{"id":157,"date":"2009-02-26T18:33:08","date_gmt":"2009-02-26T09:33:08","guid":{"rendered":"https:\/\/orsj.org\/chubu\/?p=157"},"modified":"2024-07-18T14:09:04","modified_gmt":"2024-07-18T05:09:04","slug":"%e8%ac%9b%e6%bc%94%e4%bc%9a%e4%b8%ad%e9%83%a8%e6%94%af%e9%83%a8%e5%8d%94%e8%b3%9b%e3%81%ae%e3%81%94%e6%a1%88%e5%86%85","status":"publish","type":"post","link":"https:\/\/orsj.org\/chubu\/?p=157","title":{"rendered":"\u65e5\u672c\u30ed\u30b8\u30b9\u30c6\u30a3\u30af\u30b9\u30b7\u30b9\u30c6\u30e0\u5b66\u4f1a\u4e2d\u90e8\u652f\u90e8\u8b1b\u6f14\u4f1a(\u652f\u90e8\u5354\u8cdb)\u306e\u3054\u6848\u5185"},"content":{"rendered":"

\u65e5\u672cOR\u5b66\u4f1a\u4e2d\u90e8\u652f\u90e8\u5354\u8cdb\u3067\u3059\uff0e\u591a\u6570\u306e\u53c2\u52a0\u3092\u304a\u9858\u3044\u3044\u305f\u3057\u307e\u3059\uff0e<\/p>\n

\u4e0b\u8a18\u306e\u3068\u304a\u308a\u8b1b\u6f14\u4f1a\u3092\u958b\u50ac\u3044\u305f\u3057\u307e\u3059\u3002\u9662\u751f\u304a\u3088\u3073\u6559\u8077\u54e1\u306e\u7686\u69d8 \u596e\u3063\u3066\u3054\u53c2\u52a0\u304f\u3060\u3055\u3044\u3002
\n\u306a\u304a\uff0c\u8cc7\u6599\u3092\u6e96\u5099\u3059\u308b\u90fd\u5408\u4e0a\uff0c\u53c2\u52a0\u3055\u308c\u308b\u65b9\u306f\u304a\u540d\u524d\u3092\uff11\u9031\u9593\u524d\u307e\u3067\u306b\u672c\u5c71\u4e8b\u52d9\u5ba4\u307e\u3067\u304a\u77e5\u3089\u305b\u304f\u3060\u3055\u3044\u3002<\/p>\n

\u4e3b\u50ac\uff1a\u65e5\u672c\u30ed\u30b8\u30b9\u30c6\u30a3\u30af\u30b9\u30b7\u30b9\u30c6\u30e0\u5b66\u4f1a\u4e2d\u90e8\u652f\u90e8
\n\u5354\u8cdb\uff1a\u65e5\u672c\u7d4c\u55b6\u5de5\u5b66\u4f1a\u4e2d\u90e8\u652f\u90e8\u30fb\u65e5\u672cOR\u5b66\u4f1a\u4e2d\u90e8\u652f\u90e8
\n\u65e5\u6642\uff1a\u5e73\u6210\uff12\uff11\u5e74\uff13\u6708\uff11\uff10\u65e5\uff08\u706b\uff09\u5348\u5f8c\uff12\u6642\uff5e\uff15\u6642\uff11\uff10\u5206
\n\u5834\u6240\uff1a\u611b\u77e5\u5de5\u696d\u5927\u5b66 \u672c\u5c71\u30ad\u30e3\u30f3\u30d1\u30b9 \u7b2c\uff11\u8b1b\u7fa9\u5ba4<\/p>\n

\u30b9\u30b1\u30b8\u30e5\u30fc\u30eb<\/h3>\n

\uff11\uff09\u5348\u5f8c\uff12\u6642\uff5e\uff13\u6642
\n\u3000\u3000\u3000\u8b1b\u6f14\u8005\uff1a \u6771\u4eac\u96fb\u6a5f\u5927\u5b66\u7406\u5de5\u5b66\u90e8 \u753a\u539f \u6587\u660e \u6559\u6388
\n\u3000\u3000\u3000\u984c\u76ee\uff1a \u300cErlang \u306e\u640d\u5931\u5f0f\u3068Black-Scholes \u306e\u516c\u5f0f\u300d<\/p>\n

