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Pricing of Defaultable Bonds with Log-Normal Spread: Development of the Model and an Application to Argentinean and Brazilian Bonds During the Argentine Crisis
(Springer, 2005-06)
In this paper we describe a two-factor model for a defaultable discount bond, assuming log-normal dynamics with bounded volatility for the instantaneous short rate spread. Under some simplified hypothesis, we obtain an ...
Modeling defaultable bonds with mean-reverting log-normal spread: a quasi closed-form solution
(Asociación Argentina de Mecánica Computacional, 2008-12)
In this paper we describe a two factor model for a defaultable discount bond, assuming a mean reverting log-normal dynamics with bounded volatility for the instantaneous short rate spread. Under some simplifying assumptions ...
A closed-form solution for defaultable bonds with log-normal spread
(Universidad de San Andrés. Departamento de Economía, 2001-05)
Estimation of fracture compliance from attenuation and velocity analysis of full-waveform sonic log data
(Blackwell Publishing, 2019-02-19)
In fractured rocks, the amplitudes of propagating seismic waves decay due to various mechanisms, such as geometrical spreading, solid friction, displacement of pore fluid relative to the solid frame, and transmission losses ...
Spread of bacterial pathogens during preparation of freshly squeezed orange juice
(2003)
To study the potential of three bacterial pathogens to cross-contaminate orange juice during extraction, normal operation conditions during juice preparation at food service establishments were simulated. The spread of ...
Spread of bacterial pathogens during preparation of freshly squeezed orange juice
(2003)
To study the potential of three bacterial pathogens to cross-contaminate orange juice during extraction, normal operation conditions during juice preparation at food service establishments were simulated. The spread of ...
Predicting the columnar-to-equiaxed transition for a distribution of nucleation undercoolings
(PERGAMON-ELSEVIER SCIENCE LTD, 2009)
A deterministic mathematical model for steady-state unidirectional solidification is proposed to predict the columnar-to-equiaxed transition. In the model, which is an extension to the classic model proposed by Hunt [Hunt ...
In-home and low-voltage channel characterization of non-cooperative and cooperative power line communication
(Universidade Federal de Juiz de ForaBrasilFaculdade de EngenhariaPrograma de Pós-graduação em Engenharia ElétricaUFJF, 2016)
Searching for a predicted metallicity variation in the type II globular cluster NGC 362 = Buscando una variación de metalicidad predicha en el cúmulo globular de tipo II NGC 362.
(Universidad de Concepción.Facultad de Ciencias Físicas y MatemáticasDepartamento de Astronomía., 2021)
According to Milone et al. (2017), NGC 362 is a rare Type II Galactic globular cluster,
showing a complex pseudo two-color diagram or ’Chromosome Map’ based on their
HST UV Legacy photometry. The clear separation of its ...
Data-driven analytical tools for characterization of productivity and service quality issues in it service factories
(Sage Publications Inc, 2013-08)
In this article, we propose an analytical tool, named the Workload Profile Diagnosis (WPD) method, to evaluate the performance and quality of incident management (IM) systems in information technology (IT) service factories. ...