Hull and White model

... Chapter 30 Hull and White model Consider drt= t,trt dt +  t dW t; where t ,  t and  t are nonrandom functions of t . We can solve the stochastic ... 0;T= Z T 0 e ,Kt dt; A0;T= Z T 0 Z t 0 e ,Kt+K u u du dt , 1 2 Z T 0 e 2K v  2 v   Z T v e ,K y dy ! 2 dv : CHAPTER 30. Hull and White model 295 u t u = t T Figure 30.1: Range of va...

Ngày tải lên: 18/10/2013, 03:20

... model (3.40) and theapproximation model (3.73) for (a) λ = 0.5 and (b) λ = 0.12. . . . . 7033 Comparison between quadratic model for R(z) and the traditionallinear model in (a) frame 0 and (b) frame ... (b) the Gaussianmodel; (c) the GGD model; and (d) the mixture-Laplacian model. . . 11353 The ACF of the actual I-frame sizes and that of the synthetictraffic in (a) long ra...

Ngày tải lên: 06/11/2012, 10:45

... Black Light And White Rabbits Screaming Out Loud 12 And the output is: The string black light starts with bl The string white rabbit ends with it The JSP Files (part 3): Black Light And White Rabbits Screaming ... + aRandomNumber + " equals " + (someString+aRandomNumber)); %> And here's the output. 97 plus 3 equals 100 97 plus 3 equals 973 The JSP Files (part 3...

Ngày tải lên: 23/10/2013, 00:15

... Black Box and White Box testing 1.1 Introduction Test Design refers to understanding the sources of test cases, test coverage, how to develop and document test cases, and how to build and maintain ... values a and b, test cases should include a and b, values just above and just below a and b 2. If an input condition specifies and number of values, test cases should be e...

Ngày tải lên: 25/10/2013, 03:20

... through 90, 180, and 270 degrees about the origin and reflections about the lines x =-y and the x-axis are needed. These opera- tions are extremely simple and involve only negation and assignment. ... different polygons, say P and Q, respectively, then we need to merge these polygons. Let e 1 and e 2 be the top edges for P and f 1 and f 2 , the top edges for Q, so that e 1 a...

Ngày tải lên: 11/11/2013, 00:18

... columns and it can also exist on a single column. Summary With the data modeling for UML profile, the UML fully supports data modeling needs. It allows the support of software development and data modeling ... Rational’s Data Modeling Profile for the UML 2 . The UML Data Modeling Profile This white paper describes in detail the Data Modeling profile for the UML as implemented by Rationa...

Ngày tải lên: 10/12/2013, 15:15

... Nowhere but in 2D Artwork and 3D Modeling for Game Artists will you find such a complete treatise on 2D artwork and 3D modeling for games or interactive media. Sincerely, André LaMothe Series Editor, ... my sketch and photos, and soon thereafter, he handed me the sketch shown in Figure 2.3. Not too shabby, eh? Of course, there were a few minor things I wanted changed before I began mo...

Ngày tải lên: 14/12/2013, 20:15

... 1: Planning the Model s Dimensions and Poly Count, and Creating a Reference Plane Before you start dropping objects all over your scene, it’s a good idea to plan your model and set up your environment ... Photoshop and Deep Paint 3D.” You can now position the entire barrel unit behind the muzzle and Object Union the whole thing together. Step 4: Build the Grip Because the slogre’...

Ngày tải lên: 14/12/2013, 20:15

... you bring the model into 3D Studio Max and smooth it out, however, you really won’t be able to tell the difference. I think the most noticeable difference between point- edit modeling and NURBS modeling ... the cuff and sweep it several times, adjusting the width to conform to a hand shape as I have done in Figure 4.35. 8. Select a pad of faces on the inside of the hand and move, ro...

Ngày tải lên: 14/12/2013, 20:15

... Studio Max to complete the slogre model. ■ Use Max to fix, optimize, and smooth the model s mesh. ■ Import and efficiently texture map the U-V component of the slogre model using DeepUV. 150 6. U-V ... the Command Panel. 135 Mapping the RF-9 Figure 5.41 Cut the barrel selection away from the rest of the gun; select the back end and cut it away too. Cut and move barrel group NOTE...

Ngày tải lên: 14/12/2013, 20:15