\uff12\uff09\u5348\u5f8c\uff13\u6642\uff11\uff10\u5206\uff5e\uff15\u6642\uff11\uff10\u5206
\n\u3000\u3000\u3000\u8b1b\u6f14\u8005\uff1a \u7b51\u6ce2\u5927\u5b66\u30b7\u30b9\u30c6\u30e0\u60c5\u5831\u5de5\u5b66\u7814\u7a76\u79d1 \u4f4f\u7530 \u6f6e \u6559\u6388
\n\u3000\u3000\u3000\u984c\u76ee\uff1a \u300c\u9032\u884c\u3059\u308b\u4e16\u754c\u7684\u91d1\u878d\u5371\u6a5f\u306e\u672c\u8cea\u3068\u5e02\u5834\u4e3b\u7fa9\u306e\u884c\u304f\u672b\u300d<\/p>\n

\uff13\uff09\u5348\u5f8c\uff15\u6642\uff13\uff10\u5206\uff5e\uff17\u6642\uff13\uff10\u5206
\n\u3000\u3000\u3000\u61c7\u89aa\u4f1a\uff08\u61c7\u89aa\u4f1a\u4f1a\u5834\u306f\u5f53\u65e5\u3054\u9023\u7d61\u81f4\u3057\u307e\u3059\u3002\u4f1a\u8cbb\u306f5000\u5186\u7a0b\u5ea6\u306e\u4e88\u5b9a\u3067\u3059\u3002\uff09<\/p>\n

\u7533\u8fbc\u5148\uff1aFAX \uff10\uff15\uff12\uff0d\uff17\uff18\uff19\uff0d\uff15\uff10\uff16\uff16\uff08\u611b\u77e5\u5de5\u696d\u5927\u5b66\u672c\u5c71\u4e8b\u52d9\u5ba4\uff09
\n\u3000\u3000\u3000\u3000\u3000\u3000E-mail tamura.takayoshi[at]nitech.ac.jp \uff08\u540d\u5de5\u5927 \u7530\u6751\uff09<\/p>\n

\u8b1b\u6f14\u4f1a\u306e\u304a\u554f\u3044\u5408\u308f\u305b\uff1a \u5927\u91ce\uff08ohno[at]aitech.ac.jp\uff09\u307e\u3067<\/p>\n

\u8b1b \u6f14 \u6982 \u8981<\/h3>\n

\uff11\uff09\u8b1b\u6f14\u8005\uff1a \u6771\u4eac\u96fb\u6a5f\u5927\u5b66\u7406\u5de5\u5b66\u90e8 \u753a\u539f\u6587\u660e \u6559\u6388
\n\u3000\u3000\u3000\u3000\u3000 \u300cErlang \u306e\u640d\u5931\u5f0f\u3068Black-Scholes \u306e\u516c\u5f0f\u300d<\/p>\n

