@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042893, author = {Fujii, Masaaki and Shimada, Yasufumi and Takahashi, Akihiko}, month = {Sep}, note = {application/pdf, First version: 22 September 2010; Current version: 24 September 2010 / Forthcoming in Proceedings of KIER-TMU International Workshop on Financial Engineering, 2010 and Recent Advances in Financial Engineering, 2010. World Scientific, June, 2011., 本文フィルはリンク先を参照のこと}, title = {Modeling of Interest Rate Term Structures under Collateralization and its Implications}, year = {2010} }