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dc.contributor.advisor江上, 雅彦-
dc.contributor.advisor西山, 慶彦-
dc.contributor.advisor砂川, 伸幸-
dc.contributor.authorRusudan, Kevkhishvilien
dc.contributor.alternativeルースダン, ケヴヘイッシュウィリja
dc.date.accessioned2019-06-28T09:49:58Z-
dc.date.available2019-06-28T09:49:58Z-
dc.date.issued2019-03-25-
dc.identifier.urihttp://hdl.handle.net/2433/242462-
dc.format.mimetypeapplication/pdf-
dc.language.isoeng-
dc.publisherKyoto Universityen
dc.publisher.alternative京都大学ja
dc.rights学位規則第9条第2項により要約公開ja
dc.rights許諾条件により要約は2019-09-30に公開ja
dc.subjectcredit risken
dc.subjectshot noiseen
dc.subjectoption-theoretic approachen
dc.subjectCDS spreadsen
dc.subjecth-transformen
dc.subjectoptimal stoppingen
dc.subjectdiffusionen
dc.subject.ndc330-
dc.titleA Study of Approximations and Transformations of Markov Processes and their Applications to Credit Risk Analysisen
dc.title.alternativeマルコフ過程の近似および変換の研究とクレジットリスク分析への応用ja
dc.typedoctoral thesis-
dc.type.niitypeThesis or Dissertation-
dc.textversionnone-
dc.description.degreegrantor京都大学ja
dc.description.degreeuniversitycode0048-
dc.description.degreelevel新制・課程博士-
dc.description.degreediscipline博士(経済学)ja
dc.description.degreereportnumber甲第21530号-
dc.description.degreenumber経博第598号-
dc.description.degreekucallnumber新制||経||289(附属図書館)-
dc.date.granted2019-03-25-
dc.description.degreeaffiliation京都大学大学院経済学研究科経済学専攻-
dc.description.degreeexamcommittee(主査)教授 江上 雅彦, 教授 西山 慶彦, 准教授 砂川 伸幸-
dc.description.degreeprovision学位規則第4条第1項該当-
dc.identifier.grantid14301甲第21530号-
dc.identifier.selfDOI10.14989/doctor.k21530-
dcterms.accessRightsopen access-
datacite.date.available2019-09-30-
dc.description.degreediscipline-enDoctor of Economicsen
dc.identifier.degreegrantorID14301-
dc.description.degreegrantor-enKyoto Universityen
dc.description.degreeObjectTypeDGAM-
jpcoar.contributor.TypeSupervisor-
jpcoar.contributor.TypeSupervisor-
jpcoar.contributor.TypeSupervisor-
jpcoar.contributor.Name江上, 雅彦ja
jpcoar.contributor.Name西山, 慶彦ja
jpcoar.contributor.Name砂川, 伸幸ja
Appears in Collections:040 Doctoral Dissertation (Economics)

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