\n \u5f85\u3061\u884c\u5217\u7406\u8ad6\u306e\u7956A. K. Erlang \u306e\u8ad6\u6587(The theory of probabilities and telephone conversations)\u304c\u4e0a\u6893\u3055\u308c\u3066\u4e01\u5ea6100\u5e74\u3001\u305d\u306e\u4e2d\u3067\u793a\u3055\u308c\u305fErlang\u306e\u640d\u5931\u5f0f\u306f\u3001\u30ea\u30c8\u30eb\u306e\u516c\u5f0f\u3068\u5171\u306b\u5f85\u3061\u884c\u5217\u7406\u8ad6\u306e\u790e\u3068\u306a\u3063\u3066\u3044\u308b\u3002\u3053\u306e\u516c\u5f0f\u304c100\u5e74\u306e\u98a8\u96ea\u306b\u8010\u3048\u308b\u3053\u3068\u304c\u3067\u304d\u305f\u306e\u306f\u3001\u96fb\u8a71\u7db2\u3068\u3044\u3046\u4e07\u4eba\u306e\u305f\u3081\u306e\u30a4\u30f3\u30d5\u30e9\u30b9\u30c8\u30e9\u30af\u30c1\u30e5\u30a2\u306e\u69cb\u7bc9\u306b\u6b63\u3057\u304f\u4f7f\u308f\u308c\u305f\u6240\u4ee5\u306b\u3042\u308b\u3002\u305d\u3057\u3066\u3001\u4e07\u4eba\u306e\u601d\u60d1\u3092\u8868\u3059\u305f\u3081\u306b\u5c0e\u5165\u3055\u308c\u305f\u7121\u9650\u547c\u6e90\u3068\u3044\u3046\u6982\u5ff5\u306f\u5f85\u3061\u884c\u5217\u7406\u8ad6\u306e\u9032\u5c55\u3092\u4fc3\u3057\u305f\u3002Erlang\u306e\u529f\u7e3e\u306f\u5927\u304d\u3044\u3002\u4e00\u65b9\u3001Black-Scholes \u306e\u516c\u5f0f\u306f\u3069\u3046\u3067\u3042\u308d\u3046\u3002
\n \u4e07\u4eba\u306e\u601d\u60d1\u306b\u3088\u308a\u682a\u4fa1\u306f\u5de6\u53f3\u3055\u308c\u308b\u3002\u7121\u6570\u306e\u601d\u60d1\u306f\u4e00\u77ac\u306e\u3046\u3061\u306b\u4e2d\u5fc3\u6975\u9650\u5b9a\u7406\u3092\u6210\u7acb\u305b\u3057\u3081\u308b\u3002\u5f93\u3063\u3066\u3001\u3069\u3093\u306a\u6642\u70b9\u306b\u304a\u3044\u3066\u3082\u682a\u4fa1\u306f\u6b63\u898f\u7684\u306b\u5206\u5e03\u3059\u308b\u3002\u3057\u304b\u3057\u3053\u3053\u3067\u3001\u6b32\u6df1\u3044(greedy)\u4eba\u9593\u304c\u767b\u5834\u3059\u308b\u3002\u601d\u60d1\u306f\u96c6\u3081\u3089\u308c\u3066\u305f\u304f\u3089\u307f\u3068\u5316\u3057\u3001\u3053\u308c\u3089\u306e\u305f\u304f\u3089\u307f\u306b\u3088\u308a\u682a\u4fa1\u304c\u5de6\u53f3\u3055\u308c\u308b\u3002\u304c\u3001\u305d\u306e\u7dcf\u6570\u306f\u4e2d\u5fc3\u6975\u9650\u5b9a\u7406\u3092\u6210\u7acb\u3055\u305b\u308b\u306b\u306f\u8db3\u308a\u306a\u3044\u3002\u7d50\u5c40\u3001\u682a\u4fa1\u306e\u63fa\u3089\u304e\u306f\u6b63\u898f\u5206\u5e03\u3088\u308a\u30a8\u30f3\u30c8\u30ed\u30d4\u30fc\u306e\u5c0f\u3055\u3044\u3082\u306e\u3068\u306a\u308b\u3002\u3053\u306e\u4e2d\u306b\u88c1\u5b9a\u6a5f\u4f1a\u3092\u898b\u3064\u3051\u3066\u83ab\u5927\u306a\u5229\u76ca\u3092\u624b\u306b\u3059\u308b\u3068\u3044\u3046\u8a33\u3067\u3042\u308b\u3002Black-Scholes\u306e\u516c\u5f0f\u306f\u91d1\u5132\u3051\u306e\u305f\u3081\u3001\u6b32\u6df1\u3044\u4eba\u9593\u306b\u6545\u610f\u306b\u3086\u304c\u3081\u3089\u308c\u3066\u4f7f\u308f\u308c\u305f\u3002\u3053\u3046\u3044\u3046\u6182\u304d\u76ee\u306b\u4f1a\u3063\u305f\u516c\u5f0f\u304c\u9577\u5e74\u306e\u98a8\u96ea\u306b\u8010\u3048\u3089\u308c\u308b\u8a33\u304c\u306a\u3044\u3002
\n Black\u306f\u8349\u8449\u306e\u9670\u3067\u6ce3\u3044\u3066\u3044\u308b\u3060\u308d\u3046\u3002\n<\/p><\/blockquote>\n

