... this approach to pricing could be applied to a Credit Swap, it could also be applied to pricing of any traditional credit instrument In fact, option pricing models have already been applied to ... cash or physical basis Figure 5: Credit put option Put buyer Fee: x bps Put seller Reference asset Put buyer Cash (par) Libor + sprd Put seller Cash of ref asset The more complex example of a ... May 1995 200 January 1996 January 1996 150 May 1990 May 1990 100 50 Expected exposure Expected exposure 10 Years Years The shaded area shows the extent to which projected peak exposure on a 10-year...
Ngày tải lên: 06/03/2014, 08:20
... suggests an approach to solve the complete problem First, one may plan a collision-free path (by means of any standard methods applying to the classical piano mover problem); then, one approximates ... 189 213 247 249 XII Probabilistic Path Planning 255 P Svestka, M 1t Overmars Introduction The Probabilistic Path Planner Application to holonomic robots Application to nonholonomic ... bibliographical references ISBN3-540-76219-1 (pbk : alk, paper) Robots- -Motion Robots- -Control systems L Laumond, J -P (Jean-Paul) IL Series TJ211.4.R63 1998 97-40560 629.8'92- -dc21 CIP Apart...
Ngày tải lên: 22/03/2014, 11:20
The J & P Transformer Book docx
... case of polyphase transformers, by multiplying by the appropriate phase factor and the appropriate constant depending on the magnitude of the units employed It should be noted that rated primary ... develop expert status, and in many cases transformer engineering is outsourced From my perspective, maintaining appropriate power systems and equipment expertise is necessary for a utility to support ... the percentage normal full-load impedance per phase between primary and secondary windings is the percentage normal full-load impedance per phase between primary and tertiary windings is the percentage...
Ngày tải lên: 23/03/2014, 09:21
a concise course in algebraic topology - may j.p.
... the topology Typically, one associates a group A(X) to a space X and a homomorphism A (p) : A(X) −→ A(Y ) to a map p : X −→ Y ; one usually writes A (p) = p A “homotopy” h : p q between maps p, ... normal subgroup of π1 (U ) that contains the image of π1 (U ∩ V ) Proof Let N be the cited kernel and consider the diagram π1 (U ) vvv pV vvv ppp pp vvv ppp v7 pp B ξ G ... (Y, p( x)) by p [f ] = [p ◦ f ], where p ◦ f is the composite of p with the loop f : I −→ X Clearly p is a homomorphism The identity map id : X −→ X induces the identity homomorphism For a map...
Ngày tải lên: 31/03/2014, 16:25
an introduction to programming and numerical methods in matlab - s.r. otto & j.p. denier
... but to suppress the output The second line sets b to be equal to a plus one, namely 4: again the semicolon suppresses output The third line sets x to be a+b which is (again output is suppressed) ... different objects It is good programming practise to employ meaningful variable names In our initial examples we have only used very simple (but appropriate) names: however as the examples become ... MATLAB by simply using rem(12345,9) An example of a command which takes a single input and returns multiple outputs is factor which provides the prime decomposition of an integer For example >> factor(24)...
Ngày tải lên: 08/04/2014, 09:57
heathcote, m. j. (1998). the j & p transformer book (12th ed.)
... case of polyphase transformers, by multiplying by the appropriate phase factor and the appropriate constant depending on the magnitude of the units employed It should be noted that rated primary ... J & P Books The J& P Transformer Book and The J& P Switchgear Book were published originally by Johnson & Phillips Ltd, and have for many years been accepted as standard works ... England W 1P 9HE Applications for the copyright holder’s written permission to reproduce any part of this publication should be addressed to the publishers British Library Cataloguing in Publication...
Ngày tải lên: 18/04/2014, 12:27
chen f.f., chang j.p. lecture notes on principles of plasma processing
... not spin at the required speed So a turbopump has to be backed up by a forepump, or backing pump There are many types of these, but they are all mechanical For instance, a diaphragm pump moves ... collisions V Gas phase kinetics 143 142 PART B5: PLASMA DIAGNOSTICS I Optical emission spectroscopy 151 Optical emission Spectroscopy Actinometry Advantages/disadvantages Application: end-point detection ... HIN G VALVE TURBO PUMP PIRANI GAUGE IO N RO UG HIN G PUMP Because of their noise and exhaust, the forepump and roughing pump are usually put behind a wall, outside the clean room Part A3 side would...
Ngày tải lên: 24/04/2014, 17:17
Barrat j l hansen j p basic concepts for simple and complex liquids
Ngày tải lên: 13/05/2014, 09:34
Project Gutenberg of Hus''''ling, by J. P. Johnston ppt
... sharper got come up with CHAPTER VI My new acquaintance and our copartnership—Three weeks' experience manufacturing soap—The collapse—How it happened—Broke again—More help from Mr Keefer —A trip ... Hus'ling." J P Johnston CONTENTS MY APOLOGY CHAPTER I Date and place of birth—My Mother's second marriage—A kind step-father—Raising a flock of sheep from a pet lamb—An established reputation—Anxious ... POLITICAL SPEECH NEAR CRESTLINE, O.—PAGE 438 MY FIRST SALE AS PROPRIETOR AND AUCTIONEER AT REPUBLIC, OHIO.—PAGE 445 A SUCCESSFUL SURGICAL OPERATION.—PAGE 454 A PROFITABLE HORSE TRADE— PAGE 476...
