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The Determinants of Credit Spread Changes.
 Journal of Finance
, 2001
"... ABSTRACT Using dealer's quotes and transactions prices on straight industrial bonds, we investigate the determinants of credit spread changes. Variables that should in theory determine credit spread changes have rather limited explanatory power. Further, the residuals from this regression are ..."
Abstract

Cited by 422 (2 self)
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quadratic regression σ(K) = a + bK + cK 2 , where K is the strike price. Our estimate of this slope, jump t , is defined via where F is the atthe money strike price, which equals the current futures price. We choose to look at the implied volatility at K = .9F because we do not want 6 to extrapolate the quadratic
402 ADVANCED PROBLEMS AND SOLUTIONS DEC. 1974 Assume (5 + 3slsH9 + 4^5) f
"... (b) A second solution chain is given by the rational part: (for si and the irrational part (for n) of (15+7s/5)(9 + 4^5) t, t = 0,1,2,. The proof that the irrational part of (15 + 7^51(9 + 4^5)* is identical to Lst+4 l $ similar to that used in ill (a). (c) A third solution chain is given by the ra ..."
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(b) A second solution chain is given by the rational part: (for si and the irrational part (for n) of (15+7s/5)(9 + 4^5) t, t = 0,1,2,. The proof that the irrational part of (15 + 7^51(9 + 4^5)* is identical to Lst+4 l $ similar to that used in ill (a). (c) A third solution chain is given
Disthbution IJnli~nited CONTRACT TITLE: THEORETICAL STUDIES OF HIGHPOWER ULTRAVIOLET AND INFRARED MATERIALS
, 1978
"... ~f d1400 Wilson Boulevard nc assi ie ..."
J. London Math. Soc. (2) 75 (2007) 545–562 C2007 London Mathematical Society doi:10.1112/jlms/jdm033 ON BASE SIZES FOR ACTIONS OF FINITE CLASSICAL GROUPS
"... Let G be a finite almost simple classical group and let Ω be a faithful primitive nonstandard Gset. A subset of Ω is a base for G if its pointwise stabilizer in G is trivial. Let b(G) be the minimal size of a base for G. A wellknown conjecture of Cameron and Kantor asserts that there exists an ab ..."
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an absolute constant c such that b(G) c for all such groups G, and the existence of such an undetermined constant has been established by Liebeck and Shalev. In this paper we prove that either b(G) 4, or G = U6(2) · 2, Gω = U4(3) · 22 and b(G) = 5. The proof is probabilistic, using bounds on fixed
c © TÜB_ITAK Induced Cat1groups
"... In this paper we dene the pullback cat1group and show that this Pullback has a right adjoint which is the induced cat1group. Later we show that this right adjoint is a pushout of category of cat1groups. We calculate the Peier subgroups to nd a nite group of the source of induced cat1groups. The ..."
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. The generating set of Peier subgroups are also given in this paper. All results are corrected by a GAP[13] program package in [4]. This paper also contains the some computational examples which are the calculationinduced cat1group and comparative times between the induced crossed modules and induced cat1
4 PROPAGATION OF CHAOS FOR THE SPATIALLY HOMOGENEOUS LANDAU EQUATION FOR MAXWELLIAN MOLECULES
"... ar ..."
O OR RI IG GI IN NA Cytomorphometric analysis of buccal mucosa of tobacco chewers
, 2010
"... Abstract Objective: The objective of the present study was to assess the effect of tobacco chewing on buccal mucosa by using cytomorphometry. Study design: We compared the cellular diameter (CD), nuclear diameter (ND) and the ratio of nuclear diameter to cellular diameter (N/C) of buccal mucosa squ ..."
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. Results: The mean of the cellular diameter (in micrometers) of group N, A, B, C, and D was 72. 86±5.26, 68.30±3.02, 62.13±3.29, 57.75±4.66, 54.51±4.66 respectively (p<0.01). The mean of the nuclear diameter (in micrometers) of group N, A, B, C, and D was 8.70±1.30, 8.98±1.08, 9.06±0.83, 9.12
A Sharp Nonlinear Gagliardo–NirenbergType Estimate and Applications to the Regularity of Elliptic Systems
"... We prove the inequality us+2 dx ≤ Cn su2BMO us−22u2 dx s ≥ 2 and to give a sample of possible applications, we show how it can be used to obtain regularity results for the solutions of a wide class of nonlinear degenerate elliptic systems −div (up−2u) = Gx u u where G grows as up. ..."
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We prove the inequality us+2 dx ≤ Cn su2BMO us−22u2 dx s ≥ 2 and to give a sample of possible applications, we show how it can be used to obtain regularity results for the solutions of a wide class of nonlinear degenerate elliptic systems −div (up−2u) = Gx u u where G grows as up.
Results 1  10
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245