Tools
Sorted by:
Try your query at:
 |
 |
 |
 |
 |
 |
Results 1 - 10
of
2,237
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)
- Add to MetaCart
-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 at-the 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
TO CODE OR NOT TO CODE
, 2002
"... de nationalité suisse et originaire de Zurich (ZH) et Lucerne (LU) acceptée sur proposition du jury: ..."
Abstract
- Add to MetaCart
de nationalité suisse et originaire de Zurich (ZH) et Lucerne (LU) acceptée sur proposition du jury:
CARTER SUBGROUPS IN SOME GENERALIZED MINIMAX GROUPS *
"... “garcia de galdeano” garcía de galdeano seminario matemático n. 24 PRE-PUBLICACIONES del seminario matematico 2004 ..."
Abstract
- Add to MetaCart
“garcia de galdeano” garcía de galdeano seminario matemático n. 24 PRE-PUBLICACIONES del seminario matematico 2004
Global and regional climate changes due to black carbon,
- Nat. Geosci.,
, 2008
"... Figure 1: Global distribution of BC sources and radiative forcing. a, BC emission strength in tons per year from a study by Bond et al. Full size image (42 KB) Review Nature Geoscience 1, 221 -227 (2008 Black carbon in soot is the dominant absorber of visible solar radiation in the atmosphere. Ant ..."
Abstract
-
Cited by 228 (5 self)
- Add to MetaCart
of the warmer air heated by BC from South and East Asia over the Himalayas contributes to a warming of about 0.6 °C (annual mean) in the lower and mid troposphere (see http://www.nature.com/ngeo/journal/v1/n4/full/ngeo156.html 3 of 10 9/22/2009 9:43 AM The values are annual mean temperature changes over
TRANSITION VITREUSE ET TRANSITION DE BLOCAGE:
, 2011
"... HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci-entific research documents, whether they are pub-lished or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte p ..."
Abstract
- Add to MetaCart
pluridisciplinaire HAL, est destinée au dépôt et a ̀ la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés.
ENTROPY MAXIMISATION PROBLEM FOR QUANTUM AND RELATIVISTIC PARTICLES
"... In this paper we are interested in the maximisation problem for the quantum or non-quantum entropy functional (1.1) H(g):= ..."
Abstract
- Add to MetaCart
In this paper we are interested in the maximisation problem for the quantum or non-quantum entropy functional (1.1) H(g):=
Universidad de Zaragoza Groups with Chernikov Classes of Conjugate Subgroups ∗
"... “garcia de galdeano” garcía de galdeano seminario matemáticon. 21 PRE-PUBLICACIONES del seminario matematico 2003 ..."
Abstract
- Add to MetaCart
“garcia de galdeano” garcía de galdeano seminario matemáticon. 21 PRE-PUBLICACIONES del seminario matematico 2003
Stability of the vortex defect in Landau- de Gennes theory of nematic liquid crystals
"... Received *****; accepted after revision +++++ Presented by £££££ We analyze the radially symmetric solution corresponding to the vortex defect (the so called melting hedgehog) in Landau- de Gennes theory for nematic liquid crystals. We prove existence, uniqueness and stability results of the melting ..."
Abstract
- Add to MetaCart
of the melting hedgehog. To cite this article: A. Name1, A. Name2, C. R. Acad. Sci. Paris, Ser. I 340 (2005).
TRANSITION VITREUSE ET TRANSITION DE BLOCAGE: LES SOLIDES DÉSORDONNÉS ENTRE CHAMP MOYEN ET DIMENSION FINIE.
, 2011
"... Cette thèse est consacrée à l’étude de la transition liquide/solide amorphe. Cette transition se retrouve dans des systèmes thermiques (par exemple dans les verres moléculaires) ou athermiques (avec entre autres les milieux granulaires), à l’équilibre thermodynamique ou hors équilibre. Nous montrons ..."
Abstract
- Add to MetaCart
aspect champ moyen contrôlable. Cela nous permet de suivre l’évolution de la transition vitreuse dynamique entre le champ moyen et la dimension finie. Nous montrons également que ce modèle réalise en champ moyen une approximation de la dynamique comparable, mais pas équivalente, à la théorie de couplage
Results 1 - 10
of
2,237