Ngày tải lên: 28/06/2014, 17:21
Twenty Years of Hus''''ling, by J. P. Johnston doc
... sharper got come up with CHAPTER VI My new acquaintance and our copartnership—Three weeks' experience manufacturing soap—The collapse—How it happened—Broke again—More help from Mr Keefer —A trip ... Hus'ling." J P Johnston CONTENTS MY APOLOGY CHAPTER I Date and place of birth—My Mother's second marriage—A kind step-father—Raising a flock of sheep from a pet lamb—An established reputation—Anxious ... POLITICAL SPEECH NEAR CRESTLINE, O.—PAGE 438 MY FIRST SALE AS PROPRIETOR AND AUCTIONEER AT REPUBLIC, OHIO.—PAGE 445 A SUCCESSFUL SURGICAL OPERATION.—PAGE 454 A PROFITABLE HORSE TRADE— PAGE 476...
Ngày tải lên: 28/06/2014, 17:21
Robot Motion Planning and Control - J.P. Laumond Part 3 pps
... Geometry, Vol 6, pp 461-484, 1991 20 B Donald, P Xavier, J Canny and J Reif, "Kinodynamic motion planning," J of the ACM, Vol 40, pp 1048-1066, 1993 21 B Donald and P Xavier, "Provably good approximation ... computing topological properties of real algebraic manifolds," Advances in Applied Mathematics, 4, pp 298-351, 1983 70 S Sekhavat, P ~vestka, J. P Laumond and M H Overmars, "Multi-level path planning ... Avnaim, J Boissonnat and B Faverjon, "A practical exact motion planning algorithm for polygonal objects amidst polygonal obstacles," IEEE Int Conf on Robotics and Automation, pp 1656-1661, Philadelphia,...
Ngày tải lên: 10/08/2014, 02:21
Robot Motion Planning and Control - J.P. Laumond Part 4 pps
... rewritten near p as m (j= i=l where the functions fij are weighted homogeneous polynomials of degree wj - By dropping the o(llzll ;), we get a control system (~) Zj-~- ~Ui[fij(Z1, ,Zj_l) ] (j = , ... directions in applied mathematics, P J Hilton and G J Young Ed., SpringerVertag, 1982 J F Canny, The complexity of robot motion planning, MIT Press, 1998 W L Chow, "Uber Systeme von linearen partiellen ... Gabrielov, F Jean and J. -J Risler, Multiplicity of Polynomials on Trajectories of Polynomials Vector Fields in Ca, Preprint, Institut de Math~matiques, Univ Paris VI, 1997 10 A Gabrielov, J. -M Lion...
Ngày tải lên: 10/08/2014, 02:21
Robot Motion Planning and Control - J.P. Laumond Part 6 ppsx
... can be applied a posteriori to provide a simple new proof of this result 138 4.4 P Sou~res and J. -D Boissonnat An example of regular synthesis In this section, we prove that the previous partition ... which is a piece of trajectory linking the point to Po Due to the lack of place we just present here the table corresponding to paths l+17s-~rTr +, an exhaustive description of all path types may ... bounds on the parameters given by the partition Details are given in [34] Optimal Trajectories for Nonholonomic Mobile Robots 137 At any point of Po \ No = {p E Po, P ~ No} a unique path is defined...
Ngày tải lên: 10/08/2014, 02:21
Robot Motion Planning and Control - J.P. Laumond Part 7 pps
... included in the Reeds and Shepp one (except for CCC paths, which are shortened by CICIC paths) Clearly, a path type with no cusp which is optimal for RS is afortiori optimal for DU So, let us consider ... E (resp G) w.r.t, the origin O, , J (resp K ) is the point symmetric to H (resp G) w.r.t, point E, * /)o (resp./)1) is the ray from E towards positive x-coordinates, of orientation (resp 0), ... 150 P Sou~res and J. -D Boissonnat - LSR Z~'-~ LSL ~ RSL Zo/ l Fig 22 Partition of P~ of/)2 (resp ~)3), 274 (resp Zs), Zo (resp Z1) and the circle Ca (resp CH) are concurrent L S R ~ LSL J...
Ngày tải lên: 10/08/2014, 02:21
Robot Motion Planning and Control - J.P. Laumond Part 8 pot
... No 1, pp 38-54, February 1994 31 J A Reeds and R A Shepp, "Optimal paths for a car that goes both forwards and backwards, " Pacific Journal of Mathematics, 145 (2), 1990 32 M Renand and Jean-Yves ... task is actually an input-state problem with m = inputs and n controlled states The path following task is an input-output problem with m = input and p = controlled output, implying the indirect ... appears as part of a point stabilization task The latter philosophy will be adopted in this chapter Feedback Control of a Nonholonomic Car-Like Robot 1.3 177 O p e n - l o o p vs closed-loop...
Ngày tải lên: 10/08/2014, 02:21