### Table 1. Max. Vol. Drops

1993

Cited by 7

### Table 3 Properties of Vols for Caps

"... In PAGE 44: ... In- tervals are monthly. Parameter values in columns (a) are estimated by non-linear least square from the term structure of the implied volatility of interest rate caps described in Table3 . The yield curve is inferred from corresponding LIBOR rates and swap rates described in Tables 1 and 2 using extended Nelson-Siegel smooth- ing technique.... ..."

### Table 5 -- Selected Coefficients, Conditional Multi-Level Multinomial Logistic Regression Models of Trichotomous Mathematics Track Assignment, Public Schools (n=798) and Students (n=11211)

"... In PAGE 26: ... Given the existence of school-level variation, it is possible to explore school- level factors that might account for school-to-school differences. Table5 contains results of our analysis of school-level variation in trichotomous track location; note that in Table 5 negative coefficients indicate the factor is positively associated with college prep course-taking. The school poverty model suggests that school poverty matters for track placement.... In PAGE 26: ... Given the existence of school-level variation, it is possible to explore school- level factors that might account for school-to-school differences. Table 5 contains results of our analysis of school-level variation in trichotomous track location; note that in Table5 negative coefficients indicate the factor is positively associated with college prep course-taking. The school poverty model suggests that school poverty matters for track placement.... ..."

### TABLEI VOisDefinedinVOlAnalysis

### Table 1: Process input parameters Case Vol

2005