Term Structure of Interest Rate and Monetary Policy Short Course on Dynamic Term Structure Models A Macro-Finance Analysis of the Term Structure and Monetary Policy in Japan

彼の言葉は、強いエナジーにあふれている。

読みたい論文たち

"New Facts in Finance" by John Cochrane "Portfolio Advice for a Multifactor World" by John Cochrane *1サーベイではあるのですが、僕にはショッキングな内容でした。 *1:From Prof.Cochrane's web page

"A One-Factor Model of Interest Rates and its Application to Treasury Bond Options. (By F.Black, E.Derman, W.Toy)" *1 Black-Derman-Toy の原論文を読んでみようかと思います。 内容もさることながら、短い文章で、方程式を使わずに、それでも明晰に…

What Quants Don't Learn at College. (By Emanuel Derman) *1の要約 *1:From Dr.Derman's Page

（京都賞におけるI.M.Gelfandの講演より）*1 *1:http://www.inamori-f.or.jp/laureates/k05_b_izrail/lct.html

TALK OF ISRAEL GELFAND *1 (given at the dinner at Royal East Restaurant on September 3, 2003) *1:From an International Conference on "The Unity of Mathematics"