{"created":"2021-03-01T07:01:48.779422+00:00","id":41986,"links":{},"metadata":{"_buckets":{"deposit":"f6a7ef0c-3374-4af0-af21-4edbd74f71e3"},"_deposit":{"id":"41986","owners":[],"pid":{"revision_id":0,"type":"depid","value":"41986"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00041986","sets":["62:7433:7437","9:7435:7436"]},"item_8_alternative_title_1":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Pricing Convertible Bonds with Credit Risk : A Duffie-Singleton Approach"}]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2001-02","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CJ-45","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-J"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper proposes a method to price convertible bonds with credit risk using Duffie-Singleton approach to handle credit risk. As such it also provides a method to replicate convertibles by trading common stocks and corporate bonds of the issuing company. Empirical comparison with existing models which incorporate credit risk is provided using Japanese convertible bond data.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"Revised: 2001-CF-140","subitem_description_type":"Other"},{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"96607","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Takahashi, Akihiko"}]},{"nameIdentifiers":[{"nameIdentifier":"96608","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Kobayashi, Takao"}]},{"nameIdentifiers":[{"nameIdentifier":"96609","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Nakagawa, Naruhisa"}]}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2001/2001cj45.pdf","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11451834","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"330","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"高橋, 明彦"}],"nameIdentifiers":[{"nameIdentifier":"96604","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"小林, 孝雄"}],"nameIdentifiers":[{"nameIdentifier":"96605","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"中川, 成久"}],"nameIdentifiers":[{"nameIdentifier":"96606","nameIdentifierScheme":"WEKO"}]}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"信用リスクを含んだ転換社債の評価 : Duffie-Singletonアプローチ","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"信用リスクを含んだ転換社債の評価 : Duffie-Singletonアプローチ"}]},"item_type_id":"8","owner":"1","path":["7436","7437"],"pubdate":{"attribute_name":"公開日","attribute_value":"2012-10-17"},"publish_date":"2012-10-17","publish_status":"0","recid":"41986","relation_version_is_last":true,"title":["信用リスクを含んだ転換社債の評価 : Duffie-Singletonアプローチ"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:19.867673+00:00"}