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122
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 ..."
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Cited by 422 (2 self)
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t ≡ r 10 t − r 2 t . We interpret this proxy as both an indication of expectations of future short rates, and as an indication of overall economic health. Firm Leverage For each bond i, market values of firm equity from CRSP and book values of firm debt from COMPUSTAT are used to obtain leverage ratios
BOOK REVIEWS BULLETIN (New Series) OF THE AMERICAN MATHEMATICAL SOCIETY
"... The book is an elementary introduction to the theory of schemes. A scheme is a geometric object generalizing the notion of an algebraic variety. It is defined by gluing together the spectra of commutative rings. 1. Schemes: A history The notion of spectrum of a commutative ring has an old and compli ..."
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, any element x ∈ X defines a homomorphism F X → F by assigning to a function f its value at x. Thekernelofthis homomorphism is a maximal ideal m in F X, suggesting that one can recover X as the set of maximal ideals in F X. For example, this is true when F = F2 is the field of two elements. The subsets
Subsystems of Second Order Arithmetic, Second Edition, 2005. To be published by the Association For Symbolic Logic in their book series Perspectives in Logic. Chapter one of this book is available at: http://www.math.psu.edu/simpson/sosoa
"... This talk represents joint work with Carl Mummert, my recent Ph.D. student at the Pennsylvania State University. Background: In my book SOSOA, a complete separable metric space is defined as the completion X = ( Â, ̂ d) of a countable pseudometric space (A, d). Here A ⊆ N and d: A × A → R. Thus co ..."
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Cited by 16 (0 self)
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, called countably based MF spaces. This class includes all complete separable metric spaces, as well as many nonmetrizable spaces. Furthermore, this class of spaces can be discussed in L2. 4 Let P be a poset, i.e., a partially ordered set. Definition. A filter is a set F ⊆ P such that 1. F is upward
BOOK REVIEWS BULLETIN (New Series) OF THE AMERICAN MATHEMATICAL SOCIETY
"... Systems of complex ordinary differential equations in the (n + 1)dimensional domain D are of the form (1) dyi dz = fi(z,y1,...,yn), i =1,...,n, with f1,...,fn holomorphic in D. Given any point (a, b1,...,bn) ∈ D there is a unique solution y1(z),...,yn(z)of(1)withyi(a)=bi,i =1,...,n. This solution ..."
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Systems of complex ordinary differential equations in the (n + 1)dimensional domain D are of the form (1) dyi dz = fi(z,y1,...,yn), i =1,...,n, with f1,...,fn holomorphic in D. Given any point (a, b1,...,bn) ∈ D there is a unique solution y1(z),...,yn(z)of(1)withyi(a)=bi,i =1,...,n. This solution
BULLETIN (New Series) OF THE
"... em to study stable groups. However, even though the author cautions that only certain sections should trouble nonlogicians, anyone unfamiliar with stability theory would nd all of the book except, perhaps, parts of the rst and fourth chapters, impenetrable. A mathematician interested in this subje ..."
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in this subject should work through a text on model theory such as [4] or [2] before delving into this book. The title of the book under review does describe its subject matter exactly. However, while the author is justi ed in saying I hope you know what a group is to explain the absence of a de nition, since
General Catalogue of Printed Books: Ad
"... series1 originally edited by Constance M. Winchell. Though it appears under a byline the list is actually a project of the reference department of the Columbia University libraries, and notes are signed with the initials f the individual staff members.2 Since the purpose of the list is to present ..."
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series1 originally edited by Constance M. Winchell. Though it appears under a byline the list is actually a project of the reference department of the Columbia University libraries, and notes are signed with the initials f the individual staff members.2 Since the purpose of the list is to pre
BULLETIN (New Series) OF THE AMERICAN MATHEMATICAL SOCIETY
"... The book deals with two problems: 1. constructing an analog of a Lie group for general Poisson brackets, 2. quantization for such brackets. Poisson brackets appeared in Rn⊕R n in the 19th century; Poisson introduced these brackets in analytical mechanics; if f and g are functions of 2n variables (pi ..."
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The book deals with two problems: 1. constructing an analog of a Lie group for general Poisson brackets, 2. quantization for such brackets. Poisson brackets appeared in Rn⊕R n in the 19th century; Poisson introduced these brackets in analytical mechanics; if f and g are functions of 2n variables
and Other Writings 9 Freehand Books
"... F a l l 2 0 1 2 What we are perhaps best known for at Broadview Press is our impressive range of both canonical and lesserknown works of literature, brought together in the exceptionally edited and aesthetically striking Broadview Editions Series. This season, we are happy to see a new edition of o ..."
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F a l l 2 0 1 2 What we are perhaps best known for at Broadview Press is our impressive range of both canonical and lesserknown works of literature, brought together in the exceptionally edited and aesthetically striking Broadview Editions Series. This season, we are happy to see a new edition
Inside This Issue M.F.A. Graduate News 2
"... in October to read from his poetry as a guest of the Creative Writing Program’s 20042005 reading series. Jackson’s first book of poems, Leaving Saturn was selected by Al Young as the winner of the Cave Canem Poetry Prize for the best first book by an African American poet. The book was also ..."
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in October to read from his poetry as a guest of the Creative Writing Program’s 20042005 reading series. Jackson’s first book of poems, Leaving Saturn was selected by Al Young as the winner of the Cave Canem Poetry Prize for the best first book by an African American poet. The book was also
BULLETIN (New Series) OF THE AMERICAN MATHEMATICAL SOCIETY
"... Some native peoples of the North are reluctant to mention the ocean by name, reasoning that it is not wise to presume to refer offhandedly to something that is so big. The vast topic of wave motion should perhaps be approached in the same spirit. Following the lead of the book under review, let us ..."
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to read (2) ut + c0ux + uux =0. A solution of (2) will then be determined from its initial profile by the implicit equation u = f(x − (c0 + u)t), which expresses the fact that the level curves of
Results 1  10
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122