a cascaded linear model
A two-factor model (Duffie & Kan)
Ngày tải lên :
18/10/2013, 02:20
... first solve (1) and (2) simultaneously numerically, and then integrate (3) to obtain the function
A
.
32.3 Calibration
Let
0
0
be given. The value at time
t
of a bond maturing at time
t + ... ,
1
2
2
2
C
2
2
;
(3)
A 0 = 0;
Chapter 32
A two-factor model (Duffie & Kan)
Let us define:
X
1
t=
Interest rate at time
t
X
2
t=
Yield at time
t
on a bond maturing at time
t +
0
Let
X
1
0 ... CHAPTER 32. A two-factor model (Duffie & Kan)
321
32.2 Zero-coupon bond prices
The value at time
t T
of a zero-coupon bond paying $1 at time
T
is
B t; T =IE
"
exp
,
Z
T
t
X
1
u...
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Human Resource Portals and the Protean Career A Three-Factor Model
Ngày tải lên :
24/10/2013, 08:20
... portals. It is
essentially the organizational culture and employee attitudes toward change that
matter.
Organizational Factors
Organizational factors include organizational culture, opportunities ... employees, they may impact the remaining two. For instance, managers may
develop an organizational culture that facilitates the implementation of changes,
and specifically technological changes. To ... technology and particularly the Internet and
the World Wide Web has dramatically changed how organizations operate.
The most far-reaching changes to careers are coming from transformations of
work and...
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Shaking a box of sand I – a simple lattice model
Ngày tải lên :
01/11/2013, 08:20
... transition. As mentioned in an earlier chapter, the
density may attain values that are substantially higher than random close packing,
and quite close to the crystalline limit [131, 132]. An analogous ... investigations.
The model [174] is based on the generalisation of an earlier cellular automaton
(CA) model [22, 75, 83, 165] of an avalanching sandpile. This version of the model
contains only near-neighbour ... very asymmetrically shaped, and there is a strong preferred
orientation, the nonequilibrium regime of granular dynamics will carry all the usual
characteristics of ageing.
Now recall that that...
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Tài liệu Activity 4.2: Creating a Logical Data Model ppt
Ngày tải lên :
21/12/2013, 06:16
... 4.2: Creating a Logical Data
Model
In this activity, you will use the skills learned in this module to define the
relationships within a logical data model and produce a sample ER diagram for ...
the Ferguson and Bardell, Inc. case study.
In each of the two exercises in this activity, you analyze a single aspect of a
logical data design. At the end of each exercise, the class will discuss ...
cardinality and existence characteristics of each of the relationships defined in
Exercise 1.
!
Identify cardinality
1. For each relationship on your ER diagram, ask the question “How many...
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Tài liệu A COMPREHENSIVE QUANTITATIVE MODEL FOR ANALYZING BOND REFUNDING DECISIONS pptx
Ngày tải lên :
15/02/2014, 13:20
... replaced by a floating-rate bond, a floating-rate bond replaced by a fixed-rate bond,
and a floating-rate bond replaced by another floating-rate bond with a different index or a different margin.
MOTIVATION ... fixed-rate or floating-rate bonds can similarly
be investigated by suitably amending the appropriate input variables. Several what-if scenarios can be investigated (or
simulated) to determine breakeven ... have to be evaluated on a case by case
basis to calculate the exact costs or savings produced by the various interacting variables. Consequently, there is a need
for an interactive computer model...
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- 1
Tài liệu Modelling the e®ects of air pollution on health using Bayesian Dynamic Generalised Linear Models pdf
Ngày tải lên :
17/02/2014, 10:20
... discussion and
suggests areas for future work.
2 Bayesian Dynamic generalised linear models
A Bayesian dynamic generalised linear model extends a generalised linear model by
allowing a subset of ... as the health data are only available as daily
counts, Poisson generalised linear and additive models are the standard method of
analysis. These data relate to the number of mortality or morbidity ... that arises when large sets
of parameters are sampled simultaneously. Proposals are drawn from a Gaussian
distribution with mean equal to the current value of the block and a diagonal vari-
ance...
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Tài liệu Towards a conceptual reference model for project management information systems ppt
Ngày tải lên :
18/02/2014, 07:20
... outlined
above by introducing a very fundamental data structure
called Initiative (Fig. 3). An initiative is a generalization
of any form of action that has a defined start and end date
and is unde rtaken ... rtaken to reach a goal. Therefore, an initiative
may be a program, a project, a sub-project, a pro ject phase,
a work package, an activity or a task (indicated by the
inheritance relationship between ... Their feasibility, profitability, and strategic impact
are analyzed so that a final decision can be made regard-
ing their implementation (Idea Evaluation). This phase
ends with a formal go/no-go...
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- 0
Tài liệu Báo cáo khoa học: Catabolite repression in Escherichia coli – a comparison of modelling approaches docx
Ngày tải lên :
18/02/2014, 13:20
... cellu-
lar networks allows the simplification of the set of
equations by assuming a steady state of the intra-
cellular metabolites. An approach that combines flux
balance analysis (FBA) with an ordinary ... unphos-
phorylated EIIA inhibits the uptake of other non-PTS
carbohydrates by a process called inducer exclusion,
whereas phosphorylated EIIA activates adenylate
cyclase (CyaA) and leads to an increase ... windows. The analysis of the mutant
strains clearly showed that a large experimental effort
is necessary for the rational design of bacterial strains
based on mathematical models.
Nishio et al. [15]...
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Tài liệu Báo cáo khoa học: "A Hybrid Hierarchical Model for Multi-Document Summarization" ppt
Ngày tải lên :
20/02/2014, 04:20
... 4: Manual Evaluations
Here, we manually evaluate quality of summaries,
a common DUC task. Human annotators are given
two sets of summary text for each document set,
generated from two approaches: ... 12
Overall 24 66 2
Table 4: Frequency results of manual quality evaluations.
Results are statistically significant based on t-test. T ie indi-
cates evaluations where two summaries are rated equal.
according ... using a classifier model.
HIERSUM : (Haghighi and Vanderwende,
2009) A generative summarization method based
on topic models, which uses sentences as an addi-
tional level. Using an approximation...
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