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Visual Instruction Method for Bond Mathematics

Author

Listed:
  • Yukari Shirota
  • Takako Hashimoto

Abstract

本稿では，債券に関する数学，債券数学（Bond Mathematics）をビジュアルなアプローチで教授する方法について述べる．題材は，確定利付き債券の価格関数の特徴説明，および，イミュニゼーションである。これらは金融工学の基礎知識として重要なものである。ビジュアルアプローチの導入により，債券価格関数を多変数関数から次元を落として説明していくことで，学生は体系的な理解が得られる。また，イミュニゼーションの連立方程式もビジュアルな教材により，デュレーションおよびコンベキシティを説明すると，理解が深まる。

Suggested Citation

  • Yukari Shirota & Takako Hashimoto, 2010. "Visual Instruction Method for Bond Mathematics," Gakushuin Economic Papers, Gakushuin University, Faculty of Economics, vol. 47(2), pages 61-81.
    • Handle: RePEc:abc:gakuep:47-2-1
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