Tài liệu Bond Market Structure in the Presence of Marked Point Processes doc

... arbitrage, market complete- ness, martingale operator, hedging operator, affine term structure. 1 Introduction One of the most challenging mathematical problems arising in the theory of financial markets ... available for hedging as there are independent sources of randomness in the market. In bond markets as well as in stock markets it seems reasonable to take into ac...

Ngày tải lên: 16/02/2014, 02:20

... value of equity in millions of U.S. dollar at the beginning of the year. Q = the market value of equity divided by the book value of total assets at the beginning of the year. LEV = the total ... logarithm of the market value of equity in millions of U.S. dollars at the beginning of year t; Q it = the market value of equity divided by t...

Ngày tải lên: 18/02/2014, 01:20

... that in our hypotheses the implementation includes using information gathered in the decision making process. Thus implementation implicitly includes also validity and reliability of the information ... to include entire process consisting of: • Gathering information concerning customer satisfaction • Assessing the validity and reliability of this information • Using th...

Ngày tải lên: 15/01/2014, 15:59

... DataTable containing the schema from the Orders table in the Northwind sample database. The method CreateTableFromSchema( ) in the sample code is called to create a table in the database from ... a schema in the database for the schema of the DataTable argument. The method builds a DDL statement from the schema information and executes it against the data...

Ngày tải lên: 21/01/2014, 11:20

... B. The Demand for Loans after the Beginning of the Financial Crisis The main objective in this paper is to separate supply and demand effects of the financial crisis on consumer lending. ... the beginning of the financial crisis by rating class. We find that the rejection rates significantly increase for each rating class and, in particular, for the worst rati...

Ngày tải lên: 16/02/2014, 10:20

Ngày tải lên: 17/02/2014, 20:20

... studied the role of exchange rate adjustment in explaining the prices in Germany and the UK. They found that the appreciation of the pound in 1979-1980 failed to give rise to a decline in the relative ... found in the A/B segment, where Finland and the Netherlands no longer belong to the cheap categories, but are rather in line with the EU9 average. Another...

Ngày tải lên: 19/02/2014, 04:20

... of interest, the member is excluded from participating further in that appraisal. The minutes of each Appraisal Committee meeting, which include the names of the members who attended and their ... second-line treatment following failure of an irinotecan-containing regimen or as a subsequent-line treatment following failure of both irinotecan- and oxaliplatin- containin...

Ngày tải lên: 14/02/2014, 22:20

... solid line), in the presence of 100 l M neurotoxin ( • , dotted line), in the presence of 200 l M neurotoxin ( , dotted line) and in the presence of neurotoxin and 50 l M dopamine (h, dashed line). Modulation ... Nota- bly, in the presence of the neurotoxin, there was a delay in the lag time for fibrillation. The lag time increased from 74.9 h in case...

Ngày tải lên: 14/02/2014, 19:20