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62
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
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Cited by 422 (2 self)
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changes. Below, we investigate the determinants of credit spread changes. From a contingent-claims, or noarbitrage standpoint, credit spreads obtain for two fundamental reasons: 1) there is a risk of default, and 2) in the event of default, the bondholder receives only a portion of the promised payments
A Sharp Nonlinear Gagliardo–Nirenberg-Type 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. ..."
Abstract
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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.
TO CODE OR NOT TO CODE
, 2002
"... de nationalité suisse et originaire de Zurich (ZH) et Lucerne (LU) acceptée sur proposition du jury: ..."
Abstract
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de nationalité suisse et originaire de Zurich (ZH) et Lucerne (LU) acceptée sur proposition du jury:
Disthbution IJnli~nited CONTRACT TITLE: THEORETICAL STUDIES OF HIGH-POWER ULTRAVIOLET AND INFRARED MATERIALS
, 1978
"... ~f d1400 Wilson Boulevard nc assi ie ..."
RICE UNIVERSITY Regime Change: Sampling Rate vs. Bit-Depth in Compressive Sensing
, 2011
"... The compressive sensing (CS) framework aims to ease the burden on analog-to-digital converters (ADCs) by exploiting inherent structure in natural and man-made signals. It has been demon-strated that structured signals can be acquired with just a small number of linear measurements, on the order of t ..."
Abstract
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. We develop a new theoretical framework to analyze this extreme case and develop new algorithms for signal reconstruction from such coarsely quantized measurements. The 1-bit CS framework leads us to scenarios where it may be more appropriate to reduce bit-depth instead of sampling rate. We find
AGR 05
"... Responses of soil biological processes to elevated atmospheric [CO2] and nitrogen addition in a poplar plantation ..."
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Responses of soil biological processes to elevated atmospheric [CO2] and nitrogen addition in a poplar plantation
new algorithm to compute fusion coecients By
"... This is a proceedings article reviewing a recent combinatorial construction of the bsu(n)k WZNW fusion ring by C. Stroppel and the author. It contains one novel aspect: the explicit derivation of an algorithm for the computation of fusion coecients dierent from the Kac-Walton formula. The discussion ..."
Abstract
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This is a proceedings article reviewing a recent combinatorial construction of the bsu(n)k WZNW fusion ring by C. Stroppel and the author. It contains one novel aspect: the explicit derivation of an algorithm for the computation of fusion coecients dierent from the Kac-Walton formula
Results 1 - 10
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62