\uff12\uff09\u8b1b\u6f14\u8005\uff1a \u7b51\u6ce2\u5927\u5b66\u30b7\u30b9\u30c6\u30e0\u60c5\u5831\u5de5\u5b66\u7814\u7a76\u79d1 \u4f4f\u7530 \u6f6e \u6559\u6388
\n\u3000\u3000\u3000\u3000\u3000 \u300c\u9032\u884c\u3059\u308b\u4e16\u754c\u7684\u91d1\u878d\u5371\u6a5f\u306e\u672c\u8cea\u3068\u5e02\u5834\u4e3b\u7fa9\u306e\u884c\u304f\u672b\u300d<\/p>\n

\n \u30a2\u30e1\u30ea\u30ab\u306b\u304a\u3051\u308b\u30b5\u30d6\u30d7\u30e9\u30a4\u30e0\u5e02\u5834\u306e\u7834\u7dbb\u306b\u7aef\u3092\u767a\u3059\u308b\u4e16\u754c\u7684\u91d1\u878d\u5371\u6a5f\u306f\u76ca\u3005\u305d\u306e\u6df7\u8ff7\u306e\u5ea6\u5408\u3044\u3092\u6df1\u3081\u3001\u51fa\u53e3\u306e\u898b\u3048\u306a\u3044\u9589\u585e\u7684\u72b6\u6cc1\u304c\u7d9a\u3044\u3066\u3044\u308b\u3002\u672c\u8b1b\u6f14\u3067\u306f\u3001\u3053\u306e\u554f\u984c\u3092\uff13\u3064\u306e\u7570\u306a\u308b\u89d2\u5ea6\u304b\u3089\u8ad6\u3058\u3001\u5e02\u5834\u4e3b\u7fa9\u306e\u884c\u304f\u672b\u306b\u4ed8\u3044\u3066\u8003\u5bdf\u3059\u308b\u3002\u5148\u305a\u3001\u30b0\u30ed\u30fc\u30d0\u30eb\u8d85\u9ad8\u5ea6\u8cc7\u672c\u4e3b\u7fa9\u306b\u304a\u3051\u308b\u91d1\u878d\u30b5\u30fc\u30d3\u30b9\u306e\u672c\u7fa9\u306b\u3064\u3044\u3066\u691c\u8a0e\u3057\u3001\u65e5\u672c\u306e\u30d0\u30d6\u30eb\u3001Enron\u4e8b\u4ef6\u7b49\u3001\u7e70\u308a\u8fd4\u3055\u308c\u308b\u91d1\u878d\u5371\u6a5f\u306e\u672c\u8cea\u306b\u8feb\u308b\u3002\u6b21\u3044\u3067\u3001\u60aa\u540d\u9ad8\u304d \u201cCollateralized Debt Obligations (CDO)\u201d \u306e\u601d\u60f3\u7684\u69cb\u9020\u3092\u691c\u8a0e\u3057\u3001CDO\u306f\u60aa\u7528\u3055\u308c\u308b\u3053\u3068\u306b\u3088\u3063\u3066\u554f\u984c\u3092\u751f\u3058\u308b\u306e\u304b\u3001\u3042\u308b\u3044\u306f\u601d\u60f3\u7684\u69cb\u9020\u305d\u306e\u3082\u306e\u306b\u554f\u984c\u304c\u3042\u308b\u306e\u304b\u3092\u554f\u3046\u3002\u7279\u306b\u3001\u5358\u671f\u65b0\u805e\u58f2\u308a\u5b50\u554f\u984c\u306bCDO\u3092\u9069\u7528\u3057\u3001\u6570\u5b66\u7684\u30fb\u6570\u5024\u7684\u89e3\u6790\u3092\u884c\u3046\u3053\u3068\u3092\u901a\u3057\u3066\u3001\u4e00\u822c\u7684\u306a\u30ea\u30b9\u30af\u7ba1\u7406\u306e\u624b\u6cd5\u3068\u3057\u3066\u306eCDO\u306e\u53ef\u80fd\u6027\u3092\u541f\u5473\u3059\u308b\u3002\u6700\u5f8c\u306b\u3001American International Group\u306e\u7834\u7dbb\u3092\u5ff5\u982d\u306b\u3001\u4fdd\u967a\u6570\u5b66\u306e\u4e00\u822c\u7684\u69cb\u9020\u306b\u57fa\u3065\u3044\u3066\u751f\u547d\u4fdd\u967a\u3068\u5e02\u5834\u4e3b\u7fa9\u306b\u95a2\u3057\u3066\u8003\u5bdf\u3057\u300121\u4e16\u7d00\u306b\u304a\u3051\u308b\u5e02\u5834\u4e3b\u7fa9\u306e\u884c\u304f\u672b\u3092\u554f\u3046\u3002\n<\/p><\/blockquote>\n","protected":false},"excerpt":{"rendered":"

