秀敏}, title = {確率微分方程式-信用リスク・モデルへの応用}, year = 2006, } @misc{CTT100594303, author = {Hidetoshi Nakagawa}, title = {An Application of Stochastic Calculus to Mathematical Finance}, year = 2000, } @phdthesis{CTT100594303, author = {Hidetoshi Nakagawa}, title = {An Application of Stochastic Calculus to Mathematical Finance}, school = {東京大学}, year = 2000, }