A semi parametric approach to the pricing of basket credit derivatives

... price of the nth -to- default standard Basket CDS as a function of n, the number of defaults before the payment is made 77 Evolution of the price of the 1st -to- default standard Basket CDS as a function ... then all the data are perfectly discordant A value of of the Spearman’s ρ means that we cannot extract any concordance or discordance from the data 2...

Ngày tải lên: 03/10/2015, 20:30

... in registers for being filled to gaps found in the rest of the input sentence These registers are too powerful since they enable ATN to recognize the full class of context-sensitive grammars In ... goes out to seek Laay in the cane field and he finds that it is about to walk away.’ The sentence in (17) are split into two SVCs: the series of V1 to V3 and the...

Ngày tải lên: 08/03/2014, 21:20

... instead of a simple pronoun, as in (6) The situation- type of the text at the end o f the utterance of the second clause includcs the speaker with die property of having told the guy at the door to ... deriving the final situation- type of the text (6) ! told the guy at the door to watch ouL but the idiot wouldn'! listen The utterance corresponding...

Ngày tải lên: 24/03/2014, 01:21

... Illustration of the path a classifier must trace in order to identify the location of the gap from Figure At the top level, it must choose to recurse into the SQ node, and at the second level, into the ... downward from there, eventually predicting the location of the gap At each node we encounter, the classifier chooses either to recurse into one of the ch...

Ngày tải lên: 24/03/2014, 03:20

... and that of general human behavior Analysis of the different ways that things can be set apart as special and protected by taboos will suggest that the sui generis approach to the study of religion, ... them apart from others We can then identify marks of specialness (that set things apart in various ways), things that are often considered special (ideal th...

Ngày tải lên: 11/06/2014, 12:43

... doi:10.1016/j.na.2005.06.028 Bae, J-H, Park, W-G: On a cubic equation and a Jensen -quadratic equation Abstr Appl Anal 2007 (2007) Article ID 45179 Găvruta, P: A generalization of the Hyers-Ulam-Rassias stability ... : = ax2 + bxy + cy2 is a solution of the Equation 1.1 The authors [12] acquired the general solution and proved the stability of the funct...

Ngày tải lên: 20/06/2014, 22:20

... Hyers-Ulam-Rassias Stability of Functional Equations in Mathematical Analysis, Hadronic Press, Palm Harbor, Fla, USA, 2001 G L Forti, “Hyers-Ulam stability of functional equations in several variables,” ... Rassias, “On the stability of functional equations and a problem of Ulam,” Acta Applicandae Mathematicae, vol 62, no 1, pp 23–130, 2000 12 S.-M Jung and P K Sahoo,...

Ngày tải lên: 22/06/2014, 11:20

... point approach to the stability of isometries,” Journal of Mathematical Analysis and Applications, vol 329, no 2, pp 879–890, 2007 [15] V Radu, The fixed point alternative and the stability of ... Rassias, “On the stability of functional equations and a problem of Ulam,” Acta Applicandae Mathematicae, vol 62, no 1, pp 23–130, 2000 [11] J B Diaz and B Margolis,...

Ngày tải lên: 22/06/2014, 19:20

... out to be a natural alternative to the MAP approach proposed by Foulley and Gianola !8! The main advantage of the MAP approach lies in both its conceptual and computational simplicity Part of ... J.L., San Cristobal M., Gianola D., Im S., Marginal likelihood and Bayesian approaches to the analysis of heterogeneous residual variances in mixed linear Gaussian model...

Ngày tải lên: 09/08/2014, 18:21

... application of recently developed high-performance liquid chromatography-tandem mass spectrometry (HPLC-MS/MS) mediator lipidomics techniques to the study of eicosanoid release in equine synovial joints ... report, we describe the application of mediator lipidomics techniques to the study of SF eicosanoid profiles in normal and inflamed equine joints Furt...

Ngày tải lên: 12/08/2014, 17:22

... A validity-driven approach to the understanding of the personal and societal burden of low back pain: development of a conceptual and measurement model Rachelle Buchbinder1,2,*,#, Roy Batterham3,*, ... develop a conceptual and measurement model of the overall burden of low back pain from the individual’s perspective using a...

Ngày tải lên: 12/08/2014, 18:20

... identification and simulation A mathematical model was developed, representing central carbohydrate metabolism in leaves of A thaliana The model was based on the following system of ordinary differential ... in A thaliana A D B E C F Fig Maximum activities of enzymes in central carbohydrate metabolism during cold exposure (A C) Vmax values of three invertase...

Ngày tải lên: 14/02/2014, 22:20

... Non-activated meprin In total Activated meprin Non-activated meprin In total Activated meprin Non-activated meprin In total Activated meprin Non-activated meprin In total 1 2 3 4 All All All ... that hmeprin has activity similar to BMP-1 ⁄ TLD-like metalloendopeptidases in that it acts as a procollagen C protease as well as an activator of lysyl oxidase Therefore, an impor...

Ngày tải lên: 07/03/2014, 06:20

... CACACTGCAACCTCTGGT ACTGTCAATAGTGAAGGT CCCCATGTCGCCTTTAGT TCGCTAGAACACATTGAC ATGATGAAACGGTTCAAT TTAGTTACCGTGTGCTTC CTGCTGCTCGCAGCAAGT GTGTGATCTGCAACTGTT CACCGAGGAATAATAAATGATG AAACGGTTCAATTTC TTAGTTACCGTGTGCTTC ... TTAGTTACCGTGTGCTTC CACCGAGGAATAATAAATGATG AACGCACAAAAATCA TTACATTTTCACTTTAGT OMCA- PBAD-R OMCB- PBAD-F OMCB- PBAD-R 3736 controlled by an arabinose promoter [26], was achieved...

Ngày tải lên: 07/03/2014, 09:20

... i,e, the morphemes are in the right order and the relevant phonological rules have applied correctly over the appropriate domains n we then pass the morphological analysis off to the syntactic parser ... Ngarrka-ngku.ka marlu marna-kurra luwa.rnu ngarni.nja-kurra (man-ergative-aux kangaroo grass-obj shoot-past eat-infmitive-obj) 'The man is shooting the kangaroo while it is...

Ngày tải lên: 08/03/2014, 18:20