\u65e5\u672cOR\u5b66\u4f1a\u4e2d\u90e8\u652f\u90e8\u5354\u8cdb\u3067\u3059\uff0e\u591a\u6570\u306e\u53c2\u52a0\u3092\u304a\u9858\u3044\u3044\u305f\u3057\u307e\u3059\uff0e \u4e0b\u8a18\u306e\u3068\u304a\u308a\u8b1b\u6f14\u4f1a\u3092\u958b\u50ac\u3044\u305f\u3057\u307e\u3059\u3002\u9662\u751f\u304a\u3088\u3073\u6559\u8077\u54e1\u306e\u7686\u69d8 \u596e\u3063\u3066\u3054\u53c2\u52a0\u304f\u3060\u3055\u3044\u3002 \u306a\u304a\uff0c\u8cc7\u6599\u3092\u6e96\u5099\u3059\u308b\u90fd\u5408\u4e0a\uff0c\u53c2\u52a0\u3055\u308c\u308b\u65b9\u306f\u304a\u540d\u524d\u3092\uff11\u9031\u9593\u524d\u307e\u3067\u306b\u672c\u5c71\u4e8b\u52d9\u5ba4 … \u7d9a\u304d\u3092\u8aad\u3080 →<\/span><\/a><\/p>\n","protected":false},"author":7,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0},"categories":[6],"tags":[],"_links":{"self":[{"href":"https:\/\/orsj.org\/chubu\/index.php?rest_route=\/wp\/v2\/posts\/157"}],"collection":[{"href":"https:\/\/orsj.org\/chubu\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/orsj.org\/chubu\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/orsj.org\/chubu\/index.php?rest_route=\/wp\/v2\/users\/7"}],"replies":[{"embeddable":true,"href":"https:\/\/orsj.org\/chubu\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=157"}],"version-history":[{"count":6,"href":"https:\/\/orsj.org\/chubu\/index.php?rest_route=\/wp\/v2\/posts\/157\/revisions"}],"predecessor-version":[{"id":3074,"href":"https:\/\/orsj.org\/chubu\/index.php?rest_route=\/wp\/v2\/posts\/157\/revisions\/3074"}],"wp:attachment":[{"href":"https:\/\/orsj.org\/chubu\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=157"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/orsj.org\/chubu\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=157"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/orsj.org\/chubu\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=157"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}